ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
126-160 |
126-055 |
-0-105 |
-0.3% |
126-195 |
High |
126-190 |
126-165 |
-0-025 |
-0.1% |
127-020 |
Low |
126-005 |
126-030 |
0-025 |
0.1% |
126-130 |
Close |
126-050 |
126-125 |
0-075 |
0.2% |
126-205 |
Range |
0-185 |
0-135 |
-0-050 |
-27.0% |
0-210 |
ATR |
0-176 |
0-173 |
-0-003 |
-1.7% |
0-000 |
Volume |
191,595 |
94,654 |
-96,941 |
-50.6% |
5,675,284 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-192 |
127-133 |
126-199 |
|
R3 |
127-057 |
126-318 |
126-162 |
|
R2 |
126-242 |
126-242 |
126-150 |
|
R1 |
126-183 |
126-183 |
126-137 |
126-212 |
PP |
126-107 |
126-107 |
126-107 |
126-121 |
S1 |
126-048 |
126-048 |
126-113 |
126-078 |
S2 |
125-292 |
125-292 |
126-100 |
|
S3 |
125-157 |
125-233 |
126-088 |
|
S4 |
125-022 |
125-098 |
126-051 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-215 |
128-100 |
127-000 |
|
R3 |
128-005 |
127-210 |
126-263 |
|
R2 |
127-115 |
127-115 |
126-244 |
|
R1 |
127-000 |
127-000 |
126-224 |
127-058 |
PP |
126-225 |
126-225 |
126-225 |
126-254 |
S1 |
126-110 |
126-110 |
126-186 |
126-168 |
S2 |
126-015 |
126-015 |
126-166 |
|
S3 |
125-125 |
125-220 |
126-147 |
|
S4 |
124-235 |
125-010 |
126-090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-020 |
126-005 |
1-015 |
0.8% |
0-140 |
0.3% |
36% |
False |
False |
861,360 |
10 |
127-055 |
125-290 |
1-085 |
1.0% |
0-154 |
0.4% |
38% |
False |
False |
1,108,513 |
20 |
127-225 |
125-230 |
1-315 |
1.6% |
0-181 |
0.4% |
34% |
False |
False |
1,045,336 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-172 |
0.4% |
34% |
False |
False |
977,961 |
60 |
128-020 |
122-250 |
5-090 |
4.2% |
0-184 |
0.5% |
68% |
False |
False |
999,913 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-198 |
0.5% |
71% |
False |
False |
898,917 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
71% |
False |
False |
720,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-099 |
2.618 |
127-198 |
1.618 |
127-063 |
1.000 |
126-300 |
0.618 |
126-248 |
HIGH |
126-165 |
0.618 |
126-113 |
0.500 |
126-098 |
0.382 |
126-082 |
LOW |
126-030 |
0.618 |
125-267 |
1.000 |
125-215 |
1.618 |
125-132 |
2.618 |
124-317 |
4.250 |
124-096 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
126-116 |
126-122 |
PP |
126-107 |
126-118 |
S1 |
126-098 |
126-115 |
|