ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
126-050 |
125-010 |
-1-040 |
-0.9% |
125-050 |
| High |
126-050 |
125-040 |
-1-010 |
-0.8% |
126-185 |
| Low |
124-250 |
124-275 |
0-025 |
0.1% |
125-015 |
| Close |
125-020 |
124-300 |
-0-040 |
-0.1% |
126-085 |
| Range |
1-120 |
0-085 |
-1-035 |
-80.7% |
1-170 |
| ATR |
0-184 |
0-177 |
-0-007 |
-3.9% |
0-000 |
| Volume |
19,104 |
4,719 |
-14,385 |
-75.3% |
56,430 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-247 |
125-198 |
125-027 |
|
| R3 |
125-162 |
125-113 |
125-003 |
|
| R2 |
125-077 |
125-077 |
124-316 |
|
| R1 |
125-028 |
125-028 |
124-308 |
125-010 |
| PP |
124-312 |
124-312 |
124-312 |
124-302 |
| S1 |
124-263 |
124-263 |
124-292 |
124-245 |
| S2 |
124-227 |
124-227 |
124-284 |
|
| S3 |
124-142 |
124-178 |
124-277 |
|
| S4 |
124-057 |
124-093 |
124-253 |
|
|
| 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% |
0-178 |
0.4% |
9% |
False |
False |
10,535 |
| 10 |
126-185 |
124-250 |
1-255 |
1.4% |
0-180 |
0.4% |
9% |
False |
False |
12,842 |
| 20 |
126-240 |
124-250 |
1-310 |
1.6% |
0-165 |
0.4% |
8% |
False |
False |
427,648 |
| 40 |
126-240 |
123-270 |
2-290 |
2.3% |
0-182 |
0.5% |
38% |
False |
False |
868,795 |
| 60 |
126-240 |
122-245 |
3-315 |
3.2% |
0-173 |
0.4% |
55% |
False |
False |
816,819 |
| 80 |
126-240 |
122-245 |
3-315 |
3.2% |
0-171 |
0.4% |
55% |
False |
False |
863,134 |
| 100 |
126-250 |
122-245 |
4-005 |
3.2% |
0-170 |
0.4% |
54% |
False |
False |
693,321 |
| 120 |
126-250 |
122-245 |
4-005 |
3.2% |
0-157 |
0.4% |
54% |
False |
False |
577,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-081 |
|
2.618 |
125-263 |
|
1.618 |
125-178 |
|
1.000 |
125-125 |
|
0.618 |
125-093 |
|
HIGH |
125-040 |
|
0.618 |
125-008 |
|
0.500 |
124-318 |
|
0.382 |
124-307 |
|
LOW |
124-275 |
|
0.618 |
124-222 |
|
1.000 |
124-190 |
|
1.618 |
124-137 |
|
2.618 |
124-052 |
|
4.250 |
123-234 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-318 |
125-152 |
| PP |
124-312 |
125-095 |
| S1 |
124-306 |
125-038 |
|