ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-135 |
123-110 |
-0-025 |
-0.1% |
124-190 |
High |
123-180 |
123-295 |
0-115 |
0.3% |
124-230 |
Low |
123-085 |
123-090 |
0-005 |
0.0% |
123-050 |
Close |
123-150 |
123-255 |
0-105 |
0.3% |
123-145 |
Range |
0-095 |
0-205 |
0-110 |
115.8% |
1-180 |
ATR |
0-167 |
0-169 |
0-003 |
1.6% |
0-000 |
Volume |
1,050,629 |
1,214,639 |
164,010 |
15.6% |
6,183,971 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-188 |
125-107 |
124-048 |
|
R3 |
124-303 |
124-222 |
123-311 |
|
R2 |
124-098 |
124-098 |
123-293 |
|
R1 |
124-017 |
124-017 |
123-274 |
124-058 |
PP |
123-213 |
123-213 |
123-213 |
123-234 |
S1 |
123-132 |
123-132 |
123-236 |
123-172 |
S2 |
123-008 |
123-008 |
123-217 |
|
S3 |
122-123 |
122-247 |
123-199 |
|
S4 |
121-238 |
122-042 |
123-142 |
|
|
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 |
123-295 |
123-025 |
0-270 |
0.7% |
0-130 |
0.3% |
85% |
True |
False |
1,204,387 |
10 |
125-000 |
123-025 |
1-295 |
1.6% |
0-184 |
0.5% |
37% |
False |
False |
1,338,851 |
20 |
125-065 |
123-025 |
2-040 |
1.7% |
0-175 |
0.4% |
34% |
False |
False |
1,300,041 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-170 |
0.4% |
34% |
False |
False |
740,628 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-148 |
0.4% |
63% |
False |
False |
494,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-206 |
2.618 |
125-192 |
1.618 |
124-307 |
1.000 |
124-180 |
0.618 |
124-102 |
HIGH |
123-295 |
0.618 |
123-217 |
0.500 |
123-192 |
0.382 |
123-168 |
LOW |
123-090 |
0.618 |
122-283 |
1.000 |
122-205 |
1.618 |
122-078 |
2.618 |
121-193 |
4.250 |
120-179 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-234 |
123-223 |
PP |
123-213 |
123-192 |
S1 |
123-192 |
123-160 |
|