ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
126-105 |
126-235 |
0-130 |
0.3% |
125-195 |
High |
126-135 |
126-240 |
0-105 |
0.3% |
126-135 |
Low |
125-245 |
126-085 |
0-160 |
0.4% |
125-115 |
Close |
126-035 |
126-185 |
0-150 |
0.4% |
126-035 |
Range |
0-210 |
0-155 |
-0-055 |
-26.2% |
1-020 |
ATR |
0-171 |
0-173 |
0-002 |
1.4% |
0-000 |
Volume |
367,518 |
192,604 |
-174,914 |
-47.6% |
7,086,397 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-315 |
127-245 |
126-270 |
|
R3 |
127-160 |
127-090 |
126-228 |
|
R2 |
127-005 |
127-005 |
126-213 |
|
R1 |
126-255 |
126-255 |
126-199 |
126-212 |
PP |
126-170 |
126-170 |
126-170 |
126-149 |
S1 |
126-100 |
126-100 |
126-171 |
126-058 |
S2 |
126-015 |
126-015 |
126-157 |
|
S3 |
125-180 |
125-265 |
126-142 |
|
S4 |
125-025 |
125-110 |
126-100 |
|
|
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 |
126-240 |
125-155 |
1-085 |
1.0% |
0-152 |
0.4% |
86% |
True |
False |
1,215,620 |
10 |
126-240 |
125-085 |
1-155 |
1.2% |
0-160 |
0.4% |
88% |
True |
False |
1,172,234 |
20 |
126-240 |
125-030 |
1-210 |
1.3% |
0-172 |
0.4% |
90% |
True |
False |
1,185,346 |
40 |
126-240 |
122-300 |
3-260 |
3.0% |
0-178 |
0.4% |
95% |
True |
False |
1,156,905 |
60 |
126-240 |
122-245 |
3-315 |
3.1% |
0-173 |
0.4% |
96% |
True |
False |
1,033,107 |
80 |
126-240 |
122-245 |
3-315 |
3.1% |
0-173 |
0.4% |
96% |
True |
False |
862,570 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-161 |
0.4% |
95% |
False |
False |
690,402 |
120 |
126-250 |
122-040 |
4-210 |
3.7% |
0-142 |
0.4% |
96% |
False |
False |
575,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-259 |
2.618 |
128-006 |
1.618 |
127-171 |
1.000 |
127-075 |
0.618 |
127-016 |
HIGH |
126-240 |
0.618 |
126-181 |
0.500 |
126-162 |
0.382 |
126-144 |
LOW |
126-085 |
0.618 |
125-309 |
1.000 |
125-250 |
1.618 |
125-154 |
2.618 |
124-319 |
4.250 |
124-066 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-178 |
126-151 |
PP |
126-170 |
126-117 |
S1 |
126-162 |
126-082 |
|