ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
125-165 |
-0-140 |
-0.3% |
125-250 |
| High |
125-315 |
125-195 |
-0-120 |
-0.3% |
126-160 |
| Low |
125-145 |
125-030 |
-0-115 |
-0.3% |
125-070 |
| Close |
125-185 |
125-080 |
-0-105 |
-0.3% |
125-310 |
| Range |
0-170 |
0-165 |
-0-005 |
-2.9% |
1-090 |
| ATR |
0-187 |
0-186 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,073,023 |
1,056,413 |
-16,610 |
-1.5% |
7,178,833 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-277 |
126-183 |
125-171 |
|
| R3 |
126-112 |
126-018 |
125-125 |
|
| R2 |
125-267 |
125-267 |
125-110 |
|
| R1 |
125-173 |
125-173 |
125-095 |
125-138 |
| PP |
125-102 |
125-102 |
125-102 |
125-084 |
| S1 |
125-008 |
125-008 |
125-065 |
124-292 |
| S2 |
124-257 |
124-257 |
125-050 |
|
| S3 |
124-092 |
124-163 |
125-035 |
|
| S4 |
123-247 |
123-318 |
124-309 |
|
|
| 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 |
126-085 |
125-030 |
1-055 |
0.9% |
0-179 |
0.4% |
13% |
False |
True |
1,128,043 |
| 10 |
126-160 |
125-030 |
1-130 |
1.1% |
0-185 |
0.5% |
11% |
False |
True |
1,273,945 |
| 20 |
126-160 |
123-240 |
2-240 |
2.2% |
0-193 |
0.5% |
55% |
False |
False |
1,252,001 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-179 |
0.4% |
67% |
False |
False |
992,965 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-172 |
0.4% |
67% |
False |
False |
919,993 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
62% |
False |
False |
691,156 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-146 |
0.4% |
62% |
False |
False |
552,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-256 |
|
2.618 |
126-307 |
|
1.618 |
126-142 |
|
1.000 |
126-040 |
|
0.618 |
125-297 |
|
HIGH |
125-195 |
|
0.618 |
125-132 |
|
0.500 |
125-112 |
|
0.382 |
125-093 |
|
LOW |
125-030 |
|
0.618 |
124-248 |
|
1.000 |
124-185 |
|
1.618 |
124-083 |
|
2.618 |
123-238 |
|
4.250 |
122-289 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-112 |
125-192 |
| PP |
125-102 |
125-155 |
| S1 |
125-091 |
125-118 |
|