ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-145 |
-0-095 |
-0.2% |
123-150 |
High |
123-290 |
123-175 |
-0-115 |
-0.3% |
123-305 |
Low |
123-130 |
123-040 |
-0-090 |
-0.2% |
123-025 |
Close |
123-180 |
123-160 |
-0-020 |
-0.1% |
123-180 |
Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
0-280 |
ATR |
0-165 |
0-164 |
-0-002 |
-1.1% |
0-000 |
Volume |
976,086 |
1,290,581 |
314,495 |
32.2% |
5,860,079 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-210 |
124-160 |
123-234 |
|
R3 |
124-075 |
124-025 |
123-197 |
|
R2 |
123-260 |
123-260 |
123-185 |
|
R1 |
123-210 |
123-210 |
123-172 |
123-235 |
PP |
123-125 |
123-125 |
123-125 |
123-138 |
S1 |
123-075 |
123-075 |
123-148 |
123-100 |
S2 |
122-310 |
122-310 |
123-135 |
|
S3 |
122-175 |
122-260 |
123-123 |
|
S4 |
122-040 |
122-125 |
123-086 |
|
|
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 |
123-040 |
0-265 |
0.7% |
0-143 |
0.4% |
45% |
False |
True |
1,193,372 |
10 |
124-190 |
123-025 |
1-165 |
1.2% |
0-164 |
0.4% |
28% |
False |
False |
1,242,230 |
20 |
125-005 |
123-025 |
1-300 |
1.6% |
0-171 |
0.4% |
22% |
False |
False |
1,282,163 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-166 |
0.4% |
20% |
False |
False |
832,734 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-154 |
0.4% |
56% |
False |
False |
555,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-109 |
2.618 |
124-208 |
1.618 |
124-073 |
1.000 |
123-310 |
0.618 |
123-258 |
HIGH |
123-175 |
0.618 |
123-123 |
0.500 |
123-108 |
0.382 |
123-092 |
LOW |
123-040 |
0.618 |
122-277 |
1.000 |
122-225 |
1.618 |
122-142 |
2.618 |
122-007 |
4.250 |
121-106 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
123-142 |
123-172 |
PP |
123-125 |
123-168 |
S1 |
123-108 |
123-164 |
|