ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-240 |
124-130 |
-0-110 |
-0.3% |
125-075 |
| High |
124-265 |
124-175 |
-0-090 |
-0.2% |
125-105 |
| Low |
124-120 |
124-035 |
-0-085 |
-0.2% |
123-240 |
| Close |
124-165 |
124-080 |
-0-085 |
-0.2% |
124-070 |
| Range |
0-145 |
0-140 |
-0-005 |
-3.4% |
1-185 |
| ATR |
0-168 |
0-166 |
-0-002 |
-1.2% |
0-000 |
| Volume |
904,738 |
1,032,146 |
127,408 |
14.1% |
6,295,301 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-197 |
125-118 |
124-157 |
|
| R3 |
125-057 |
124-298 |
124-118 |
|
| R2 |
124-237 |
124-237 |
124-106 |
|
| R1 |
124-158 |
124-158 |
124-093 |
124-128 |
| PP |
124-097 |
124-097 |
124-097 |
124-081 |
| S1 |
124-018 |
124-018 |
124-067 |
123-308 |
| S2 |
123-277 |
123-277 |
124-054 |
|
| S3 |
123-137 |
123-198 |
124-042 |
|
| S4 |
122-317 |
123-058 |
124-003 |
|
|
| 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 |
124-300 |
123-240 |
1-060 |
1.0% |
0-170 |
0.4% |
42% |
False |
False |
1,063,779 |
| 10 |
125-145 |
123-240 |
1-225 |
1.4% |
0-164 |
0.4% |
29% |
False |
False |
1,056,838 |
| 20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-162 |
0.4% |
24% |
False |
False |
743,431 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-157 |
0.4% |
16% |
False |
False |
373,678 |
| 60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-122 |
0.3% |
16% |
False |
False |
249,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-130 |
|
2.618 |
125-222 |
|
1.618 |
125-082 |
|
1.000 |
124-315 |
|
0.618 |
124-262 |
|
HIGH |
124-175 |
|
0.618 |
124-122 |
|
0.500 |
124-105 |
|
0.382 |
124-088 |
|
LOW |
124-035 |
|
0.618 |
123-268 |
|
1.000 |
123-215 |
|
1.618 |
123-128 |
|
2.618 |
122-308 |
|
4.250 |
122-080 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-105 |
124-168 |
| PP |
124-097 |
124-138 |
| S1 |
124-088 |
124-109 |
|