ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-165 |
125-085 |
-0-080 |
-0.2% |
125-250 |
| High |
125-195 |
125-260 |
0-065 |
0.2% |
126-160 |
| Low |
125-030 |
125-080 |
0-050 |
0.1% |
125-070 |
| Close |
125-080 |
125-240 |
0-160 |
0.4% |
125-310 |
| Range |
0-165 |
0-180 |
0-015 |
9.1% |
1-090 |
| ATR |
0-186 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,056,413 |
1,176,248 |
119,835 |
11.3% |
7,178,833 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-093 |
127-027 |
126-019 |
|
| R3 |
126-233 |
126-167 |
125-290 |
|
| R2 |
126-053 |
126-053 |
125-273 |
|
| R1 |
125-307 |
125-307 |
125-256 |
126-020 |
| PP |
125-193 |
125-193 |
125-193 |
125-210 |
| S1 |
125-127 |
125-127 |
125-224 |
125-160 |
| S2 |
125-013 |
125-013 |
125-207 |
|
| S3 |
124-153 |
124-267 |
125-190 |
|
| S4 |
123-293 |
124-087 |
125-141 |
|
|
| 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% |
0-188 |
0.5% |
56% |
False |
False |
1,144,667 |
| 10 |
126-160 |
125-030 |
1-130 |
1.1% |
0-188 |
0.5% |
47% |
False |
False |
1,252,363 |
| 20 |
126-160 |
123-270 |
2-210 |
2.1% |
0-194 |
0.5% |
72% |
False |
False |
1,259,395 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-181 |
0.4% |
80% |
False |
False |
1,006,508 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
80% |
False |
False |
939,213 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
74% |
False |
False |
705,842 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-148 |
0.4% |
74% |
False |
False |
564,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-065 |
|
2.618 |
127-091 |
|
1.618 |
126-231 |
|
1.000 |
126-120 |
|
0.618 |
126-051 |
|
HIGH |
125-260 |
|
0.618 |
125-191 |
|
0.500 |
125-170 |
|
0.382 |
125-149 |
|
LOW |
125-080 |
|
0.618 |
124-289 |
|
1.000 |
124-220 |
|
1.618 |
124-109 |
|
2.618 |
123-249 |
|
4.250 |
122-275 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-217 |
125-218 |
| PP |
125-193 |
125-195 |
| S1 |
125-170 |
125-172 |
|