ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
125-190 |
125-245 |
0-055 |
0.1% |
126-160 |
High |
125-300 |
126-070 |
0-090 |
0.2% |
126-190 |
Low |
125-190 |
125-245 |
0-055 |
0.1% |
125-040 |
Close |
125-220 |
126-055 |
0-155 |
0.4% |
125-185 |
Range |
0-110 |
0-145 |
0-035 |
31.8% |
1-150 |
ATR |
0-176 |
0-176 |
0-000 |
-0.3% |
0-000 |
Volume |
12,489 |
38,806 |
26,317 |
210.7% |
507,842 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-132 |
127-078 |
126-135 |
|
R3 |
126-307 |
126-253 |
126-095 |
|
R2 |
126-162 |
126-162 |
126-082 |
|
R1 |
126-108 |
126-108 |
126-068 |
126-135 |
PP |
126-017 |
126-017 |
126-017 |
126-030 |
S1 |
125-283 |
125-283 |
126-042 |
125-310 |
S2 |
125-192 |
125-192 |
126-028 |
|
S3 |
125-047 |
125-138 |
126-015 |
|
S4 |
124-222 |
124-313 |
125-295 |
|
|
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 |
126-130 |
125-040 |
1-090 |
1.0% |
0-177 |
0.4% |
82% |
False |
False |
54,577 |
10 |
127-020 |
125-040 |
1-300 |
1.5% |
0-158 |
0.4% |
54% |
False |
False |
457,968 |
20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-165 |
0.4% |
51% |
False |
False |
798,652 |
40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-174 |
0.4% |
36% |
False |
False |
879,195 |
60 |
128-020 |
123-235 |
4-105 |
3.4% |
0-181 |
0.4% |
56% |
False |
False |
907,907 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
68% |
False |
False |
901,359 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
68% |
False |
False |
722,842 |
120 |
128-020 |
122-070 |
5-270 |
4.6% |
0-179 |
0.4% |
68% |
False |
False |
602,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-046 |
2.618 |
127-130 |
1.618 |
126-305 |
1.000 |
126-215 |
0.618 |
126-160 |
HIGH |
126-070 |
0.618 |
126-015 |
0.500 |
125-318 |
0.382 |
125-300 |
LOW |
125-245 |
0.618 |
125-155 |
1.000 |
125-100 |
1.618 |
125-010 |
2.618 |
124-185 |
4.250 |
123-269 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
126-036 |
126-002 |
PP |
126-017 |
125-268 |
S1 |
125-318 |
125-215 |
|