ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
125-290 |
126-050 |
0-080 |
0.2% |
125-050 |
High |
126-055 |
126-050 |
-0-005 |
0.0% |
126-185 |
Low |
125-280 |
124-250 |
-1-030 |
-0.9% |
125-015 |
Close |
126-020 |
125-020 |
-1-000 |
-0.8% |
126-085 |
Range |
0-095 |
1-120 |
1-025 |
363.2% |
1-170 |
ATR |
0-165 |
0-184 |
0-020 |
11.9% |
0-000 |
Volume |
12,070 |
19,104 |
7,034 |
58.3% |
56,430 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-147 |
128-203 |
125-262 |
|
R3 |
128-027 |
127-083 |
125-141 |
|
R2 |
126-227 |
126-227 |
125-101 |
|
R1 |
125-283 |
125-283 |
125-060 |
125-195 |
PP |
125-107 |
125-107 |
125-107 |
125-062 |
S1 |
124-163 |
124-163 |
124-300 |
124-075 |
S2 |
123-307 |
123-307 |
124-259 |
|
S3 |
122-187 |
123-043 |
124-219 |
|
S4 |
121-067 |
121-243 |
124-098 |
|
|
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 |
124-250 |
1-255 |
1.4% |
0-219 |
0.5% |
16% |
False |
True |
12,039 |
10 |
126-185 |
124-250 |
1-255 |
1.4% |
0-186 |
0.5% |
16% |
False |
True |
15,601 |
20 |
126-240 |
124-250 |
1-310 |
1.6% |
0-172 |
0.4% |
14% |
False |
True |
500,860 |
40 |
126-240 |
123-270 |
2-290 |
2.3% |
0-184 |
0.5% |
42% |
False |
False |
890,406 |
60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-174 |
0.4% |
58% |
False |
False |
831,278 |
80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-172 |
0.4% |
58% |
False |
False |
864,040 |
100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-169 |
0.4% |
57% |
False |
False |
693,286 |
120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-156 |
0.4% |
57% |
False |
False |
577,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-000 |
2.618 |
129-242 |
1.618 |
128-122 |
1.000 |
127-170 |
0.618 |
127-002 |
HIGH |
126-050 |
0.618 |
125-202 |
0.500 |
125-150 |
0.382 |
125-098 |
LOW |
124-250 |
0.618 |
123-298 |
1.000 |
123-130 |
1.618 |
122-178 |
2.618 |
121-058 |
4.250 |
118-300 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
125-150 |
125-165 |
PP |
125-107 |
125-117 |
S1 |
125-063 |
125-068 |
|