ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
125-300 |
125-215 |
-0-085 |
-0.2% |
125-275 |
| High |
126-090 |
126-020 |
-0-070 |
-0.2% |
126-035 |
| Low |
125-210 |
125-115 |
-0-095 |
-0.2% |
125-030 |
| Close |
125-235 |
125-160 |
-0-075 |
-0.2% |
125-205 |
| Range |
0-200 |
0-225 |
0-025 |
12.5% |
1-005 |
| ATR |
0-182 |
0-185 |
0-003 |
1.7% |
0-000 |
| Volume |
1,042,209 |
1,468,950 |
426,741 |
40.9% |
4,805,744 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-240 |
127-105 |
125-284 |
|
| R3 |
127-015 |
126-200 |
125-222 |
|
| R2 |
126-110 |
126-110 |
125-201 |
|
| R1 |
125-295 |
125-295 |
125-181 |
125-250 |
| PP |
125-205 |
125-205 |
125-205 |
125-182 |
| S1 |
125-070 |
125-070 |
125-139 |
125-025 |
| S2 |
124-300 |
124-300 |
125-119 |
|
| S3 |
124-075 |
124-165 |
125-098 |
|
| S4 |
123-170 |
123-260 |
125-036 |
|
|
| 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 |
125-080 |
1-010 |
0.8% |
0-182 |
0.5% |
24% |
False |
False |
1,098,417 |
| 10 |
126-090 |
125-030 |
1-060 |
0.9% |
0-180 |
0.4% |
34% |
False |
False |
1,113,230 |
| 20 |
126-160 |
123-270 |
2-210 |
2.1% |
0-200 |
0.5% |
62% |
False |
False |
1,309,942 |
| 40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-176 |
0.4% |
73% |
False |
False |
1,011,405 |
| 60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
73% |
False |
False |
1,008,296 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-171 |
0.4% |
68% |
False |
False |
759,739 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-155 |
0.4% |
68% |
False |
False |
607,857 |
| 120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-134 |
0.3% |
72% |
False |
False |
506,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-016 |
|
2.618 |
127-289 |
|
1.618 |
127-064 |
|
1.000 |
126-245 |
|
0.618 |
126-159 |
|
HIGH |
126-020 |
|
0.618 |
125-254 |
|
0.500 |
125-228 |
|
0.382 |
125-201 |
|
LOW |
125-115 |
|
0.618 |
124-296 |
|
1.000 |
124-210 |
|
1.618 |
124-071 |
|
2.618 |
123-166 |
|
4.250 |
122-119 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-228 |
125-262 |
| PP |
125-205 |
125-228 |
| S1 |
125-182 |
125-194 |
|