ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
125-195 |
-0-075 |
-0.2% |
125-250 |
| High |
125-305 |
126-085 |
0-100 |
0.2% |
126-160 |
| Low |
125-170 |
125-070 |
-0-100 |
-0.2% |
125-070 |
| Close |
125-195 |
125-310 |
0-115 |
0.3% |
125-310 |
| Range |
0-135 |
1-015 |
0-200 |
148.1% |
1-090 |
| ATR |
0-186 |
0-196 |
0-011 |
5.7% |
0-000 |
| Volume |
1,093,130 |
1,765,816 |
672,686 |
61.5% |
7,178,833 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-307 |
128-163 |
126-174 |
|
| R3 |
127-292 |
127-148 |
126-082 |
|
| R2 |
126-277 |
126-277 |
126-051 |
|
| R1 |
126-133 |
126-133 |
126-021 |
126-205 |
| PP |
125-262 |
125-262 |
125-262 |
125-298 |
| S1 |
125-118 |
125-118 |
125-279 |
125-190 |
| S2 |
124-247 |
124-247 |
125-249 |
|
| S3 |
123-232 |
124-103 |
125-218 |
|
| S4 |
122-217 |
123-088 |
125-126 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-237 |
129-043 |
126-216 |
|
| R3 |
128-147 |
127-273 |
126-103 |
|
| R2 |
127-057 |
127-057 |
126-065 |
|
| R1 |
126-183 |
126-183 |
126-028 |
126-280 |
| PP |
125-287 |
125-287 |
125-287 |
126-015 |
| S1 |
125-093 |
125-093 |
125-272 |
125-190 |
| S2 |
124-197 |
124-197 |
125-235 |
|
| S3 |
123-107 |
124-003 |
125-197 |
|
| S4 |
122-017 |
122-233 |
125-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-070 |
1-090 |
1.0% |
0-220 |
0.5% |
59% |
False |
True |
1,435,766 |
| 10 |
126-160 |
124-210 |
1-270 |
1.5% |
0-206 |
0.5% |
71% |
False |
False |
1,439,654 |
| 20 |
126-160 |
123-085 |
3-075 |
2.6% |
0-204 |
0.5% |
84% |
False |
False |
1,277,166 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-178 |
0.4% |
86% |
False |
False |
987,531 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-174 |
0.4% |
86% |
False |
False |
874,117 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-168 |
0.4% |
80% |
False |
False |
656,394 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-143 |
0.4% |
80% |
False |
False |
525,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-229 |
|
2.618 |
129-002 |
|
1.618 |
127-307 |
|
1.000 |
127-100 |
|
0.618 |
126-292 |
|
HIGH |
126-085 |
|
0.618 |
125-277 |
|
0.500 |
125-238 |
|
0.382 |
125-198 |
|
LOW |
125-070 |
|
0.618 |
124-183 |
|
1.000 |
124-055 |
|
1.618 |
123-168 |
|
2.618 |
122-153 |
|
4.250 |
120-246 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-286 |
125-297 |
| PP |
125-262 |
125-283 |
| S1 |
125-238 |
125-270 |
|