ECBOT 10 Year T-Note Future June 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
123-130 |
122-285 |
-0-165 |
-0.4% |
123-150 |
High |
123-135 |
123-030 |
-0-105 |
-0.3% |
123-305 |
Low |
122-270 |
122-265 |
-0-005 |
0.0% |
123-025 |
Close |
122-295 |
122-310 |
0-015 |
0.0% |
123-180 |
Range |
0-185 |
0-085 |
-0-100 |
-54.1% |
0-280 |
ATR |
0-160 |
0-155 |
-0-005 |
-3.3% |
0-000 |
Volume |
1,319,552 |
1,106,944 |
-212,608 |
-16.1% |
5,860,079 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-243 |
123-202 |
123-037 |
|
R3 |
123-158 |
123-117 |
123-013 |
|
R2 |
123-073 |
123-073 |
123-006 |
|
R1 |
123-032 |
123-032 |
122-318 |
123-052 |
PP |
122-308 |
122-308 |
122-308 |
122-319 |
S1 |
122-267 |
122-267 |
122-302 |
122-288 |
S2 |
122-223 |
122-223 |
122-294 |
|
S3 |
122-138 |
122-182 |
122-287 |
|
S4 |
122-053 |
122-097 |
122-263 |
|
|
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 |
123-290 |
122-265 |
1-025 |
0.9% |
0-130 |
0.3% |
13% |
False |
True |
1,132,598 |
10 |
123-305 |
122-265 |
1-040 |
0.9% |
0-130 |
0.3% |
13% |
False |
True |
1,153,107 |
20 |
125-000 |
122-265 |
2-055 |
1.8% |
0-163 |
0.4% |
6% |
False |
True |
1,269,639 |
40 |
125-065 |
122-265 |
2-120 |
1.9% |
0-161 |
0.4% |
6% |
False |
True |
917,171 |
60 |
125-065 |
121-120 |
3-265 |
3.1% |
0-158 |
0.4% |
42% |
False |
False |
612,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-071 |
2.618 |
123-253 |
1.618 |
123-168 |
1.000 |
123-115 |
0.618 |
123-083 |
HIGH |
123-030 |
0.618 |
122-318 |
0.500 |
122-308 |
0.382 |
122-297 |
LOW |
122-265 |
0.618 |
122-212 |
1.000 |
122-180 |
1.618 |
122-127 |
2.618 |
122-042 |
4.250 |
121-224 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
122-309 |
123-060 |
PP |
122-308 |
123-037 |
S1 |
122-308 |
123-013 |
|