ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
126-175 |
125-290 |
-0-205 |
-0.5% |
125-195 |
High |
126-185 |
126-015 |
-0-170 |
-0.4% |
126-135 |
Low |
125-265 |
125-215 |
-0-050 |
-0.1% |
125-115 |
Close |
125-295 |
125-300 |
0-005 |
0.0% |
126-035 |
Range |
0-240 |
0-120 |
-0-120 |
-50.0% |
1-020 |
ATR |
0-178 |
0-174 |
-0-004 |
-2.3% |
0-000 |
Volume |
77,379 |
60,130 |
-17,249 |
-22.3% |
7,086,397 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-003 |
126-272 |
126-046 |
|
R3 |
126-203 |
126-152 |
126-013 |
|
R2 |
126-083 |
126-083 |
126-002 |
|
R1 |
126-032 |
126-032 |
125-311 |
126-058 |
PP |
125-283 |
125-283 |
125-283 |
125-296 |
S1 |
125-232 |
125-232 |
125-289 |
125-258 |
S2 |
125-163 |
125-163 |
125-278 |
|
S3 |
125-043 |
125-112 |
125-267 |
|
S4 |
124-243 |
124-312 |
125-234 |
|
|
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 |
125-215 |
1-025 |
0.9% |
0-168 |
0.4% |
25% |
False |
True |
422,484 |
10 |
126-240 |
125-085 |
1-155 |
1.2% |
0-159 |
0.4% |
45% |
False |
False |
986,119 |
20 |
126-240 |
125-030 |
1-210 |
1.3% |
0-169 |
0.4% |
51% |
False |
False |
1,049,739 |
40 |
126-240 |
123-000 |
3-240 |
3.0% |
0-179 |
0.4% |
78% |
False |
False |
1,130,061 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-173 |
0.4% |
80% |
False |
False |
992,481 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-174 |
0.4% |
80% |
False |
False |
864,163 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-163 |
0.4% |
79% |
False |
False |
691,777 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-142 |
0.4% |
79% |
False |
False |
576,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-205 |
2.618 |
127-009 |
1.618 |
126-209 |
1.000 |
126-135 |
0.618 |
126-089 |
HIGH |
126-015 |
0.618 |
125-289 |
0.500 |
125-275 |
0.382 |
125-261 |
LOW |
125-215 |
0.618 |
125-141 |
1.000 |
125-095 |
1.618 |
125-021 |
2.618 |
124-221 |
4.250 |
124-025 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
125-292 |
126-068 |
PP |
125-283 |
126-038 |
S1 |
125-275 |
126-009 |
|