ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
125-255 |
126-045 |
0-110 |
0.3% |
125-210 |
High |
126-055 |
126-130 |
0-075 |
0.2% |
126-090 |
Low |
125-220 |
126-015 |
0-115 |
0.3% |
125-085 |
Close |
126-025 |
126-100 |
0-075 |
0.2% |
125-195 |
Range |
0-155 |
0-115 |
-0-040 |
-25.8% |
1-005 |
ATR |
0-172 |
0-168 |
-0-004 |
-2.4% |
0-000 |
Volume |
2,282,827 |
1,414,793 |
-868,034 |
-38.0% |
4,443,348 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-107 |
127-058 |
126-163 |
|
R3 |
126-312 |
126-263 |
126-132 |
|
R2 |
126-197 |
126-197 |
126-121 |
|
R1 |
126-148 |
126-148 |
126-111 |
126-172 |
PP |
126-082 |
126-082 |
126-082 |
126-094 |
S1 |
126-033 |
126-033 |
126-089 |
126-058 |
S2 |
125-287 |
125-287 |
126-079 |
|
S3 |
125-172 |
125-238 |
126-068 |
|
S4 |
125-057 |
125-123 |
126-037 |
|
|
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 |
126-130 |
125-085 |
1-045 |
0.9% |
0-128 |
0.3% |
92% |
True |
False |
1,538,922 |
10 |
126-130 |
125-080 |
1-050 |
0.9% |
0-155 |
0.4% |
92% |
True |
False |
1,318,670 |
20 |
126-160 |
125-030 |
1-130 |
1.1% |
0-170 |
0.4% |
87% |
False |
False |
1,296,307 |
40 |
126-160 |
122-245 |
3-235 |
3.0% |
0-177 |
0.4% |
95% |
False |
False |
1,166,977 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
95% |
False |
False |
1,057,925 |
80 |
126-160 |
122-245 |
3-235 |
3.0% |
0-172 |
0.4% |
95% |
False |
False |
855,744 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
88% |
False |
False |
684,803 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-140 |
0.3% |
90% |
False |
False |
570,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-299 |
2.618 |
127-111 |
1.618 |
126-316 |
1.000 |
126-245 |
0.618 |
126-201 |
HIGH |
126-130 |
0.618 |
126-086 |
0.500 |
126-072 |
0.382 |
126-059 |
LOW |
126-015 |
0.618 |
125-264 |
1.000 |
125-220 |
1.618 |
125-149 |
2.618 |
125-034 |
4.250 |
124-166 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-091 |
126-061 |
PP |
126-082 |
126-022 |
S1 |
126-072 |
125-302 |
|