ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
126-030 |
125-270 |
-0-080 |
-0.2% |
125-065 |
| High |
126-150 |
125-305 |
-0-165 |
-0.4% |
125-290 |
| Low |
125-255 |
125-170 |
-0-085 |
-0.2% |
124-210 |
| Close |
125-280 |
125-195 |
-0-085 |
-0.2% |
125-240 |
| Range |
0-215 |
0-135 |
-0-080 |
-37.2% |
1-080 |
| ATR |
0-190 |
0-186 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,470,239 |
1,093,130 |
-377,109 |
-25.6% |
7,217,709 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-308 |
126-227 |
125-269 |
|
| R3 |
126-173 |
126-092 |
125-232 |
|
| R2 |
126-038 |
126-038 |
125-220 |
|
| R1 |
125-277 |
125-277 |
125-207 |
125-250 |
| PP |
125-223 |
125-223 |
125-223 |
125-210 |
| S1 |
125-142 |
125-142 |
125-183 |
125-115 |
| S2 |
125-088 |
125-088 |
125-170 |
|
| S3 |
124-273 |
125-007 |
125-158 |
|
| S4 |
124-138 |
124-192 |
125-121 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-060 |
128-230 |
126-140 |
|
| R3 |
127-300 |
127-150 |
126-030 |
|
| R2 |
126-220 |
126-220 |
125-313 |
|
| R1 |
126-070 |
126-070 |
125-277 |
126-145 |
| PP |
125-140 |
125-140 |
125-140 |
125-178 |
| S1 |
124-310 |
124-310 |
125-203 |
125-065 |
| S2 |
124-060 |
124-060 |
125-167 |
|
| S3 |
122-300 |
123-230 |
125-130 |
|
| S4 |
121-220 |
122-150 |
125-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-110 |
1-050 |
0.9% |
0-189 |
0.5% |
23% |
False |
False |
1,360,059 |
| 10 |
126-160 |
124-210 |
1-270 |
1.5% |
0-198 |
0.5% |
52% |
False |
False |
1,450,664 |
| 20 |
126-160 |
123-005 |
3-155 |
2.8% |
0-192 |
0.5% |
74% |
False |
False |
1,241,473 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-174 |
0.4% |
76% |
False |
False |
968,607 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-170 |
0.4% |
76% |
False |
False |
844,856 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-164 |
0.4% |
71% |
False |
False |
634,322 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-139 |
0.3% |
71% |
False |
False |
507,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-239 |
|
2.618 |
127-018 |
|
1.618 |
126-203 |
|
1.000 |
126-120 |
|
0.618 |
126-068 |
|
HIGH |
125-305 |
|
0.618 |
125-253 |
|
0.500 |
125-238 |
|
0.382 |
125-222 |
|
LOW |
125-170 |
|
0.618 |
125-087 |
|
1.000 |
125-035 |
|
1.618 |
124-272 |
|
2.618 |
124-137 |
|
4.250 |
123-236 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-238 |
126-000 |
| PP |
125-223 |
125-278 |
| S1 |
125-209 |
125-237 |
|