ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-215 |
125-170 |
-0-045 |
-0.1% |
125-210 |
High |
126-020 |
125-205 |
-0-135 |
-0.3% |
126-090 |
Low |
125-115 |
125-085 |
-0-030 |
-0.1% |
125-085 |
Close |
125-160 |
125-195 |
0-035 |
0.1% |
125-195 |
Range |
0-225 |
0-120 |
-0-105 |
-46.7% |
1-005 |
ATR |
0-185 |
0-181 |
-0-005 |
-2.5% |
0-000 |
Volume |
1,468,950 |
975,735 |
-493,215 |
-33.6% |
4,443,348 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-202 |
126-158 |
125-261 |
|
R3 |
126-082 |
126-038 |
125-228 |
|
R2 |
125-282 |
125-282 |
125-217 |
|
R1 |
125-238 |
125-238 |
125-206 |
125-260 |
PP |
125-162 |
125-162 |
125-162 |
125-172 |
S1 |
125-118 |
125-118 |
125-184 |
125-140 |
S2 |
125-042 |
125-042 |
125-173 |
|
S3 |
124-242 |
124-318 |
125-162 |
|
S4 |
124-122 |
124-198 |
125-129 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-245 |
128-065 |
126-054 |
|
R3 |
127-240 |
127-060 |
125-284 |
|
R2 |
126-235 |
126-235 |
125-255 |
|
R1 |
126-055 |
126-055 |
125-225 |
125-302 |
PP |
125-230 |
125-230 |
125-230 |
125-194 |
S1 |
125-050 |
125-050 |
125-165 |
124-298 |
S2 |
124-225 |
124-225 |
125-135 |
|
S3 |
123-220 |
124-045 |
125-106 |
|
S4 |
122-215 |
123-040 |
125-016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-090 |
125-085 |
1-005 |
0.8% |
0-170 |
0.4% |
34% |
False |
True |
1,058,314 |
10 |
126-090 |
125-030 |
1-060 |
0.9% |
0-179 |
0.4% |
43% |
False |
False |
1,101,490 |
20 |
126-160 |
124-210 |
1-270 |
1.5% |
0-189 |
0.5% |
52% |
False |
False |
1,276,077 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
76% |
False |
False |
1,025,848 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
76% |
False |
False |
1,019,607 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-172 |
0.4% |
71% |
False |
False |
771,927 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-156 |
0.4% |
71% |
False |
False |
617,615 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-135 |
0.3% |
75% |
False |
False |
514,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-075 |
2.618 |
126-199 |
1.618 |
126-079 |
1.000 |
126-005 |
0.618 |
125-279 |
HIGH |
125-205 |
0.618 |
125-159 |
0.500 |
125-145 |
0.382 |
125-131 |
LOW |
125-085 |
0.618 |
125-011 |
1.000 |
124-285 |
1.618 |
124-211 |
2.618 |
124-091 |
4.250 |
123-215 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
125-178 |
125-248 |
PP |
125-162 |
125-230 |
S1 |
125-145 |
125-212 |
|