ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
125-195 |
125-180 |
-0-015 |
0.0% |
125-190 |
High |
125-255 |
125-285 |
0-030 |
0.1% |
126-070 |
Low |
125-150 |
125-180 |
0-030 |
0.1% |
125-140 |
Close |
125-170 |
125-265 |
0-095 |
0.2% |
125-180 |
Range |
0-105 |
0-105 |
0-000 |
0.0% |
0-250 |
ATR |
0-159 |
0-156 |
-0-003 |
-2.0% |
0-000 |
Volume |
17,077 |
21,340 |
4,263 |
25.0% |
85,299 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-238 |
126-197 |
126-003 |
|
R3 |
126-133 |
126-092 |
125-294 |
|
R2 |
126-028 |
126-028 |
125-284 |
|
R1 |
125-307 |
125-307 |
125-275 |
126-008 |
PP |
125-243 |
125-243 |
125-243 |
125-254 |
S1 |
125-202 |
125-202 |
125-255 |
125-222 |
S2 |
125-138 |
125-138 |
125-246 |
|
S3 |
125-033 |
125-097 |
125-236 |
|
S4 |
124-248 |
124-312 |
125-207 |
|
|
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 |
126-035 |
125-140 |
0-215 |
0.5% |
0-106 |
0.3% |
58% |
False |
False |
14,484 |
10 |
126-130 |
125-040 |
1-090 |
1.0% |
0-142 |
0.4% |
55% |
False |
False |
34,530 |
20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-148 |
0.4% |
34% |
False |
False |
571,522 |
40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-165 |
0.4% |
24% |
False |
False |
759,934 |
60 |
128-020 |
125-040 |
2-300 |
2.3% |
0-166 |
0.4% |
24% |
False |
False |
815,099 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-187 |
0.5% |
62% |
False |
False |
898,811 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-191 |
0.5% |
62% |
False |
False |
723,258 |
120 |
128-020 |
122-070 |
5-270 |
4.6% |
0-180 |
0.4% |
62% |
False |
False |
603,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-091 |
2.618 |
126-240 |
1.618 |
126-135 |
1.000 |
126-070 |
0.618 |
126-030 |
HIGH |
125-285 |
0.618 |
125-245 |
0.500 |
125-232 |
0.382 |
125-220 |
LOW |
125-180 |
0.618 |
125-115 |
1.000 |
125-075 |
1.618 |
125-010 |
2.618 |
124-225 |
4.250 |
124-054 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
125-254 |
125-249 |
PP |
125-243 |
125-233 |
S1 |
125-232 |
125-218 |
|