ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
124-085 |
-0-120 |
-0.3% |
125-075 |
| High |
124-230 |
124-185 |
-0-045 |
-0.1% |
125-105 |
| Low |
124-070 |
123-240 |
-0-150 |
-0.4% |
123-240 |
| Close |
124-115 |
124-070 |
-0-045 |
-0.1% |
124-070 |
| Range |
0-160 |
0-265 |
0-105 |
65.6% |
1-185 |
| ATR |
0-164 |
0-171 |
0-007 |
4.4% |
0-000 |
| Volume |
1,165,434 |
1,671,034 |
505,600 |
43.4% |
6,295,301 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-213 |
126-087 |
124-216 |
|
| R3 |
125-268 |
125-142 |
124-143 |
|
| R2 |
125-003 |
125-003 |
124-119 |
|
| R1 |
124-197 |
124-197 |
124-094 |
124-128 |
| PP |
124-058 |
124-058 |
124-058 |
124-024 |
| S1 |
123-252 |
123-252 |
124-046 |
123-182 |
| S2 |
123-113 |
123-113 |
124-021 |
|
| S3 |
122-168 |
122-307 |
123-317 |
|
| S4 |
121-223 |
122-042 |
123-244 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-053 |
128-087 |
125-028 |
|
| R3 |
127-188 |
126-222 |
124-209 |
|
| R2 |
126-003 |
126-003 |
124-163 |
|
| R1 |
125-037 |
125-037 |
124-116 |
124-248 |
| PP |
124-138 |
124-138 |
124-138 |
124-084 |
| S1 |
123-172 |
123-172 |
124-024 |
123-062 |
| S2 |
122-273 |
122-273 |
123-297 |
|
| S3 |
121-088 |
121-307 |
123-251 |
|
| S4 |
119-223 |
120-122 |
123-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-105 |
123-240 |
1-185 |
1.3% |
0-193 |
0.5% |
30% |
False |
True |
1,259,060 |
| 10 |
125-255 |
123-240 |
2-015 |
1.6% |
0-162 |
0.4% |
23% |
False |
True |
1,101,220 |
| 20 |
126-120 |
123-240 |
2-200 |
2.1% |
0-182 |
0.5% |
18% |
False |
True |
562,500 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-152 |
0.4% |
15% |
False |
True |
282,493 |
| 60 |
126-250 |
122-260 |
3-310 |
3.2% |
0-116 |
0.3% |
35% |
False |
False |
188,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-031 |
|
2.618 |
126-239 |
|
1.618 |
125-294 |
|
1.000 |
125-130 |
|
0.618 |
125-029 |
|
HIGH |
124-185 |
|
0.618 |
124-084 |
|
0.500 |
124-052 |
|
0.382 |
124-021 |
|
LOW |
123-240 |
|
0.618 |
123-076 |
|
1.000 |
122-295 |
|
1.618 |
122-131 |
|
2.618 |
121-186 |
|
4.250 |
120-074 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-064 |
124-138 |
| PP |
124-058 |
124-115 |
| S1 |
124-052 |
124-092 |
|