ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-075 |
-0-015 |
0.0% |
125-050 |
High |
126-185 |
126-080 |
-0-105 |
-0.3% |
126-185 |
Low |
126-030 |
125-285 |
-0-065 |
-0.2% |
125-015 |
Close |
126-085 |
125-285 |
-0-120 |
-0.3% |
126-085 |
Range |
0-155 |
0-115 |
-0-040 |
-25.8% |
1-170 |
ATR |
0-174 |
0-170 |
-0-004 |
-2.2% |
0-000 |
Volume |
12,562 |
4,222 |
-8,340 |
-66.4% |
56,430 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-028 |
126-272 |
126-028 |
|
R3 |
126-233 |
126-157 |
125-317 |
|
R2 |
126-118 |
126-118 |
125-306 |
|
R1 |
126-042 |
126-042 |
125-296 |
126-022 |
PP |
126-003 |
126-003 |
126-003 |
125-314 |
S1 |
125-247 |
125-247 |
125-274 |
125-228 |
S2 |
125-208 |
125-208 |
125-264 |
|
S3 |
125-093 |
125-132 |
125-253 |
|
S4 |
124-298 |
125-017 |
125-222 |
|
|
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 |
125-040 |
1-145 |
1.2% |
0-164 |
0.4% |
53% |
False |
False |
9,255 |
10 |
126-185 |
124-300 |
1-205 |
1.3% |
0-168 |
0.4% |
58% |
False |
False |
26,234 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-164 |
0.4% |
53% |
False |
False |
599,234 |
40 |
126-240 |
123-270 |
2-290 |
2.3% |
0-178 |
0.4% |
70% |
False |
False |
929,455 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-175 |
0.4% |
78% |
False |
False |
873,954 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
78% |
False |
False |
864,728 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-167 |
0.4% |
78% |
False |
False |
693,000 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-152 |
0.4% |
78% |
False |
False |
577,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-249 |
2.618 |
127-061 |
1.618 |
126-266 |
1.000 |
126-195 |
0.618 |
126-151 |
HIGH |
126-080 |
0.618 |
126-036 |
0.500 |
126-022 |
0.382 |
126-009 |
LOW |
125-285 |
0.618 |
125-214 |
1.000 |
125-170 |
1.618 |
125-099 |
2.618 |
124-304 |
4.250 |
124-116 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-022 |
125-318 |
PP |
126-003 |
125-307 |
S1 |
125-304 |
125-296 |
|