ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-210 |
125-300 |
0-090 |
0.2% |
125-275 |
High |
126-020 |
126-090 |
0-070 |
0.2% |
126-035 |
Low |
125-165 |
125-210 |
0-045 |
0.1% |
125-030 |
Close |
125-305 |
125-235 |
-0-070 |
-0.2% |
125-205 |
Range |
0-175 |
0-200 |
0-025 |
14.3% |
1-005 |
ATR |
0-181 |
0-182 |
0-001 |
0.7% |
0-000 |
Volume |
956,454 |
1,042,209 |
85,755 |
9.0% |
4,805,744 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-245 |
127-120 |
126-025 |
|
R3 |
127-045 |
126-240 |
125-290 |
|
R2 |
126-165 |
126-165 |
125-272 |
|
R1 |
126-040 |
126-040 |
125-253 |
126-002 |
PP |
125-285 |
125-285 |
125-285 |
125-266 |
S1 |
125-160 |
125-160 |
125-217 |
125-122 |
S2 |
125-085 |
125-085 |
125-198 |
|
S3 |
124-205 |
124-280 |
125-180 |
|
S4 |
124-005 |
124-080 |
125-125 |
|
|
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 |
126-090 |
125-030 |
1-060 |
0.9% |
0-170 |
0.4% |
54% |
True |
False |
1,015,909 |
10 |
126-150 |
125-030 |
1-120 |
1.1% |
0-180 |
0.4% |
47% |
False |
False |
1,113,359 |
20 |
126-160 |
123-270 |
2-210 |
2.1% |
0-196 |
0.5% |
71% |
False |
False |
1,279,952 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-176 |
0.4% |
79% |
False |
False |
996,486 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-172 |
0.4% |
79% |
False |
False |
985,100 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-169 |
0.4% |
74% |
False |
False |
741,392 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-153 |
0.4% |
74% |
False |
False |
593,168 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-132 |
0.3% |
78% |
False |
False |
494,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-300 |
2.618 |
127-294 |
1.618 |
127-094 |
1.000 |
126-290 |
0.618 |
126-214 |
HIGH |
126-090 |
0.618 |
126-014 |
0.500 |
125-310 |
0.382 |
125-286 |
LOW |
125-210 |
0.618 |
125-086 |
1.000 |
125-010 |
1.618 |
124-206 |
2.618 |
124-006 |
4.250 |
123-000 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
125-310 |
125-288 |
PP |
125-285 |
125-270 |
S1 |
125-260 |
125-252 |
|