ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
125-020 |
124-205 |
-0-135 |
-0.3% |
125-090 |
High |
125-035 |
124-230 |
-0-125 |
-0.3% |
125-255 |
Low |
124-140 |
124-070 |
-0-070 |
-0.2% |
125-040 |
Close |
124-195 |
124-115 |
-0-080 |
-0.2% |
125-120 |
Range |
0-215 |
0-160 |
-0-055 |
-25.6% |
0-215 |
ATR |
0-164 |
0-164 |
0-000 |
-0.2% |
0-000 |
Volume |
1,409,631 |
1,165,434 |
-244,197 |
-17.3% |
4,419,799 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-298 |
125-207 |
124-203 |
|
R3 |
125-138 |
125-047 |
124-159 |
|
R2 |
124-298 |
124-298 |
124-144 |
|
R1 |
124-207 |
124-207 |
124-130 |
124-172 |
PP |
124-138 |
124-138 |
124-138 |
124-121 |
S1 |
124-047 |
124-047 |
124-100 |
124-012 |
S2 |
123-298 |
123-298 |
124-086 |
|
S3 |
123-138 |
123-207 |
124-071 |
|
S4 |
122-298 |
123-047 |
124-027 |
|
|
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 |
125-145 |
124-070 |
1-075 |
1.0% |
0-157 |
0.4% |
11% |
False |
True |
1,049,897 |
10 |
125-255 |
124-070 |
1-185 |
1.3% |
0-155 |
0.4% |
9% |
False |
True |
941,834 |
20 |
126-120 |
124-070 |
2-050 |
1.7% |
0-176 |
0.4% |
7% |
False |
True |
479,208 |
40 |
126-250 |
124-070 |
2-180 |
2.1% |
0-148 |
0.4% |
5% |
False |
True |
240,721 |
60 |
126-250 |
122-260 |
3-310 |
3.2% |
0-111 |
0.3% |
39% |
False |
False |
160,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-270 |
2.618 |
126-009 |
1.618 |
125-169 |
1.000 |
125-070 |
0.618 |
125-009 |
HIGH |
124-230 |
0.618 |
124-169 |
0.500 |
124-150 |
0.382 |
124-131 |
LOW |
124-070 |
0.618 |
123-291 |
1.000 |
123-230 |
1.618 |
123-131 |
2.618 |
122-291 |
4.250 |
122-030 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
124-150 |
124-230 |
PP |
124-138 |
124-192 |
S1 |
124-127 |
124-153 |
|