ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
126-105 |
125-310 |
-0-115 |
-0.3% |
126-195 |
| High |
126-130 |
126-015 |
-0-115 |
-0.3% |
127-020 |
| Low |
125-250 |
125-165 |
-0-085 |
-0.2% |
126-130 |
| Close |
125-300 |
125-235 |
-0-065 |
-0.2% |
126-205 |
| Range |
0-200 |
0-170 |
-0-030 |
-15.0% |
0-210 |
| ATR |
0-175 |
0-175 |
0-000 |
-0.2% |
0-000 |
| Volume |
106,279 |
76,839 |
-29,440 |
-27.7% |
5,675,284 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-115 |
127-025 |
126-008 |
|
| R3 |
126-265 |
126-175 |
125-282 |
|
| R2 |
126-095 |
126-095 |
125-266 |
|
| R1 |
126-005 |
126-005 |
125-251 |
125-285 |
| PP |
125-245 |
125-245 |
125-245 |
125-225 |
| S1 |
125-155 |
125-155 |
125-219 |
125-115 |
| S2 |
125-075 |
125-075 |
125-204 |
|
| S3 |
124-225 |
124-305 |
125-188 |
|
| S4 |
124-055 |
124-135 |
125-142 |
|
|
| 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 |
126-225 |
125-165 |
1-060 |
0.9% |
0-153 |
0.4% |
18% |
False |
True |
141,968 |
| 10 |
127-020 |
125-165 |
1-175 |
1.2% |
0-149 |
0.4% |
14% |
False |
True |
873,902 |
| 20 |
127-225 |
125-165 |
2-060 |
1.7% |
0-180 |
0.4% |
10% |
False |
True |
946,241 |
| 40 |
128-020 |
125-165 |
2-175 |
2.0% |
0-175 |
0.4% |
9% |
False |
True |
936,132 |
| 60 |
128-020 |
122-300 |
5-040 |
4.1% |
0-184 |
0.5% |
55% |
False |
False |
964,549 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-197 |
0.5% |
60% |
False |
False |
901,019 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
60% |
False |
False |
721,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-098 |
|
2.618 |
127-140 |
|
1.618 |
126-290 |
|
1.000 |
126-185 |
|
0.618 |
126-120 |
|
HIGH |
126-015 |
|
0.618 |
125-270 |
|
0.500 |
125-250 |
|
0.382 |
125-230 |
|
LOW |
125-165 |
|
0.618 |
125-060 |
|
1.000 |
124-315 |
|
1.618 |
124-210 |
|
2.618 |
124-040 |
|
4.250 |
123-082 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-250 |
126-005 |
| PP |
125-245 |
125-295 |
| S1 |
125-240 |
125-265 |
|