ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-195 |
125-275 |
0-080 |
0.2% |
125-250 |
| High |
126-085 |
126-035 |
-0-050 |
-0.1% |
126-160 |
| Low |
125-070 |
125-265 |
0-195 |
0.5% |
125-070 |
| Close |
125-310 |
125-300 |
-0-010 |
0.0% |
125-310 |
| Range |
1-015 |
0-090 |
-0-245 |
-73.1% |
1-090 |
| ATR |
0-196 |
0-189 |
-0-008 |
-3.9% |
0-000 |
| Volume |
1,765,816 |
651,835 |
-1,113,981 |
-63.1% |
7,178,833 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-257 |
126-208 |
126-030 |
|
| R3 |
126-167 |
126-118 |
126-005 |
|
| R2 |
126-077 |
126-077 |
125-316 |
|
| R1 |
126-028 |
126-028 |
125-308 |
126-052 |
| PP |
125-307 |
125-307 |
125-307 |
125-319 |
| S1 |
125-258 |
125-258 |
125-292 |
125-282 |
| S2 |
125-217 |
125-217 |
125-284 |
|
| S3 |
125-127 |
125-168 |
125-275 |
|
| S4 |
125-037 |
125-078 |
125-250 |
|
|
| 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 |
126-150 |
125-070 |
1-080 |
1.0% |
0-181 |
0.4% |
58% |
False |
False |
1,242,500 |
| 10 |
126-160 |
124-210 |
1-270 |
1.5% |
0-199 |
0.5% |
69% |
False |
False |
1,379,102 |
| 20 |
126-160 |
123-240 |
2-240 |
2.2% |
0-190 |
0.5% |
80% |
False |
False |
1,225,595 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
85% |
False |
False |
981,209 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-174 |
0.4% |
85% |
False |
False |
884,973 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-168 |
0.4% |
79% |
False |
False |
664,542 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-143 |
0.4% |
79% |
False |
False |
531,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-098 |
|
2.618 |
126-271 |
|
1.618 |
126-181 |
|
1.000 |
126-125 |
|
0.618 |
126-091 |
|
HIGH |
126-035 |
|
0.618 |
126-001 |
|
0.500 |
125-310 |
|
0.382 |
125-299 |
|
LOW |
125-265 |
|
0.618 |
125-209 |
|
1.000 |
125-175 |
|
1.618 |
125-119 |
|
2.618 |
125-029 |
|
4.250 |
124-202 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-310 |
125-279 |
| PP |
125-307 |
125-258 |
| S1 |
125-303 |
125-238 |
|