ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
126-055 |
126-105 |
0-050 |
0.1% |
126-195 |
High |
126-165 |
126-130 |
-0-035 |
-0.1% |
127-020 |
Low |
126-030 |
125-250 |
-0-100 |
-0.2% |
126-130 |
Close |
126-125 |
125-300 |
-0-145 |
-0.4% |
126-205 |
Range |
0-135 |
0-200 |
0-065 |
48.1% |
0-210 |
ATR |
0-173 |
0-175 |
0-002 |
1.1% |
0-000 |
Volume |
94,654 |
106,279 |
11,625 |
12.3% |
5,675,284 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-293 |
127-177 |
126-090 |
|
R3 |
127-093 |
126-297 |
126-035 |
|
R2 |
126-213 |
126-213 |
126-017 |
|
R1 |
126-097 |
126-097 |
125-318 |
126-055 |
PP |
126-013 |
126-013 |
126-013 |
125-312 |
S1 |
125-217 |
125-217 |
125-282 |
125-175 |
S2 |
125-133 |
125-133 |
125-263 |
|
S3 |
124-253 |
125-017 |
125-245 |
|
S4 |
124-053 |
124-137 |
125-190 |
|
|
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 |
126-310 |
125-250 |
1-060 |
0.9% |
0-155 |
0.4% |
13% |
False |
True |
434,101 |
10 |
127-025 |
125-250 |
1-095 |
1.0% |
0-160 |
0.4% |
12% |
False |
True |
1,027,489 |
20 |
127-225 |
125-230 |
1-315 |
1.6% |
0-180 |
0.4% |
11% |
False |
False |
993,935 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-174 |
0.4% |
16% |
False |
False |
959,586 |
60 |
128-020 |
122-255 |
5-085 |
4.2% |
0-184 |
0.5% |
60% |
False |
False |
984,460 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-199 |
0.5% |
64% |
False |
False |
900,164 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
64% |
False |
False |
721,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-020 |
2.618 |
128-014 |
1.618 |
127-134 |
1.000 |
127-010 |
0.618 |
126-254 |
HIGH |
126-130 |
0.618 |
126-054 |
0.500 |
126-030 |
0.382 |
126-006 |
LOW |
125-250 |
0.618 |
125-126 |
1.000 |
125-050 |
1.618 |
124-246 |
2.618 |
124-046 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
126-030 |
126-060 |
PP |
126-013 |
126-033 |
S1 |
125-317 |
126-007 |
|