ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-050 |
125-065 |
0-015 |
0.0% |
126-235 |
High |
125-110 |
125-135 |
0-025 |
0.1% |
126-240 |
Low |
125-015 |
125-040 |
0-025 |
0.1% |
124-300 |
Close |
125-080 |
125-120 |
0-040 |
0.1% |
125-045 |
Range |
0-095 |
0-095 |
0-000 |
0.0% |
1-260 |
ATR |
0-172 |
0-167 |
-0-006 |
-3.2% |
0-000 |
Volume |
14,376 |
8,165 |
-6,211 |
-43.2% |
394,299 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-063 |
126-027 |
125-172 |
|
R3 |
125-288 |
125-252 |
125-146 |
|
R2 |
125-193 |
125-193 |
125-137 |
|
R1 |
125-157 |
125-157 |
125-129 |
125-175 |
PP |
125-098 |
125-098 |
125-098 |
125-108 |
S1 |
125-062 |
125-062 |
125-111 |
125-080 |
S2 |
125-003 |
125-003 |
125-103 |
|
S3 |
124-228 |
124-287 |
125-094 |
|
S4 |
124-133 |
124-192 |
125-068 |
|
|
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 |
126-015 |
124-300 |
1-035 |
0.9% |
0-143 |
0.4% |
39% |
False |
False |
29,371 |
10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-159 |
0.4% |
24% |
False |
False |
448,197 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-160 |
0.4% |
24% |
False |
False |
805,024 |
40 |
126-240 |
123-240 |
3-000 |
2.4% |
0-175 |
0.4% |
54% |
False |
False |
1,015,310 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
65% |
False |
False |
922,481 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-170 |
0.4% |
65% |
False |
False |
864,986 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
65% |
False |
False |
692,638 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-146 |
0.4% |
65% |
False |
False |
577,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-219 |
2.618 |
126-064 |
1.618 |
125-289 |
1.000 |
125-230 |
0.618 |
125-194 |
HIGH |
125-135 |
0.618 |
125-099 |
0.500 |
125-088 |
0.382 |
125-076 |
LOW |
125-040 |
0.618 |
124-301 |
1.000 |
124-265 |
1.618 |
124-206 |
2.618 |
124-111 |
4.250 |
123-276 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
125-109 |
125-117 |
PP |
125-098 |
125-113 |
S1 |
125-088 |
125-110 |
|