ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-245 |
126-020 |
0-095 |
0.2% |
126-160 |
| High |
126-070 |
126-035 |
-0-035 |
-0.1% |
126-190 |
| Low |
125-245 |
125-230 |
-0-015 |
0.0% |
125-040 |
| Close |
126-055 |
125-260 |
-0-115 |
-0.3% |
125-185 |
| Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-150 |
| ATR |
0-176 |
0-174 |
-0-002 |
-1.2% |
0-000 |
| Volume |
38,806 |
8,908 |
-29,898 |
-77.0% |
507,842 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-017 |
126-263 |
126-009 |
|
| R3 |
126-212 |
126-138 |
125-294 |
|
| R2 |
126-087 |
126-087 |
125-283 |
|
| R1 |
126-013 |
126-013 |
125-271 |
125-308 |
| PP |
125-282 |
125-282 |
125-282 |
125-269 |
| S1 |
125-208 |
125-208 |
125-249 |
125-182 |
| S2 |
125-157 |
125-157 |
125-237 |
|
| S3 |
125-032 |
125-083 |
125-226 |
|
| S4 |
124-227 |
124-278 |
125-191 |
|
|
| 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 |
126-070 |
125-040 |
1-030 |
0.9% |
0-162 |
0.4% |
63% |
False |
False |
35,103 |
| 10 |
126-310 |
125-040 |
1-270 |
1.5% |
0-158 |
0.4% |
37% |
False |
False |
234,602 |
| 20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-165 |
0.4% |
34% |
False |
False |
754,642 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-174 |
0.4% |
23% |
False |
False |
856,919 |
| 60 |
128-020 |
123-235 |
4-105 |
3.4% |
0-181 |
0.4% |
48% |
False |
False |
893,843 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-194 |
0.5% |
61% |
False |
False |
901,161 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
61% |
False |
False |
722,926 |
| 120 |
128-020 |
122-070 |
5-270 |
4.6% |
0-180 |
0.4% |
61% |
False |
False |
602,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-246 |
|
2.618 |
127-042 |
|
1.618 |
126-237 |
|
1.000 |
126-160 |
|
0.618 |
126-112 |
|
HIGH |
126-035 |
|
0.618 |
125-307 |
|
0.500 |
125-292 |
|
0.382 |
125-278 |
|
LOW |
125-230 |
|
0.618 |
125-153 |
|
1.000 |
125-105 |
|
1.618 |
125-028 |
|
2.618 |
124-223 |
|
4.250 |
124-019 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-292 |
125-290 |
| PP |
125-282 |
125-280 |
| S1 |
125-271 |
125-270 |
|