ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-085 |
125-245 |
0-160 |
0.4% |
125-275 |
| High |
125-260 |
125-310 |
0-050 |
0.1% |
126-035 |
| Low |
125-080 |
125-180 |
0-100 |
0.2% |
125-030 |
| Close |
125-240 |
125-205 |
-0-035 |
-0.1% |
125-205 |
| Range |
0-180 |
0-130 |
-0-050 |
-27.8% |
1-005 |
| ATR |
0-185 |
0-181 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,176,248 |
848,225 |
-328,023 |
-27.9% |
4,805,744 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-302 |
126-223 |
125-276 |
|
| R3 |
126-172 |
126-093 |
125-241 |
|
| R2 |
126-042 |
126-042 |
125-229 |
|
| R1 |
125-283 |
125-283 |
125-217 |
125-258 |
| PP |
125-232 |
125-232 |
125-232 |
125-219 |
| S1 |
125-153 |
125-153 |
125-193 |
125-128 |
| S2 |
125-102 |
125-102 |
125-181 |
|
| S3 |
124-292 |
125-023 |
125-169 |
|
| S4 |
124-162 |
124-213 |
125-134 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-212 |
128-053 |
126-064 |
|
| R3 |
127-207 |
127-048 |
125-294 |
|
| R2 |
126-202 |
126-202 |
125-265 |
|
| R1 |
126-043 |
126-043 |
125-235 |
125-280 |
| PP |
125-197 |
125-197 |
125-197 |
125-155 |
| S1 |
125-038 |
125-038 |
125-175 |
124-275 |
| S2 |
124-192 |
124-192 |
125-145 |
|
| S3 |
123-187 |
124-033 |
125-116 |
|
| S4 |
122-182 |
123-028 |
125-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-035 |
125-030 |
1-005 |
0.8% |
0-147 |
0.4% |
54% |
False |
False |
961,148 |
| 10 |
126-160 |
125-030 |
1-130 |
1.1% |
0-184 |
0.5% |
39% |
False |
False |
1,198,457 |
| 20 |
126-160 |
123-270 |
2-210 |
2.1% |
0-192 |
0.5% |
68% |
False |
False |
1,259,675 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-181 |
0.4% |
77% |
False |
False |
1,011,314 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
77% |
False |
False |
953,225 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-168 |
0.4% |
72% |
False |
False |
716,442 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-149 |
0.4% |
72% |
False |
False |
573,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-222 |
|
2.618 |
127-010 |
|
1.618 |
126-200 |
|
1.000 |
126-120 |
|
0.618 |
126-070 |
|
HIGH |
125-310 |
|
0.618 |
125-260 |
|
0.500 |
125-245 |
|
0.382 |
125-230 |
|
LOW |
125-180 |
|
0.618 |
125-100 |
|
1.000 |
125-050 |
|
1.618 |
124-290 |
|
2.618 |
124-160 |
|
4.250 |
123-268 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-245 |
125-193 |
| PP |
125-232 |
125-182 |
| S1 |
125-218 |
125-170 |
|