ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
126-235 |
126-175 |
-0-060 |
-0.1% |
125-195 |
High |
126-240 |
126-185 |
-0-055 |
-0.1% |
126-135 |
Low |
126-085 |
125-265 |
-0-140 |
-0.3% |
125-115 |
Close |
126-185 |
125-295 |
-0-210 |
-0.5% |
126-035 |
Range |
0-155 |
0-240 |
0-085 |
54.8% |
1-020 |
ATR |
0-173 |
0-178 |
0-005 |
2.7% |
0-000 |
Volume |
192,604 |
77,379 |
-115,225 |
-59.8% |
7,086,397 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-115 |
127-285 |
126-107 |
|
R3 |
127-195 |
127-045 |
126-041 |
|
R2 |
126-275 |
126-275 |
126-019 |
|
R1 |
126-125 |
126-125 |
125-317 |
126-080 |
PP |
126-035 |
126-035 |
126-035 |
126-012 |
S1 |
125-205 |
125-205 |
125-273 |
125-160 |
S2 |
125-115 |
125-115 |
125-251 |
|
S3 |
124-195 |
124-285 |
125-229 |
|
S4 |
123-275 |
124-045 |
125-163 |
|
|
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 |
125-220 |
1-020 |
0.8% |
0-175 |
0.4% |
22% |
False |
False |
867,024 |
10 |
126-240 |
125-085 |
1-155 |
1.2% |
0-167 |
0.4% |
44% |
False |
False |
1,084,327 |
20 |
126-240 |
125-030 |
1-210 |
1.3% |
0-170 |
0.4% |
50% |
False |
False |
1,108,307 |
40 |
126-240 |
122-300 |
3-260 |
3.0% |
0-181 |
0.5% |
78% |
False |
False |
1,145,656 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-174 |
0.4% |
79% |
False |
False |
1,010,903 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-174 |
0.4% |
79% |
False |
False |
863,495 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-162 |
0.4% |
79% |
False |
False |
691,176 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-141 |
0.4% |
79% |
False |
False |
575,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-245 |
2.618 |
128-173 |
1.618 |
127-253 |
1.000 |
127-105 |
0.618 |
127-013 |
HIGH |
126-185 |
0.618 |
126-093 |
0.500 |
126-065 |
0.382 |
126-037 |
LOW |
125-265 |
0.618 |
125-117 |
1.000 |
125-025 |
1.618 |
124-197 |
2.618 |
123-277 |
4.250 |
122-205 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-065 |
126-082 |
PP |
126-035 |
126-047 |
S1 |
126-005 |
126-011 |
|