ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-150 |
0-005 |
0.0% |
124-190 |
High |
123-175 |
123-170 |
-0-005 |
0.0% |
124-230 |
Low |
123-085 |
123-025 |
-0-060 |
-0.2% |
123-050 |
Close |
123-145 |
123-135 |
-0-010 |
0.0% |
123-145 |
Range |
0-090 |
0-145 |
0-055 |
61.1% |
1-180 |
ATR |
0-174 |
0-172 |
-0-002 |
-1.2% |
0-000 |
Volume |
984,094 |
1,183,796 |
199,702 |
20.3% |
6,183,971 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-225 |
124-165 |
123-215 |
|
R3 |
124-080 |
124-020 |
123-175 |
|
R2 |
123-255 |
123-255 |
123-162 |
|
R1 |
123-195 |
123-195 |
123-148 |
123-152 |
PP |
123-110 |
123-110 |
123-110 |
123-089 |
S1 |
123-050 |
123-050 |
123-122 |
123-008 |
S2 |
122-285 |
122-285 |
123-108 |
|
S3 |
122-140 |
122-225 |
123-095 |
|
S4 |
121-315 |
122-080 |
123-055 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-148 |
127-167 |
124-100 |
|
R3 |
126-288 |
125-307 |
123-282 |
|
R2 |
125-108 |
125-108 |
123-237 |
|
R1 |
124-127 |
124-127 |
123-191 |
124-028 |
PP |
123-248 |
123-248 |
123-248 |
123-199 |
S1 |
122-267 |
122-267 |
123-099 |
122-168 |
S2 |
122-068 |
122-068 |
123-053 |
|
S3 |
120-208 |
121-087 |
123-008 |
|
S4 |
119-028 |
119-227 |
122-190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-190 |
123-025 |
1-165 |
1.2% |
0-184 |
0.5% |
23% |
False |
True |
1,291,087 |
10 |
125-000 |
123-025 |
1-295 |
1.6% |
0-182 |
0.5% |
18% |
False |
True |
1,344,583 |
20 |
125-065 |
123-025 |
2-040 |
1.7% |
0-174 |
0.4% |
16% |
False |
True |
1,333,160 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-168 |
0.4% |
16% |
False |
True |
684,149 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-143 |
0.4% |
53% |
False |
False |
456,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-146 |
2.618 |
124-230 |
1.618 |
124-085 |
1.000 |
123-315 |
0.618 |
123-260 |
HIGH |
123-170 |
0.618 |
123-115 |
0.500 |
123-098 |
0.382 |
123-080 |
LOW |
123-025 |
0.618 |
122-255 |
1.000 |
122-200 |
1.618 |
122-110 |
2.618 |
121-285 |
4.250 |
121-049 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-122 |
123-126 |
PP |
123-110 |
123-117 |
S1 |
123-098 |
123-108 |
|