ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-170 |
0-025 |
0.1% |
123-150 |
High |
123-175 |
123-175 |
0-000 |
0.0% |
123-305 |
Low |
123-040 |
123-090 |
0-050 |
0.1% |
123-025 |
Close |
123-160 |
123-115 |
-0-045 |
-0.1% |
123-180 |
Range |
0-135 |
0-085 |
-0-050 |
-37.0% |
0-280 |
ATR |
0-164 |
0-158 |
-0-006 |
-3.4% |
0-000 |
Volume |
1,290,581 |
969,829 |
-320,752 |
-24.9% |
5,860,079 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-062 |
124-013 |
123-162 |
|
R3 |
123-297 |
123-248 |
123-138 |
|
R2 |
123-212 |
123-212 |
123-131 |
|
R1 |
123-163 |
123-163 |
123-123 |
123-145 |
PP |
123-127 |
123-127 |
123-127 |
123-118 |
S1 |
123-078 |
123-078 |
123-107 |
123-060 |
S2 |
123-042 |
123-042 |
123-099 |
|
S3 |
122-277 |
122-313 |
123-092 |
|
S4 |
122-192 |
122-228 |
123-068 |
|
|
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% |
0-141 |
0.4% |
28% |
False |
False |
1,177,212 |
10 |
124-190 |
123-025 |
1-165 |
1.2% |
0-161 |
0.4% |
19% |
False |
False |
1,240,393 |
20 |
125-000 |
123-025 |
1-295 |
1.6% |
0-163 |
0.4% |
15% |
False |
False |
1,265,768 |
40 |
125-065 |
123-025 |
2-040 |
1.7% |
0-162 |
0.4% |
13% |
False |
False |
856,892 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-155 |
0.4% |
52% |
False |
False |
571,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-216 |
2.618 |
124-078 |
1.618 |
123-313 |
1.000 |
123-260 |
0.618 |
123-228 |
HIGH |
123-175 |
0.618 |
123-143 |
0.500 |
123-132 |
0.382 |
123-122 |
LOW |
123-090 |
0.618 |
123-037 |
1.000 |
123-005 |
1.618 |
122-272 |
2.618 |
122-187 |
4.250 |
122-049 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-132 |
123-165 |
PP |
123-127 |
123-148 |
S1 |
123-121 |
123-132 |
|