ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
126-045 |
126-105 |
0-060 |
0.1% |
125-195 |
High |
126-130 |
126-135 |
0-005 |
0.0% |
126-135 |
Low |
126-015 |
125-245 |
-0-090 |
-0.2% |
125-115 |
Close |
126-100 |
126-035 |
-0-065 |
-0.2% |
126-035 |
Range |
0-115 |
0-210 |
0-095 |
82.6% |
1-020 |
ATR |
0-168 |
0-171 |
0-003 |
1.8% |
0-000 |
Volume |
1,414,793 |
367,518 |
-1,047,275 |
-74.0% |
7,086,397 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-022 |
127-238 |
126-150 |
|
R3 |
127-132 |
127-028 |
126-093 |
|
R2 |
126-242 |
126-242 |
126-074 |
|
R1 |
126-138 |
126-138 |
126-054 |
126-085 |
PP |
126-032 |
126-032 |
126-032 |
126-005 |
S1 |
125-248 |
125-248 |
126-016 |
125-195 |
S2 |
125-142 |
125-142 |
125-316 |
|
S3 |
124-252 |
125-038 |
125-297 |
|
S4 |
124-042 |
124-148 |
125-240 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-048 |
128-222 |
126-222 |
|
R3 |
128-028 |
127-202 |
126-128 |
|
R2 |
127-008 |
127-008 |
126-097 |
|
R1 |
126-182 |
126-182 |
126-066 |
126-255 |
PP |
125-308 |
125-308 |
125-308 |
126-025 |
S1 |
125-162 |
125-162 |
126-004 |
125-235 |
S2 |
124-288 |
124-288 |
125-293 |
|
S3 |
123-268 |
124-142 |
125-262 |
|
S4 |
122-248 |
123-122 |
125-168 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-135 |
125-115 |
1-020 |
0.8% |
0-146 |
0.4% |
71% |
True |
False |
1,417,279 |
10 |
126-135 |
125-085 |
1-050 |
0.9% |
0-158 |
0.4% |
73% |
True |
False |
1,237,797 |
20 |
126-160 |
125-030 |
1-130 |
1.1% |
0-173 |
0.4% |
72% |
False |
False |
1,245,080 |
40 |
126-160 |
122-250 |
3-230 |
2.9% |
0-178 |
0.4% |
89% |
False |
False |
1,167,379 |
60 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
90% |
False |
False |
1,044,548 |
80 |
126-160 |
122-245 |
3-235 |
3.0% |
0-173 |
0.4% |
90% |
False |
False |
860,236 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-160 |
0.4% |
83% |
False |
False |
688,478 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-141 |
0.4% |
86% |
False |
False |
573,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-068 |
2.618 |
128-045 |
1.618 |
127-155 |
1.000 |
127-025 |
0.618 |
126-265 |
HIGH |
126-135 |
0.618 |
126-055 |
0.500 |
126-030 |
0.382 |
126-005 |
LOW |
125-245 |
0.618 |
125-115 |
1.000 |
125-035 |
1.618 |
124-225 |
2.618 |
124-015 |
4.250 |
122-312 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
126-033 |
126-029 |
PP |
126-032 |
126-023 |
S1 |
126-030 |
126-018 |
|