ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-285 |
125-220 |
-0-065 |
-0.2% |
126-235 |
High |
125-300 |
125-240 |
-0-060 |
-0.1% |
126-240 |
Low |
125-155 |
124-300 |
-0-175 |
-0.4% |
124-300 |
Close |
125-195 |
125-045 |
-0-150 |
-0.4% |
125-045 |
Range |
0-145 |
0-260 |
0-115 |
79.3% |
1-260 |
ATR |
0-172 |
0-178 |
0-006 |
3.7% |
0-000 |
Volume |
32,307 |
31,879 |
-428 |
-1.3% |
394,299 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-228 |
127-077 |
125-188 |
|
R3 |
126-288 |
126-137 |
125-116 |
|
R2 |
126-028 |
126-028 |
125-093 |
|
R1 |
125-197 |
125-197 |
125-069 |
125-142 |
PP |
125-088 |
125-088 |
125-088 |
125-061 |
S1 |
124-257 |
124-257 |
125-021 |
124-202 |
S2 |
124-148 |
124-148 |
124-317 |
|
S3 |
123-208 |
123-317 |
124-294 |
|
S4 |
122-268 |
123-057 |
124-222 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-015 |
129-290 |
126-044 |
|
R3 |
129-075 |
128-030 |
125-204 |
|
R2 |
127-135 |
127-135 |
125-151 |
|
R1 |
126-090 |
126-090 |
125-098 |
125-302 |
PP |
125-195 |
125-195 |
125-195 |
125-141 |
S1 |
124-150 |
124-150 |
124-312 |
124-042 |
S2 |
123-255 |
123-255 |
124-259 |
|
S3 |
121-315 |
122-210 |
124-206 |
|
S4 |
120-055 |
120-270 |
124-046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-240 |
124-300 |
1-260 |
1.4% |
0-184 |
0.5% |
11% |
False |
True |
78,859 |
10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-165 |
0.4% |
11% |
False |
True |
748,069 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-172 |
0.4% |
11% |
False |
True |
924,780 |
40 |
126-240 |
123-005 |
3-235 |
3.0% |
0-182 |
0.5% |
57% |
False |
False |
1,083,126 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-173 |
0.4% |
60% |
False |
False |
953,998 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-170 |
0.4% |
60% |
False |
False |
864,837 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-166 |
0.4% |
59% |
False |
False |
692,413 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-145 |
0.4% |
59% |
False |
False |
577,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-065 |
2.618 |
127-281 |
1.618 |
127-021 |
1.000 |
126-180 |
0.618 |
126-081 |
HIGH |
125-240 |
0.618 |
125-141 |
0.500 |
125-110 |
0.382 |
125-079 |
LOW |
124-300 |
0.618 |
124-139 |
1.000 |
124-040 |
1.618 |
123-199 |
2.618 |
122-259 |
4.250 |
121-155 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
125-110 |
125-158 |
PP |
125-088 |
125-120 |
S1 |
125-067 |
125-082 |
|