ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-245 |
125-210 |
-0-035 |
-0.1% |
125-275 |
| High |
125-310 |
126-020 |
0-030 |
0.1% |
126-035 |
| Low |
125-180 |
125-165 |
-0-015 |
0.0% |
125-030 |
| Close |
125-205 |
125-305 |
0-100 |
0.2% |
125-205 |
| Range |
0-130 |
0-175 |
0-045 |
34.6% |
1-005 |
| ATR |
0-181 |
0-181 |
0-000 |
-0.3% |
0-000 |
| Volume |
848,225 |
956,454 |
108,229 |
12.8% |
4,805,744 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-155 |
127-085 |
126-081 |
|
| R3 |
126-300 |
126-230 |
126-033 |
|
| R2 |
126-125 |
126-125 |
126-017 |
|
| R1 |
126-055 |
126-055 |
126-001 |
126-090 |
| PP |
125-270 |
125-270 |
125-270 |
125-288 |
| S1 |
125-200 |
125-200 |
125-289 |
125-235 |
| S2 |
125-095 |
125-095 |
125-273 |
|
| S3 |
124-240 |
125-025 |
125-257 |
|
| S4 |
124-065 |
124-170 |
125-209 |
|
|
| 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 |
126-020 |
125-030 |
0-310 |
0.8% |
0-164 |
0.4% |
89% |
True |
False |
1,022,072 |
| 10 |
126-150 |
125-030 |
1-120 |
1.1% |
0-172 |
0.4% |
63% |
False |
False |
1,132,286 |
| 20 |
126-160 |
123-270 |
2-210 |
2.1% |
0-196 |
0.5% |
79% |
False |
False |
1,272,299 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
85% |
False |
False |
1,002,808 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-174 |
0.4% |
85% |
False |
False |
968,745 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
79% |
False |
False |
728,390 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-151 |
0.4% |
79% |
False |
False |
582,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-124 |
|
2.618 |
127-158 |
|
1.618 |
126-303 |
|
1.000 |
126-195 |
|
0.618 |
126-128 |
|
HIGH |
126-020 |
|
0.618 |
125-273 |
|
0.500 |
125-252 |
|
0.382 |
125-232 |
|
LOW |
125-165 |
|
0.618 |
125-057 |
|
1.000 |
124-310 |
|
1.618 |
124-202 |
|
2.618 |
124-027 |
|
4.250 |
123-061 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-288 |
125-273 |
| PP |
125-270 |
125-242 |
| S1 |
125-252 |
125-210 |
|