ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-170 |
125-255 |
0-085 |
0.2% |
125-210 |
High |
125-280 |
126-055 |
0-095 |
0.2% |
126-090 |
Low |
125-155 |
125-220 |
0-065 |
0.2% |
125-085 |
Close |
125-265 |
126-025 |
0-080 |
0.2% |
125-195 |
Range |
0-125 |
0-155 |
0-030 |
24.0% |
1-005 |
ATR |
0-173 |
0-172 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,820,361 |
2,282,827 |
462,466 |
25.4% |
4,443,348 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-138 |
127-077 |
126-110 |
|
R3 |
126-303 |
126-242 |
126-068 |
|
R2 |
126-148 |
126-148 |
126-053 |
|
R1 |
126-087 |
126-087 |
126-039 |
126-118 |
PP |
125-313 |
125-313 |
125-313 |
126-009 |
S1 |
125-252 |
125-252 |
126-011 |
125-282 |
S2 |
125-158 |
125-158 |
125-317 |
|
S3 |
125-003 |
125-097 |
125-302 |
|
S4 |
124-168 |
124-262 |
125-260 |
|
|
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 |
126-055 |
125-085 |
0-290 |
0.7% |
0-150 |
0.4% |
90% |
True |
False |
1,549,754 |
10 |
126-090 |
125-030 |
1-060 |
0.9% |
0-160 |
0.4% |
83% |
False |
False |
1,282,832 |
20 |
126-160 |
124-230 |
1-250 |
1.4% |
0-180 |
0.4% |
76% |
False |
False |
1,324,693 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-178 |
0.4% |
89% |
False |
False |
1,140,573 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-172 |
0.4% |
89% |
False |
False |
1,044,765 |
80 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
89% |
False |
False |
838,131 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
82% |
False |
False |
670,655 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-139 |
0.3% |
85% |
False |
False |
558,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-074 |
2.618 |
127-141 |
1.618 |
126-306 |
1.000 |
126-210 |
0.618 |
126-151 |
HIGH |
126-055 |
0.618 |
125-316 |
0.500 |
125-298 |
0.382 |
125-279 |
LOW |
125-220 |
0.618 |
125-124 |
1.000 |
125-065 |
1.618 |
124-289 |
2.618 |
124-134 |
4.250 |
123-201 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-009 |
125-312 |
PP |
125-313 |
125-278 |
S1 |
125-298 |
125-245 |
|