ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
125-210 |
-0-100 |
-0.2% |
126-160 |
| High |
126-015 |
125-300 |
-0-035 |
-0.1% |
126-190 |
| Low |
125-165 |
125-040 |
-0-125 |
-0.3% |
125-040 |
| Close |
125-235 |
125-185 |
-0-050 |
-0.1% |
125-185 |
| Range |
0-170 |
0-260 |
0-090 |
52.9% |
1-150 |
| ATR |
0-175 |
0-181 |
0-006 |
3.5% |
0-000 |
| Volume |
76,839 |
38,475 |
-38,364 |
-49.9% |
507,842 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-315 |
127-190 |
126-008 |
|
| R3 |
127-055 |
126-250 |
125-256 |
|
| R2 |
126-115 |
126-115 |
125-233 |
|
| R1 |
125-310 |
125-310 |
125-209 |
125-242 |
| PP |
125-175 |
125-175 |
125-175 |
125-141 |
| S1 |
125-050 |
125-050 |
125-161 |
124-302 |
| S2 |
124-235 |
124-235 |
125-137 |
|
| S3 |
123-295 |
124-110 |
125-114 |
|
| S4 |
123-035 |
123-170 |
125-042 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-055 |
129-110 |
126-124 |
|
| R3 |
128-225 |
127-280 |
125-314 |
|
| R2 |
127-075 |
127-075 |
125-271 |
|
| R1 |
126-130 |
126-130 |
125-228 |
126-028 |
| PP |
125-245 |
125-245 |
125-245 |
125-194 |
| S1 |
124-300 |
124-300 |
125-142 |
124-198 |
| S2 |
124-095 |
124-095 |
125-099 |
|
| S3 |
122-265 |
123-150 |
125-056 |
|
| S4 |
121-115 |
122-000 |
124-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-190 |
125-040 |
1-150 |
1.2% |
0-190 |
0.5% |
31% |
False |
True |
101,568 |
| 10 |
127-020 |
125-040 |
1-300 |
1.5% |
0-157 |
0.4% |
23% |
False |
True |
716,331 |
| 20 |
127-225 |
125-040 |
2-185 |
2.1% |
0-184 |
0.5% |
18% |
False |
True |
884,660 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-177 |
0.4% |
15% |
False |
True |
904,327 |
| 60 |
128-020 |
122-300 |
5-040 |
4.1% |
0-185 |
0.5% |
52% |
False |
False |
946,713 |
| 80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-199 |
0.5% |
57% |
False |
False |
901,273 |
| 100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-193 |
0.5% |
57% |
False |
False |
722,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-125 |
|
2.618 |
128-021 |
|
1.618 |
127-081 |
|
1.000 |
126-240 |
|
0.618 |
126-141 |
|
HIGH |
125-300 |
|
0.618 |
125-201 |
|
0.500 |
125-170 |
|
0.382 |
125-139 |
|
LOW |
125-040 |
|
0.618 |
124-199 |
|
1.000 |
124-100 |
|
1.618 |
123-259 |
|
2.618 |
122-319 |
|
4.250 |
121-215 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-180 |
125-245 |
| PP |
125-175 |
125-225 |
| S1 |
125-170 |
125-205 |
|