ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
126-075 |
125-290 |
-0-105 |
-0.3% |
125-050 |
High |
126-080 |
126-055 |
-0-025 |
-0.1% |
126-185 |
Low |
125-285 |
125-280 |
-0-005 |
0.0% |
125-015 |
Close |
125-285 |
126-020 |
0-055 |
0.1% |
126-085 |
Range |
0-115 |
0-095 |
-0-020 |
-17.4% |
1-170 |
ATR |
0-170 |
0-165 |
-0-005 |
-3.2% |
0-000 |
Volume |
4,222 |
12,070 |
7,848 |
185.9% |
56,430 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-297 |
126-253 |
126-072 |
|
R3 |
126-202 |
126-158 |
126-046 |
|
R2 |
126-107 |
126-107 |
126-037 |
|
R1 |
126-063 |
126-063 |
126-029 |
126-085 |
PP |
126-012 |
126-012 |
126-012 |
126-022 |
S1 |
125-288 |
125-288 |
126-011 |
125-310 |
S2 |
125-237 |
125-237 |
126-003 |
|
S3 |
125-142 |
125-193 |
125-314 |
|
S4 |
125-047 |
125-098 |
125-288 |
|
|
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 |
125-095 |
1-090 |
1.0% |
0-164 |
0.4% |
60% |
False |
False |
10,036 |
10 |
126-185 |
124-300 |
1-205 |
1.3% |
0-154 |
0.4% |
69% |
False |
False |
19,703 |
20 |
126-240 |
124-300 |
1-260 |
1.4% |
0-160 |
0.4% |
62% |
False |
False |
552,015 |
40 |
126-240 |
123-270 |
2-290 |
2.3% |
0-178 |
0.4% |
76% |
False |
False |
912,157 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-172 |
0.4% |
83% |
False |
False |
852,543 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-170 |
0.4% |
83% |
False |
False |
864,562 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-166 |
0.4% |
82% |
False |
False |
693,115 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-152 |
0.4% |
82% |
False |
False |
577,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-139 |
2.618 |
126-304 |
1.618 |
126-209 |
1.000 |
126-150 |
0.618 |
126-114 |
HIGH |
126-055 |
0.618 |
126-019 |
0.500 |
126-008 |
0.382 |
125-316 |
LOW |
125-280 |
0.618 |
125-221 |
1.000 |
125-185 |
1.618 |
125-126 |
2.618 |
125-031 |
4.250 |
124-196 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
126-016 |
126-072 |
PP |
126-012 |
126-055 |
S1 |
126-008 |
126-038 |
|