ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-095 |
125-190 |
0-095 |
0.2% |
126-235 |
High |
125-260 |
126-100 |
0-160 |
0.4% |
126-240 |
Low |
125-095 |
125-130 |
0-035 |
0.1% |
124-300 |
Close |
125-210 |
126-070 |
0-180 |
0.4% |
125-045 |
Range |
0-165 |
0-290 |
0-125 |
75.8% |
1-260 |
ATR |
0-167 |
0-175 |
0-009 |
5.3% |
0-000 |
Volume |
9,086 |
12,241 |
3,155 |
34.7% |
394,299 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-223 |
128-117 |
126-230 |
|
R3 |
127-253 |
127-147 |
126-150 |
|
R2 |
126-283 |
126-283 |
126-123 |
|
R1 |
126-177 |
126-177 |
126-097 |
126-230 |
PP |
125-313 |
125-313 |
125-313 |
126-020 |
S1 |
125-207 |
125-207 |
126-043 |
125-260 |
S2 |
125-023 |
125-023 |
126-017 |
|
S3 |
124-053 |
124-237 |
125-310 |
|
S4 |
123-083 |
123-267 |
125-230 |
|
|
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 |
126-100 |
124-300 |
1-120 |
1.1% |
0-181 |
0.4% |
93% |
True |
False |
15,149 |
10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-178 |
0.4% |
71% |
False |
False |
80,568 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-166 |
0.4% |
71% |
False |
False |
699,619 |
40 |
126-240 |
123-240 |
3-000 |
2.4% |
0-180 |
0.4% |
82% |
False |
False |
975,810 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-175 |
0.4% |
87% |
False |
False |
895,183 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
87% |
False |
False |
864,900 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
86% |
False |
False |
692,849 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-149 |
0.4% |
86% |
False |
False |
577,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-052 |
2.618 |
128-219 |
1.618 |
127-249 |
1.000 |
127-070 |
0.618 |
126-279 |
HIGH |
126-100 |
0.618 |
125-309 |
0.500 |
125-275 |
0.382 |
125-241 |
LOW |
125-130 |
0.618 |
124-271 |
1.000 |
124-160 |
1.618 |
123-301 |
2.618 |
123-011 |
4.250 |
121-178 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-032 |
126-017 |
PP |
125-313 |
125-283 |
S1 |
125-275 |
125-230 |
|