ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-210 |
125-190 |
-0-020 |
0.0% |
126-160 |
| High |
125-300 |
125-300 |
0-000 |
0.0% |
126-190 |
| Low |
125-040 |
125-190 |
0-150 |
0.4% |
125-040 |
| Close |
125-185 |
125-220 |
0-035 |
0.1% |
125-185 |
| Range |
0-260 |
0-110 |
-0-150 |
-57.7% |
1-150 |
| ATR |
0-181 |
0-176 |
-0-005 |
-2.6% |
0-000 |
| Volume |
38,475 |
12,489 |
-25,986 |
-67.5% |
507,842 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-247 |
126-183 |
125-280 |
|
| R3 |
126-137 |
126-073 |
125-250 |
|
| R2 |
126-027 |
126-027 |
125-240 |
|
| R1 |
125-283 |
125-283 |
125-230 |
125-315 |
| PP |
125-237 |
125-237 |
125-237 |
125-252 |
| S1 |
125-173 |
125-173 |
125-210 |
125-205 |
| S2 |
125-127 |
125-127 |
125-200 |
|
| S3 |
125-017 |
125-063 |
125-190 |
|
| S4 |
124-227 |
124-273 |
125-160 |
|
|
| 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 |
126-165 |
125-040 |
1-125 |
1.1% |
0-175 |
0.4% |
40% |
False |
False |
65,747 |
| 10 |
127-020 |
125-040 |
1-300 |
1.5% |
0-156 |
0.4% |
29% |
False |
False |
619,561 |
| 20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-162 |
0.4% |
27% |
False |
False |
804,834 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-176 |
0.4% |
19% |
False |
False |
882,979 |
| 60 |
128-020 |
123-235 |
4-105 |
3.4% |
0-183 |
0.5% |
45% |
False |
False |
930,357 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-196 |
0.5% |
59% |
False |
False |
901,221 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
59% |
False |
False |
722,465 |
| 120 |
128-020 |
122-070 |
5-270 |
4.6% |
0-177 |
0.4% |
59% |
False |
False |
602,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-128 |
|
2.618 |
126-268 |
|
1.618 |
126-158 |
|
1.000 |
126-090 |
|
0.618 |
126-048 |
|
HIGH |
125-300 |
|
0.618 |
125-258 |
|
0.500 |
125-245 |
|
0.382 |
125-232 |
|
LOW |
125-190 |
|
0.618 |
125-122 |
|
1.000 |
125-080 |
|
1.618 |
125-012 |
|
2.618 |
124-222 |
|
4.250 |
124-042 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-245 |
125-209 |
| PP |
125-237 |
125-198 |
| S1 |
125-228 |
125-188 |
|