ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-190 |
126-090 |
0-220 |
0.5% |
125-050 |
High |
126-100 |
126-185 |
0-085 |
0.2% |
126-185 |
Low |
125-130 |
126-030 |
0-220 |
0.5% |
125-015 |
Close |
126-070 |
126-085 |
0-015 |
0.0% |
126-085 |
Range |
0-290 |
0-155 |
-0-135 |
-46.6% |
1-170 |
ATR |
0-175 |
0-174 |
-0-001 |
-0.8% |
0-000 |
Volume |
12,241 |
12,562 |
321 |
2.6% |
56,430 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-245 |
127-160 |
126-170 |
|
R3 |
127-090 |
127-005 |
126-128 |
|
R2 |
126-255 |
126-255 |
126-113 |
|
R1 |
126-170 |
126-170 |
126-099 |
126-135 |
PP |
126-100 |
126-100 |
126-100 |
126-082 |
S1 |
126-015 |
126-015 |
126-071 |
125-300 |
S2 |
125-265 |
125-265 |
126-057 |
|
S3 |
125-110 |
125-180 |
126-042 |
|
S4 |
124-275 |
125-025 |
126-000 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-178 |
129-302 |
127-034 |
|
R3 |
129-008 |
128-132 |
126-220 |
|
R2 |
127-158 |
127-158 |
126-175 |
|
R1 |
126-282 |
126-282 |
126-130 |
127-060 |
PP |
125-308 |
125-308 |
125-308 |
126-038 |
S1 |
125-112 |
125-112 |
126-040 |
125-210 |
S2 |
124-138 |
124-138 |
125-315 |
|
S3 |
122-288 |
123-262 |
125-270 |
|
S4 |
121-118 |
122-092 |
125-136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-185 |
125-015 |
1-170 |
1.2% |
0-160 |
0.4% |
80% |
True |
False |
11,286 |
10 |
126-240 |
124-300 |
1-260 |
1.4% |
0-172 |
0.4% |
73% |
False |
False |
45,072 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-165 |
0.4% |
73% |
False |
False |
641,434 |
40 |
126-240 |
123-270 |
2-290 |
2.3% |
0-180 |
0.4% |
83% |
False |
False |
950,415 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-176 |
0.4% |
88% |
False |
False |
884,817 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
88% |
False |
False |
864,768 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
87% |
False |
False |
692,960 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-151 |
0.4% |
87% |
False |
False |
577,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-204 |
2.618 |
127-271 |
1.618 |
127-116 |
1.000 |
127-020 |
0.618 |
126-281 |
HIGH |
126-185 |
0.618 |
126-126 |
0.500 |
126-108 |
0.382 |
126-089 |
LOW |
126-030 |
0.618 |
125-254 |
1.000 |
125-195 |
1.618 |
125-099 |
2.618 |
124-264 |
4.250 |
124-011 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-108 |
126-050 |
PP |
126-100 |
126-015 |
S1 |
126-092 |
125-300 |
|