ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-075 |
124-295 |
-0-100 |
-0.2% |
125-090 |
| High |
125-105 |
125-070 |
-0-035 |
-0.1% |
125-255 |
| Low |
124-235 |
124-255 |
0-020 |
0.1% |
125-040 |
| Close |
124-275 |
125-030 |
0-075 |
0.2% |
125-120 |
| Range |
0-190 |
0-135 |
-0-055 |
-28.9% |
0-215 |
| ATR |
0-162 |
0-160 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,170,122 |
879,080 |
-291,042 |
-24.9% |
4,419,799 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-097 |
126-038 |
125-104 |
|
| R3 |
125-282 |
125-223 |
125-067 |
|
| R2 |
125-147 |
125-147 |
125-055 |
|
| R1 |
125-088 |
125-088 |
125-042 |
125-118 |
| PP |
125-012 |
125-012 |
125-012 |
125-026 |
| S1 |
124-273 |
124-273 |
125-018 |
124-302 |
| S2 |
124-197 |
124-197 |
125-005 |
|
| S3 |
124-062 |
124-138 |
124-313 |
|
| S4 |
123-247 |
124-003 |
124-276 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-143 |
127-027 |
125-238 |
|
| R3 |
126-248 |
126-132 |
125-179 |
|
| R2 |
126-033 |
126-033 |
125-159 |
|
| R1 |
125-237 |
125-237 |
125-140 |
125-295 |
| PP |
125-138 |
125-138 |
125-138 |
125-168 |
| S1 |
125-022 |
125-022 |
125-100 |
125-080 |
| S2 |
124-243 |
124-243 |
125-081 |
|
| S3 |
124-028 |
124-127 |
125-061 |
|
| S4 |
123-133 |
123-232 |
125-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-255 |
124-235 |
1-020 |
0.8% |
0-147 |
0.4% |
34% |
False |
False |
1,075,877 |
| 10 |
125-260 |
124-180 |
1-080 |
1.0% |
0-158 |
0.4% |
43% |
False |
False |
692,946 |
| 20 |
126-120 |
124-140 |
1-300 |
1.5% |
0-173 |
0.4% |
34% |
False |
False |
350,961 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-141 |
0.4% |
34% |
False |
False |
176,346 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-111 |
0.3% |
64% |
False |
False |
117,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-004 |
|
2.618 |
126-103 |
|
1.618 |
125-288 |
|
1.000 |
125-205 |
|
0.618 |
125-153 |
|
HIGH |
125-070 |
|
0.618 |
125-018 |
|
0.500 |
125-002 |
|
0.382 |
124-307 |
|
LOW |
124-255 |
|
0.618 |
124-172 |
|
1.000 |
124-120 |
|
1.618 |
124-037 |
|
2.618 |
123-222 |
|
4.250 |
123-001 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-021 |
125-030 |
| PP |
125-012 |
125-030 |
| S1 |
125-002 |
125-030 |
|