ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-295 |
125-020 |
0-045 |
0.1% |
125-090 |
| High |
125-070 |
125-035 |
-0-035 |
-0.1% |
125-255 |
| Low |
124-255 |
124-140 |
-0-115 |
-0.3% |
125-040 |
| Close |
125-030 |
124-195 |
-0-155 |
-0.4% |
125-120 |
| Range |
0-135 |
0-215 |
0-080 |
59.3% |
0-215 |
| ATR |
0-160 |
0-164 |
0-004 |
2.5% |
0-000 |
| Volume |
879,080 |
1,409,631 |
530,551 |
60.4% |
4,419,799 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-235 |
126-110 |
124-313 |
|
| R3 |
126-020 |
125-215 |
124-254 |
|
| R2 |
125-125 |
125-125 |
124-234 |
|
| R1 |
125-000 |
125-000 |
124-215 |
124-275 |
| PP |
124-230 |
124-230 |
124-230 |
124-208 |
| S1 |
124-105 |
124-105 |
124-175 |
124-060 |
| S2 |
124-015 |
124-015 |
124-156 |
|
| S3 |
123-120 |
123-210 |
124-136 |
|
| S4 |
122-225 |
122-315 |
124-077 |
|
|
| 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 |
125-230 |
124-140 |
1-090 |
1.0% |
0-163 |
0.4% |
13% |
False |
True |
1,053,481 |
| 10 |
125-255 |
124-140 |
1-115 |
1.1% |
0-166 |
0.4% |
13% |
False |
True |
831,379 |
| 20 |
126-120 |
124-140 |
1-300 |
1.6% |
0-174 |
0.4% |
9% |
False |
True |
421,271 |
| 40 |
126-250 |
124-070 |
2-180 |
2.1% |
0-145 |
0.4% |
15% |
False |
False |
211,586 |
| 60 |
126-250 |
122-260 |
3-310 |
3.2% |
0-108 |
0.3% |
45% |
False |
False |
141,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-309 |
|
2.618 |
126-278 |
|
1.618 |
126-063 |
|
1.000 |
125-250 |
|
0.618 |
125-168 |
|
HIGH |
125-035 |
|
0.618 |
124-273 |
|
0.500 |
124-248 |
|
0.382 |
124-222 |
|
LOW |
124-140 |
|
0.618 |
124-007 |
|
1.000 |
123-245 |
|
1.618 |
123-112 |
|
2.618 |
122-217 |
|
4.250 |
121-186 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-248 |
124-282 |
| PP |
124-230 |
124-253 |
| S1 |
124-212 |
124-224 |
|