ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-170 |
125-195 |
0-025 |
0.1% |
125-210 |
High |
125-205 |
125-240 |
0-035 |
0.1% |
126-090 |
Low |
125-085 |
125-115 |
0-030 |
0.1% |
125-085 |
Close |
125-195 |
125-150 |
-0-045 |
-0.1% |
125-195 |
Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-005 |
ATR |
0-181 |
0-177 |
-0-004 |
-2.2% |
0-000 |
Volume |
975,735 |
1,200,898 |
225,163 |
23.1% |
4,443,348 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-223 |
126-152 |
125-219 |
|
R3 |
126-098 |
126-027 |
125-184 |
|
R2 |
125-293 |
125-293 |
125-173 |
|
R1 |
125-222 |
125-222 |
125-161 |
125-195 |
PP |
125-168 |
125-168 |
125-168 |
125-155 |
S1 |
125-097 |
125-097 |
125-139 |
125-070 |
S2 |
125-043 |
125-043 |
125-127 |
|
S3 |
124-238 |
124-292 |
125-116 |
|
S4 |
124-113 |
124-167 |
125-081 |
|
|
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% |
0-169 |
0.4% |
20% |
False |
False |
1,128,849 |
10 |
126-090 |
125-030 |
1-060 |
0.9% |
0-158 |
0.4% |
32% |
False |
False |
1,044,999 |
20 |
126-160 |
124-210 |
1-270 |
1.5% |
0-182 |
0.5% |
44% |
False |
False |
1,242,326 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-175 |
0.4% |
72% |
False |
False |
1,050,820 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
72% |
False |
False |
1,021,462 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-173 |
0.4% |
67% |
False |
False |
786,925 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-157 |
0.4% |
67% |
False |
False |
629,624 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-136 |
0.3% |
72% |
False |
False |
524,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-131 |
2.618 |
126-247 |
1.618 |
126-122 |
1.000 |
126-045 |
0.618 |
125-317 |
HIGH |
125-240 |
0.618 |
125-192 |
0.500 |
125-178 |
0.382 |
125-163 |
LOW |
125-115 |
0.618 |
125-038 |
1.000 |
124-310 |
1.618 |
124-233 |
2.618 |
124-108 |
4.250 |
123-224 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
125-178 |
125-212 |
PP |
125-168 |
125-192 |
S1 |
125-159 |
125-171 |
|