ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-110 |
123-260 |
0-150 |
0.4% |
124-190 |
High |
123-295 |
123-305 |
0-010 |
0.0% |
124-230 |
Low |
123-090 |
123-185 |
0-095 |
0.2% |
123-050 |
Close |
123-255 |
123-275 |
0-020 |
0.1% |
123-145 |
Range |
0-205 |
0-120 |
-0-085 |
-41.5% |
1-180 |
ATR |
0-169 |
0-166 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,214,639 |
1,434,929 |
220,290 |
18.1% |
6,183,971 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-295 |
124-245 |
124-021 |
|
R3 |
124-175 |
124-125 |
123-308 |
|
R2 |
124-055 |
124-055 |
123-297 |
|
R1 |
124-005 |
124-005 |
123-286 |
124-030 |
PP |
123-255 |
123-255 |
123-255 |
123-268 |
S1 |
123-205 |
123-205 |
123-264 |
123-230 |
S2 |
123-135 |
123-135 |
123-253 |
|
S3 |
123-015 |
123-085 |
123-242 |
|
S4 |
122-215 |
122-285 |
123-209 |
|
|
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 |
123-305 |
123-025 |
0-280 |
0.7% |
0-131 |
0.3% |
89% |
True |
False |
1,173,617 |
10 |
125-000 |
123-025 |
1-295 |
1.6% |
0-166 |
0.4% |
41% |
False |
False |
1,279,346 |
20 |
125-065 |
123-025 |
2-040 |
1.7% |
0-176 |
0.4% |
37% |
False |
False |
1,319,874 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-164 |
0.4% |
37% |
False |
False |
776,339 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-150 |
0.4% |
65% |
False |
False |
517,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-175 |
2.618 |
124-299 |
1.618 |
124-179 |
1.000 |
124-105 |
0.618 |
124-059 |
HIGH |
123-305 |
0.618 |
123-259 |
0.500 |
123-245 |
0.382 |
123-231 |
LOW |
123-185 |
0.618 |
123-111 |
1.000 |
123-065 |
1.618 |
122-311 |
2.618 |
122-191 |
4.250 |
121-315 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-265 |
123-248 |
PP |
123-255 |
123-222 |
S1 |
123-245 |
123-195 |
|