ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
125-095 |
0-030 |
0.1% |
126-235 |
| High |
125-135 |
125-260 |
0-125 |
0.3% |
126-240 |
| Low |
125-040 |
125-095 |
0-055 |
0.1% |
124-300 |
| Close |
125-120 |
125-210 |
0-090 |
0.2% |
125-045 |
| Range |
0-095 |
0-165 |
0-070 |
73.7% |
1-260 |
| ATR |
0-167 |
0-167 |
0-000 |
-0.1% |
0-000 |
| Volume |
8,165 |
9,086 |
921 |
11.3% |
394,299 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-043 |
126-292 |
125-301 |
|
| R3 |
126-198 |
126-127 |
125-255 |
|
| R2 |
126-033 |
126-033 |
125-240 |
|
| R1 |
125-282 |
125-282 |
125-225 |
125-318 |
| PP |
125-188 |
125-188 |
125-188 |
125-206 |
| S1 |
125-117 |
125-117 |
125-195 |
125-152 |
| S2 |
125-023 |
125-023 |
125-180 |
|
| S3 |
124-178 |
124-272 |
125-165 |
|
| S4 |
124-013 |
124-107 |
125-119 |
|
|
| 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 |
125-300 |
124-300 |
1-000 |
0.8% |
0-152 |
0.4% |
72% |
False |
False |
19,162 |
| 10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-160 |
0.4% |
40% |
False |
False |
220,823 |
| 20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-160 |
0.4% |
40% |
False |
False |
751,827 |
| 40 |
126-240 |
123-240 |
3-000 |
2.4% |
0-176 |
0.4% |
64% |
False |
False |
996,475 |
| 60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-172 |
0.4% |
73% |
False |
False |
905,430 |
| 80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-169 |
0.4% |
73% |
False |
False |
864,930 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-166 |
0.4% |
72% |
False |
False |
692,729 |
| 120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-147 |
0.4% |
72% |
False |
False |
577,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-001 |
|
2.618 |
127-052 |
|
1.618 |
126-207 |
|
1.000 |
126-105 |
|
0.618 |
126-042 |
|
HIGH |
125-260 |
|
0.618 |
125-197 |
|
0.500 |
125-178 |
|
0.382 |
125-158 |
|
LOW |
125-095 |
|
0.618 |
124-313 |
|
1.000 |
124-250 |
|
1.618 |
124-148 |
|
2.618 |
123-303 |
|
4.250 |
123-034 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-199 |
125-186 |
| PP |
125-188 |
125-162 |
| S1 |
125-178 |
125-138 |
|