ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-085 |
124-095 |
0-010 |
0.0% |
125-075 |
| High |
124-185 |
124-190 |
0-005 |
0.0% |
125-105 |
| Low |
123-240 |
124-065 |
0-145 |
0.4% |
123-240 |
| Close |
124-070 |
124-110 |
0-040 |
0.1% |
124-070 |
| Range |
0-265 |
0-125 |
-0-140 |
-52.8% |
1-185 |
| ATR |
0-171 |
0-168 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,671,034 |
702,113 |
-968,921 |
-58.0% |
6,295,301 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-177 |
125-108 |
124-179 |
|
| R3 |
125-052 |
124-303 |
124-144 |
|
| R2 |
124-247 |
124-247 |
124-133 |
|
| R1 |
124-178 |
124-178 |
124-121 |
124-212 |
| PP |
124-122 |
124-122 |
124-122 |
124-139 |
| S1 |
124-053 |
124-053 |
124-099 |
124-088 |
| S2 |
123-317 |
123-317 |
124-087 |
|
| S3 |
123-192 |
123-248 |
124-076 |
|
| S4 |
123-067 |
123-123 |
124-041 |
|
|
| 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 |
125-070 |
123-240 |
1-150 |
1.2% |
0-180 |
0.5% |
40% |
False |
False |
1,165,458 |
| 10 |
125-255 |
123-240 |
2-015 |
1.6% |
0-163 |
0.4% |
29% |
False |
False |
1,141,721 |
| 20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-160 |
0.4% |
28% |
False |
False |
597,353 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-155 |
0.4% |
20% |
False |
False |
300,036 |
| 60 |
126-250 |
123-090 |
3-160 |
2.8% |
0-116 |
0.3% |
30% |
False |
False |
200,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-081 |
|
2.618 |
125-197 |
|
1.618 |
125-072 |
|
1.000 |
124-315 |
|
0.618 |
124-267 |
|
HIGH |
124-190 |
|
0.618 |
124-142 |
|
0.500 |
124-128 |
|
0.382 |
124-113 |
|
LOW |
124-065 |
|
0.618 |
123-308 |
|
1.000 |
123-260 |
|
1.618 |
123-183 |
|
2.618 |
123-058 |
|
4.250 |
122-174 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-128 |
124-098 |
| PP |
124-122 |
124-087 |
| S1 |
124-116 |
124-075 |
|