ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-220 |
125-050 |
-0-170 |
-0.4% |
126-235 |
High |
125-240 |
125-110 |
-0-130 |
-0.3% |
126-240 |
Low |
124-300 |
125-015 |
0-035 |
0.1% |
124-300 |
Close |
125-045 |
125-080 |
0-035 |
0.1% |
125-045 |
Range |
0-260 |
0-095 |
-0-165 |
-63.5% |
1-260 |
ATR |
0-178 |
0-172 |
-0-006 |
-3.3% |
0-000 |
Volume |
31,879 |
14,376 |
-17,503 |
-54.9% |
394,299 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-033 |
125-312 |
125-132 |
|
R3 |
125-258 |
125-217 |
125-106 |
|
R2 |
125-163 |
125-163 |
125-097 |
|
R1 |
125-122 |
125-122 |
125-089 |
125-142 |
PP |
125-068 |
125-068 |
125-068 |
125-079 |
S1 |
125-027 |
125-027 |
125-071 |
125-048 |
S2 |
124-293 |
124-293 |
125-063 |
|
S3 |
124-198 |
124-252 |
125-054 |
|
S4 |
124-103 |
124-157 |
125-028 |
|
|
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 |
126-185 |
124-300 |
1-205 |
1.3% |
0-172 |
0.4% |
19% |
False |
False |
43,214 |
10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-162 |
0.4% |
17% |
False |
False |
629,417 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-160 |
0.4% |
17% |
False |
False |
837,208 |
40 |
126-240 |
123-085 |
3-155 |
2.8% |
0-182 |
0.5% |
57% |
False |
False |
1,057,187 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-172 |
0.4% |
62% |
False |
False |
937,423 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-170 |
0.4% |
62% |
False |
False |
864,890 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-166 |
0.4% |
62% |
False |
False |
692,557 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-146 |
0.4% |
62% |
False |
False |
577,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-194 |
2.618 |
126-039 |
1.618 |
125-264 |
1.000 |
125-205 |
0.618 |
125-169 |
HIGH |
125-110 |
0.618 |
125-074 |
0.500 |
125-062 |
0.382 |
125-051 |
LOW |
125-015 |
0.618 |
124-276 |
1.000 |
124-240 |
1.618 |
124-181 |
2.618 |
124-086 |
4.250 |
123-251 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
125-074 |
125-140 |
PP |
125-068 |
125-120 |
S1 |
125-062 |
125-100 |
|