ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
125-180 |
125-140 |
-0-040 |
-0.1% |
125-065 |
| High |
125-205 |
125-290 |
0-085 |
0.2% |
125-290 |
| Low |
125-060 |
125-110 |
0-050 |
0.1% |
124-210 |
| Close |
125-145 |
125-240 |
0-095 |
0.2% |
125-240 |
| Range |
0-145 |
0-180 |
0-035 |
24.1% |
1-080 |
| ATR |
0-185 |
0-185 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,392,073 |
1,387,281 |
-4,792 |
-0.3% |
7,217,709 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-113 |
127-037 |
126-019 |
|
| R3 |
126-253 |
126-177 |
125-290 |
|
| R2 |
126-073 |
126-073 |
125-273 |
|
| R1 |
125-317 |
125-317 |
125-256 |
126-035 |
| PP |
125-213 |
125-213 |
125-213 |
125-232 |
| S1 |
125-137 |
125-137 |
125-224 |
125-175 |
| S2 |
125-033 |
125-033 |
125-207 |
|
| S3 |
124-173 |
124-277 |
125-190 |
|
| S4 |
123-313 |
124-097 |
125-141 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-060 |
128-230 |
126-140 |
|
| R3 |
127-300 |
127-150 |
126-030 |
|
| R2 |
126-220 |
126-220 |
125-313 |
|
| R1 |
126-070 |
126-070 |
125-277 |
126-145 |
| PP |
125-140 |
125-140 |
125-140 |
125-178 |
| S1 |
124-310 |
124-310 |
125-203 |
125-065 |
| S2 |
124-060 |
124-060 |
125-167 |
|
| S3 |
122-300 |
123-230 |
125-130 |
|
| S4 |
121-220 |
122-150 |
125-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-290 |
124-210 |
1-080 |
1.0% |
0-191 |
0.5% |
88% |
True |
False |
1,443,541 |
| 10 |
125-290 |
123-270 |
2-020 |
1.6% |
0-201 |
0.5% |
92% |
True |
False |
1,320,893 |
| 20 |
125-290 |
122-300 |
2-310 |
2.4% |
0-184 |
0.5% |
95% |
True |
False |
1,128,464 |
| 40 |
125-290 |
122-245 |
3-045 |
2.5% |
0-174 |
0.4% |
95% |
True |
False |
956,987 |
| 60 |
126-120 |
122-245 |
3-195 |
2.9% |
0-174 |
0.4% |
83% |
False |
False |
754,979 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-158 |
0.4% |
74% |
False |
False |
566,667 |
| 100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-136 |
0.3% |
78% |
False |
False |
453,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-095 |
|
2.618 |
127-121 |
|
1.618 |
126-261 |
|
1.000 |
126-150 |
|
0.618 |
126-081 |
|
HIGH |
125-290 |
|
0.618 |
125-221 |
|
0.500 |
125-200 |
|
0.382 |
125-179 |
|
LOW |
125-110 |
|
0.618 |
124-319 |
|
1.000 |
124-250 |
|
1.618 |
124-139 |
|
2.618 |
123-279 |
|
4.250 |
122-305 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-227 |
125-193 |
| PP |
125-213 |
125-147 |
| S1 |
125-200 |
125-100 |
|