ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
124-085 |
124-185 |
0-100 |
0.3% |
124-010 |
| High |
124-200 |
124-270 |
0-070 |
0.2% |
124-220 |
| Low |
124-045 |
124-160 |
0-115 |
0.3% |
123-230 |
| Close |
124-165 |
124-240 |
0-075 |
0.2% |
124-020 |
| Range |
0-155 |
0-110 |
-0-045 |
-29.0% |
0-310 |
| ATR |
0-152 |
0-149 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,685,975 |
1,038,275 |
-647,700 |
-38.4% |
116,627 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-233 |
125-187 |
124-300 |
|
| R3 |
125-123 |
125-077 |
124-270 |
|
| R2 |
125-013 |
125-013 |
124-260 |
|
| R1 |
124-287 |
124-287 |
124-250 |
124-310 |
| PP |
124-223 |
124-223 |
124-223 |
124-235 |
| S1 |
124-177 |
124-177 |
124-230 |
124-200 |
| S2 |
124-113 |
124-113 |
124-220 |
|
| S3 |
124-003 |
124-067 |
124-210 |
|
| S4 |
123-213 |
123-277 |
124-180 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-020 |
126-170 |
124-190 |
|
| R3 |
126-030 |
125-180 |
124-105 |
|
| R2 |
125-040 |
125-040 |
124-077 |
|
| R1 |
124-190 |
124-190 |
124-048 |
124-275 |
| PP |
124-050 |
124-050 |
124-050 |
124-092 |
| S1 |
123-200 |
123-200 |
123-312 |
123-285 |
| S2 |
123-060 |
123-060 |
123-283 |
|
| S3 |
122-070 |
122-210 |
123-255 |
|
| S4 |
121-080 |
121-220 |
123-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-098 |
|
2.618 |
125-238 |
|
1.618 |
125-128 |
|
1.000 |
125-060 |
|
0.618 |
125-018 |
|
HIGH |
124-270 |
|
0.618 |
124-228 |
|
0.500 |
124-215 |
|
0.382 |
124-202 |
|
LOW |
124-160 |
|
0.618 |
124-092 |
|
1.000 |
124-050 |
|
1.618 |
123-302 |
|
2.618 |
123-192 |
|
4.250 |
123-012 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-232 |
124-202 |
| PP |
124-223 |
124-163 |
| S1 |
124-215 |
124-125 |
|