ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-195 |
125-170 |
-0-025 |
-0.1% |
125-210 |
High |
125-240 |
125-280 |
0-040 |
0.1% |
126-090 |
Low |
125-115 |
125-155 |
0-040 |
0.1% |
125-085 |
Close |
125-150 |
125-265 |
0-115 |
0.3% |
125-195 |
Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-005 |
ATR |
0-177 |
0-173 |
-0-003 |
-1.9% |
0-000 |
Volume |
1,200,898 |
1,820,361 |
619,463 |
51.6% |
4,443,348 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-288 |
126-242 |
126-014 |
|
R3 |
126-163 |
126-117 |
125-299 |
|
R2 |
126-038 |
126-038 |
125-288 |
|
R1 |
125-312 |
125-312 |
125-276 |
126-015 |
PP |
125-233 |
125-233 |
125-233 |
125-245 |
S1 |
125-187 |
125-187 |
125-254 |
125-210 |
S2 |
125-108 |
125-108 |
125-242 |
|
S3 |
124-303 |
125-062 |
125-231 |
|
S4 |
124-178 |
124-257 |
125-196 |
|
|
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% |
0-159 |
0.4% |
55% |
False |
False |
1,301,630 |
10 |
126-090 |
125-030 |
1-060 |
0.9% |
0-162 |
0.4% |
62% |
False |
False |
1,161,851 |
20 |
126-160 |
124-210 |
1-270 |
1.5% |
0-180 |
0.4% |
64% |
False |
False |
1,270,477 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
82% |
False |
False |
1,093,003 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
82% |
False |
False |
1,026,441 |
80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-173 |
0.4% |
76% |
False |
False |
809,641 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
76% |
False |
False |
647,827 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-137 |
0.3% |
80% |
False |
False |
539,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-171 |
2.618 |
126-287 |
1.618 |
126-162 |
1.000 |
126-085 |
0.618 |
126-037 |
HIGH |
125-280 |
0.618 |
125-232 |
0.500 |
125-218 |
0.382 |
125-203 |
LOW |
125-155 |
0.618 |
125-078 |
1.000 |
125-030 |
1.618 |
124-273 |
2.618 |
124-148 |
4.250 |
123-264 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
125-249 |
125-238 |
PP |
125-233 |
125-210 |
S1 |
125-218 |
125-182 |
|