ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-275 |
125-305 |
0-030 |
0.1% |
125-250 |
| High |
126-035 |
125-315 |
-0-040 |
-0.1% |
126-160 |
| Low |
125-265 |
125-145 |
-0-120 |
-0.3% |
125-070 |
| Close |
125-300 |
125-185 |
-0-115 |
-0.3% |
125-310 |
| Range |
0-090 |
0-170 |
0-080 |
88.9% |
1-090 |
| ATR |
0-189 |
0-187 |
-0-001 |
-0.7% |
0-000 |
| Volume |
651,835 |
1,073,023 |
421,188 |
64.6% |
7,178,833 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-085 |
126-305 |
125-278 |
|
| R3 |
126-235 |
126-135 |
125-232 |
|
| R2 |
126-065 |
126-065 |
125-216 |
|
| R1 |
125-285 |
125-285 |
125-201 |
125-250 |
| PP |
125-215 |
125-215 |
125-215 |
125-198 |
| S1 |
125-115 |
125-115 |
125-169 |
125-080 |
| S2 |
125-045 |
125-045 |
125-154 |
|
| S3 |
124-195 |
124-265 |
125-138 |
|
| S4 |
124-025 |
124-095 |
125-092 |
|
|
| 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% |
0-189 |
0.5% |
29% |
False |
False |
1,210,808 |
| 10 |
126-160 |
124-230 |
1-250 |
1.4% |
0-201 |
0.5% |
48% |
False |
False |
1,366,554 |
| 20 |
126-160 |
123-240 |
2-240 |
2.2% |
0-192 |
0.5% |
66% |
False |
False |
1,241,123 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
75% |
False |
False |
982,231 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-172 |
0.4% |
75% |
False |
False |
902,631 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
70% |
False |
False |
677,954 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-144 |
0.4% |
70% |
False |
False |
542,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-078 |
|
2.618 |
127-120 |
|
1.618 |
126-270 |
|
1.000 |
126-165 |
|
0.618 |
126-100 |
|
HIGH |
125-315 |
|
0.618 |
125-250 |
|
0.500 |
125-230 |
|
0.382 |
125-210 |
|
LOW |
125-145 |
|
0.618 |
125-040 |
|
1.000 |
124-295 |
|
1.618 |
124-190 |
|
2.618 |
124-020 |
|
4.250 |
123-062 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-230 |
125-238 |
| PP |
125-215 |
125-220 |
| S1 |
125-200 |
125-202 |
|