ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
125-195 |
0-010 |
0.0% |
125-190 |
| High |
125-210 |
125-255 |
0-045 |
0.1% |
126-070 |
| Low |
125-150 |
125-150 |
0-000 |
0.0% |
125-140 |
| Close |
125-180 |
125-170 |
-0-010 |
0.0% |
125-180 |
| Range |
0-060 |
0-105 |
0-045 |
75.0% |
0-250 |
| ATR |
0-163 |
0-159 |
-0-004 |
-2.5% |
0-000 |
| Volume |
11,589 |
17,077 |
5,488 |
47.4% |
85,299 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-187 |
126-123 |
125-228 |
|
| R3 |
126-082 |
126-018 |
125-199 |
|
| R2 |
125-297 |
125-297 |
125-189 |
|
| R1 |
125-233 |
125-233 |
125-180 |
125-212 |
| PP |
125-192 |
125-192 |
125-192 |
125-181 |
| S1 |
125-128 |
125-128 |
125-160 |
125-108 |
| S2 |
125-087 |
125-087 |
125-151 |
|
| S3 |
124-302 |
125-023 |
125-141 |
|
| S4 |
124-197 |
124-238 |
125-112 |
|
|
| 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% |
0-114 |
0.3% |
12% |
False |
False |
17,977 |
| 10 |
126-165 |
125-040 |
1-125 |
1.1% |
0-144 |
0.4% |
29% |
False |
False |
41,862 |
| 20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-151 |
0.4% |
20% |
False |
False |
607,407 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-165 |
0.4% |
14% |
False |
False |
774,349 |
| 60 |
128-020 |
125-025 |
2-315 |
2.4% |
0-167 |
0.4% |
15% |
False |
False |
825,475 |
| 80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-190 |
0.5% |
57% |
False |
False |
899,643 |
| 100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-191 |
0.5% |
57% |
False |
False |
723,099 |
| 120 |
128-020 |
122-070 |
5-270 |
4.7% |
0-180 |
0.4% |
57% |
False |
False |
602,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-061 |
|
2.618 |
126-210 |
|
1.618 |
126-105 |
|
1.000 |
126-040 |
|
0.618 |
126-000 |
|
HIGH |
125-255 |
|
0.618 |
125-215 |
|
0.500 |
125-202 |
|
0.382 |
125-190 |
|
LOW |
125-150 |
|
0.618 |
125-085 |
|
1.000 |
125-045 |
|
1.618 |
124-300 |
|
2.618 |
124-195 |
|
4.250 |
124-024 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-202 |
125-208 |
| PP |
125-192 |
125-195 |
| S1 |
125-181 |
125-182 |
|