ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
125-235 |
125-185 |
-0-050 |
-0.1% |
125-190 |
High |
125-275 |
125-210 |
-0-065 |
-0.2% |
126-070 |
Low |
125-140 |
125-150 |
0-010 |
0.0% |
125-140 |
Close |
125-180 |
125-180 |
0-000 |
0.0% |
125-180 |
Range |
0-135 |
0-060 |
-0-075 |
-55.6% |
0-250 |
ATR |
0-171 |
0-163 |
-0-008 |
-4.6% |
0-000 |
Volume |
13,507 |
11,589 |
-1,918 |
-14.2% |
85,299 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-040 |
126-010 |
125-213 |
|
R3 |
125-300 |
125-270 |
125-196 |
|
R2 |
125-240 |
125-240 |
125-191 |
|
R1 |
125-210 |
125-210 |
125-186 |
125-195 |
PP |
125-180 |
125-180 |
125-180 |
125-172 |
S1 |
125-150 |
125-150 |
125-174 |
125-135 |
S2 |
125-120 |
125-120 |
125-169 |
|
S3 |
125-060 |
125-090 |
125-164 |
|
S4 |
125-000 |
125-030 |
125-147 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-027 |
127-193 |
125-318 |
|
R3 |
127-097 |
126-263 |
125-249 |
|
R2 |
126-167 |
126-167 |
125-226 |
|
R1 |
126-013 |
126-013 |
125-203 |
125-285 |
PP |
125-237 |
125-237 |
125-237 |
125-212 |
S1 |
125-083 |
125-083 |
125-157 |
125-035 |
S2 |
124-307 |
124-307 |
125-134 |
|
S3 |
124-057 |
124-153 |
125-111 |
|
S4 |
123-127 |
123-223 |
125-042 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-070 |
125-140 |
0-250 |
0.6% |
0-115 |
0.3% |
16% |
False |
False |
17,059 |
10 |
126-190 |
125-040 |
1-150 |
1.2% |
0-152 |
0.4% |
30% |
False |
False |
59,314 |
20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-152 |
0.4% |
21% |
False |
False |
642,348 |
40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-167 |
0.4% |
15% |
False |
False |
798,682 |
60 |
128-020 |
124-295 |
3-045 |
2.5% |
0-168 |
0.4% |
20% |
False |
False |
840,387 |
80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-191 |
0.5% |
57% |
False |
False |
900,580 |
100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-191 |
0.5% |
57% |
False |
False |
723,090 |
120 |
128-020 |
122-070 |
5-270 |
4.7% |
0-180 |
0.4% |
57% |
False |
False |
602,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-145 |
2.618 |
126-047 |
1.618 |
125-307 |
1.000 |
125-270 |
0.618 |
125-247 |
HIGH |
125-210 |
0.618 |
125-187 |
0.500 |
125-180 |
0.382 |
125-173 |
LOW |
125-150 |
0.618 |
125-113 |
1.000 |
125-090 |
1.618 |
125-053 |
2.618 |
124-313 |
4.250 |
124-215 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
125-180 |
125-248 |
PP |
125-180 |
125-225 |
S1 |
125-180 |
125-202 |
|