ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-170 |
123-130 |
-0-040 |
-0.1% |
123-150 |
High |
123-175 |
123-135 |
-0-040 |
-0.1% |
123-305 |
Low |
123-090 |
122-270 |
-0-140 |
-0.4% |
123-025 |
Close |
123-115 |
122-295 |
-0-140 |
-0.4% |
123-180 |
Range |
0-085 |
0-185 |
0-100 |
117.6% |
0-280 |
ATR |
0-158 |
0-160 |
0-002 |
1.2% |
0-000 |
Volume |
969,829 |
1,319,552 |
349,723 |
36.1% |
5,860,079 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-255 |
124-140 |
123-077 |
|
R3 |
124-070 |
123-275 |
123-026 |
|
R2 |
123-205 |
123-205 |
123-009 |
|
R1 |
123-090 |
123-090 |
122-312 |
123-055 |
PP |
123-020 |
123-020 |
123-020 |
123-002 |
S1 |
122-225 |
122-225 |
122-278 |
122-190 |
S2 |
122-155 |
122-155 |
122-261 |
|
S3 |
121-290 |
122-040 |
122-244 |
|
S4 |
121-105 |
121-175 |
122-193 |
|
|
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 |
122-270 |
1-035 |
0.9% |
0-137 |
0.3% |
7% |
False |
True |
1,198,195 |
10 |
123-305 |
122-270 |
1-035 |
0.9% |
0-134 |
0.3% |
7% |
False |
True |
1,201,291 |
20 |
125-000 |
122-270 |
2-050 |
1.8% |
0-166 |
0.4% |
4% |
False |
True |
1,268,379 |
40 |
125-065 |
122-270 |
2-115 |
1.9% |
0-164 |
0.4% |
3% |
False |
True |
889,732 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-158 |
0.4% |
40% |
False |
False |
593,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-281 |
2.618 |
124-299 |
1.618 |
124-114 |
1.000 |
124-000 |
0.618 |
123-249 |
HIGH |
123-135 |
0.618 |
123-064 |
0.500 |
123-042 |
0.382 |
123-021 |
LOW |
122-270 |
0.618 |
122-156 |
1.000 |
122-085 |
1.618 |
121-291 |
2.618 |
121-106 |
4.250 |
120-124 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
123-042 |
123-062 |
PP |
123-020 |
123-033 |
S1 |
122-318 |
123-004 |
|