ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
125-290 |
125-285 |
-0-005 |
0.0% |
125-195 |
| High |
126-015 |
125-300 |
-0-035 |
-0.1% |
126-135 |
| Low |
125-215 |
125-155 |
-0-060 |
-0.1% |
125-115 |
| Close |
125-300 |
125-195 |
-0-105 |
-0.3% |
126-035 |
| Range |
0-120 |
0-145 |
0-025 |
20.8% |
1-020 |
| ATR |
0-174 |
0-172 |
-0-002 |
-1.2% |
0-000 |
| Volume |
60,130 |
32,307 |
-27,823 |
-46.3% |
7,086,397 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-012 |
126-248 |
125-275 |
|
| R3 |
126-187 |
126-103 |
125-235 |
|
| R2 |
126-042 |
126-042 |
125-222 |
|
| R1 |
125-278 |
125-278 |
125-208 |
125-248 |
| PP |
125-217 |
125-217 |
125-217 |
125-201 |
| S1 |
125-133 |
125-133 |
125-182 |
125-102 |
| S2 |
125-072 |
125-072 |
125-168 |
|
| S3 |
124-247 |
124-308 |
125-155 |
|
| S4 |
124-102 |
124-163 |
125-115 |
|
|
| 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% |
0-174 |
0.4% |
10% |
False |
True |
145,987 |
| 10 |
126-240 |
125-085 |
1-155 |
1.2% |
0-151 |
0.4% |
23% |
False |
False |
842,455 |
| 20 |
126-240 |
125-030 |
1-210 |
1.3% |
0-166 |
0.4% |
31% |
False |
False |
977,842 |
| 40 |
126-240 |
123-000 |
3-240 |
3.0% |
0-180 |
0.4% |
70% |
False |
False |
1,112,840 |
| 60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
71% |
False |
False |
965,169 |
| 80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-174 |
0.4% |
71% |
False |
False |
864,502 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-164 |
0.4% |
71% |
False |
False |
692,099 |
| 120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-143 |
0.4% |
71% |
False |
False |
576,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-276 |
|
2.618 |
127-040 |
|
1.618 |
126-215 |
|
1.000 |
126-125 |
|
0.618 |
126-070 |
|
HIGH |
125-300 |
|
0.618 |
125-245 |
|
0.500 |
125-228 |
|
0.382 |
125-210 |
|
LOW |
125-155 |
|
0.618 |
125-065 |
|
1.000 |
125-010 |
|
1.618 |
124-240 |
|
2.618 |
124-095 |
|
4.250 |
123-179 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-228 |
126-010 |
| PP |
125-217 |
125-285 |
| S1 |
125-206 |
125-240 |
|