ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
125-265 |
125-135 |
-0-130 |
-0.3% |
125-190 |
High |
125-300 |
125-155 |
-0-145 |
-0.4% |
126-070 |
Low |
125-100 |
124-250 |
-0-170 |
-0.4% |
125-140 |
Close |
125-175 |
124-295 |
-0-200 |
-0.5% |
125-180 |
Range |
0-200 |
0-225 |
0-025 |
12.5% |
0-250 |
ATR |
0-159 |
0-165 |
0-006 |
3.9% |
0-000 |
Volume |
6,861 |
2,439 |
-4,422 |
-64.5% |
85,299 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-055 |
126-240 |
125-099 |
|
R3 |
126-150 |
126-015 |
125-037 |
|
R2 |
125-245 |
125-245 |
125-016 |
|
R1 |
125-110 |
125-110 |
124-316 |
125-065 |
PP |
125-020 |
125-020 |
125-020 |
124-318 |
S1 |
124-205 |
124-205 |
124-274 |
124-160 |
S2 |
124-115 |
124-115 |
124-254 |
|
S3 |
123-210 |
123-300 |
124-233 |
|
S4 |
122-305 |
123-075 |
124-171 |
|
|
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 |
125-300 |
124-250 |
1-050 |
0.9% |
0-139 |
0.3% |
12% |
False |
True |
11,861 |
10 |
126-070 |
124-250 |
1-140 |
1.2% |
0-147 |
0.4% |
10% |
False |
True |
17,149 |
20 |
127-020 |
124-250 |
2-090 |
1.8% |
0-148 |
0.4% |
6% |
False |
True |
445,525 |
40 |
128-020 |
124-250 |
3-090 |
2.6% |
0-166 |
0.4% |
4% |
False |
True |
708,741 |
60 |
128-020 |
124-250 |
3-090 |
2.6% |
0-168 |
0.4% |
4% |
False |
True |
784,125 |
80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-186 |
0.5% |
46% |
False |
False |
886,949 |
100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-194 |
0.5% |
46% |
False |
False |
723,211 |
120 |
128-020 |
122-070 |
5-270 |
4.7% |
0-183 |
0.5% |
46% |
False |
False |
603,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-151 |
2.618 |
127-104 |
1.618 |
126-199 |
1.000 |
126-060 |
0.618 |
125-294 |
HIGH |
125-155 |
0.618 |
125-069 |
0.500 |
125-042 |
0.382 |
125-016 |
LOW |
124-250 |
0.618 |
124-111 |
1.000 |
124-025 |
1.618 |
123-206 |
2.618 |
122-301 |
4.250 |
121-254 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
125-042 |
125-115 |
PP |
125-020 |
125-068 |
S1 |
124-318 |
125-022 |
|