ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-135 |
-0-015 |
0.0% |
124-190 |
High |
123-170 |
123-180 |
0-010 |
0.0% |
124-230 |
Low |
123-025 |
123-085 |
0-060 |
0.2% |
123-050 |
Close |
123-135 |
123-150 |
0-015 |
0.0% |
123-145 |
Range |
0-145 |
0-095 |
-0-050 |
-34.5% |
1-180 |
ATR |
0-172 |
0-167 |
-0-006 |
-3.2% |
0-000 |
Volume |
1,183,796 |
1,050,629 |
-133,167 |
-11.2% |
6,183,971 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-062 |
123-202 |
|
R3 |
124-008 |
123-287 |
123-176 |
|
R2 |
123-233 |
123-233 |
123-167 |
|
R1 |
123-192 |
123-192 |
123-159 |
123-212 |
PP |
123-138 |
123-138 |
123-138 |
123-149 |
S1 |
123-097 |
123-097 |
123-141 |
123-118 |
S2 |
123-043 |
123-043 |
123-133 |
|
S3 |
122-268 |
123-002 |
123-124 |
|
S4 |
122-173 |
122-227 |
123-098 |
|
|
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% |
0-181 |
0.5% |
26% |
False |
False |
1,303,574 |
10 |
125-000 |
123-025 |
1-295 |
1.6% |
0-180 |
0.5% |
20% |
False |
False |
1,345,628 |
20 |
125-065 |
123-025 |
2-040 |
1.7% |
0-173 |
0.4% |
18% |
False |
False |
1,323,608 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-168 |
0.4% |
18% |
False |
False |
710,381 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-145 |
0.4% |
55% |
False |
False |
473,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-264 |
2.618 |
124-109 |
1.618 |
124-014 |
1.000 |
123-275 |
0.618 |
123-239 |
HIGH |
123-180 |
0.618 |
123-144 |
0.500 |
123-132 |
0.382 |
123-121 |
LOW |
123-085 |
0.618 |
123-026 |
1.000 |
122-310 |
1.618 |
122-251 |
2.618 |
122-156 |
4.250 |
122-001 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-144 |
123-134 |
PP |
123-138 |
123-118 |
S1 |
123-132 |
123-102 |
|