ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-240 |
0-040 |
0.1% |
125-060 |
High |
123-270 |
124-070 |
0-120 |
0.3% |
125-065 |
Low |
123-160 |
123-220 |
0-060 |
0.2% |
123-105 |
Close |
123-250 |
124-020 |
0-090 |
0.2% |
123-175 |
Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-280 |
ATR |
0-160 |
0-161 |
0-001 |
0.5% |
0-000 |
Volume |
1,040,177 |
1,282,405 |
242,228 |
23.3% |
6,879,801 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-187 |
125-113 |
124-114 |
|
R3 |
125-017 |
124-263 |
124-067 |
|
R2 |
124-167 |
124-167 |
124-051 |
|
R1 |
124-093 |
124-093 |
124-036 |
124-130 |
PP |
123-317 |
123-317 |
123-317 |
124-015 |
S1 |
123-243 |
123-243 |
124-004 |
123-280 |
S2 |
123-147 |
123-147 |
123-309 |
|
S3 |
122-297 |
123-073 |
123-293 |
|
S4 |
122-127 |
122-223 |
123-246 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-208 |
128-152 |
124-185 |
|
R3 |
127-248 |
126-192 |
124-020 |
|
R2 |
125-288 |
125-288 |
123-285 |
|
R1 |
124-232 |
124-232 |
123-230 |
124-120 |
PP |
124-008 |
124-008 |
124-008 |
123-272 |
S1 |
122-272 |
122-272 |
123-120 |
122-160 |
S2 |
122-048 |
122-048 |
123-065 |
|
S3 |
120-088 |
120-312 |
123-010 |
|
S4 |
118-128 |
119-032 |
122-165 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-152 |
2.618 |
125-195 |
1.618 |
125-025 |
1.000 |
124-240 |
0.618 |
124-175 |
HIGH |
124-070 |
0.618 |
124-005 |
0.500 |
123-305 |
0.382 |
123-285 |
LOW |
123-220 |
0.618 |
123-115 |
1.000 |
123-050 |
1.618 |
122-265 |
2.618 |
122-095 |
4.250 |
121-138 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
124-008 |
123-314 |
PP |
123-317 |
123-288 |
S1 |
123-305 |
123-262 |
|