ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-240 |
-0-020 |
-0.1% |
123-150 |
High |
123-305 |
123-290 |
-0-015 |
0.0% |
123-305 |
Low |
123-185 |
123-130 |
-0-055 |
-0.1% |
123-025 |
Close |
123-275 |
123-180 |
-0-095 |
-0.2% |
123-180 |
Range |
0-120 |
0-160 |
0-040 |
33.3% |
0-280 |
ATR |
0-166 |
0-165 |
0-000 |
-0.3% |
0-000 |
Volume |
1,434,929 |
976,086 |
-458,843 |
-32.0% |
5,860,079 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-040 |
124-270 |
123-268 |
|
R3 |
124-200 |
124-110 |
123-224 |
|
R2 |
124-040 |
124-040 |
123-209 |
|
R1 |
123-270 |
123-270 |
123-195 |
123-235 |
PP |
123-200 |
123-200 |
123-200 |
123-182 |
S1 |
123-110 |
123-110 |
123-165 |
123-075 |
S2 |
123-040 |
123-040 |
123-151 |
|
S3 |
122-200 |
122-270 |
123-136 |
|
S4 |
122-040 |
122-110 |
123-092 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-050 |
125-235 |
124-014 |
|
R3 |
125-090 |
124-275 |
123-257 |
|
R2 |
124-130 |
124-130 |
123-231 |
|
R1 |
123-315 |
123-315 |
123-206 |
124-062 |
PP |
123-170 |
123-170 |
123-170 |
123-204 |
S1 |
123-035 |
123-035 |
123-154 |
123-102 |
S2 |
122-210 |
122-210 |
123-129 |
|
S3 |
121-250 |
122-075 |
123-103 |
|
S4 |
120-290 |
121-115 |
123-026 |
|
|
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% |
0-145 |
0.4% |
55% |
False |
False |
1,172,015 |
10 |
124-230 |
123-025 |
1-205 |
1.3% |
0-164 |
0.4% |
30% |
False |
False |
1,204,405 |
20 |
125-065 |
123-025 |
2-040 |
1.7% |
0-173 |
0.4% |
23% |
False |
False |
1,294,513 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-166 |
0.4% |
23% |
False |
False |
800,587 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-152 |
0.4% |
57% |
False |
False |
534,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-010 |
2.618 |
125-069 |
1.618 |
124-229 |
1.000 |
124-130 |
0.618 |
124-069 |
HIGH |
123-290 |
0.618 |
123-229 |
0.500 |
123-210 |
0.382 |
123-191 |
LOW |
123-130 |
0.618 |
123-031 |
1.000 |
122-290 |
1.618 |
122-191 |
2.618 |
122-031 |
4.250 |
121-090 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-210 |
123-198 |
PP |
123-200 |
123-192 |
S1 |
123-190 |
123-186 |
|