ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-075 |
-0-055 |
-0.1% |
124-095 |
High |
124-175 |
124-130 |
-0-045 |
-0.1% |
124-300 |
Low |
124-035 |
124-040 |
0-005 |
0.0% |
124-035 |
Close |
124-080 |
124-085 |
0-005 |
0.0% |
124-085 |
Range |
0-140 |
0-090 |
-0-050 |
-35.7% |
0-265 |
ATR |
0-166 |
0-161 |
-0-005 |
-3.3% |
0-000 |
Volume |
1,032,146 |
627,047 |
-405,099 |
-39.2% |
4,274,908 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-035 |
124-310 |
124-134 |
|
R3 |
124-265 |
124-220 |
124-110 |
|
R2 |
124-175 |
124-175 |
124-102 |
|
R1 |
124-130 |
124-130 |
124-093 |
124-152 |
PP |
124-085 |
124-085 |
124-085 |
124-096 |
S1 |
124-040 |
124-040 |
124-077 |
124-062 |
S2 |
123-315 |
123-315 |
124-068 |
|
S3 |
123-225 |
123-270 |
124-060 |
|
S4 |
123-135 |
123-180 |
124-036 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-295 |
126-135 |
124-231 |
|
R3 |
126-030 |
125-190 |
124-158 |
|
R2 |
125-085 |
125-085 |
124-134 |
|
R1 |
124-245 |
124-245 |
124-109 |
124-192 |
PP |
124-140 |
124-140 |
124-140 |
124-114 |
S1 |
123-300 |
123-300 |
124-061 |
123-248 |
S2 |
123-195 |
123-195 |
124-036 |
|
S3 |
122-250 |
123-035 |
124-012 |
|
S4 |
121-305 |
122-090 |
123-259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-300 |
124-035 |
0-265 |
0.7% |
0-135 |
0.3% |
19% |
False |
False |
854,981 |
10 |
125-105 |
123-240 |
1-185 |
1.3% |
0-164 |
0.4% |
33% |
False |
False |
1,057,020 |
20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-158 |
0.4% |
25% |
False |
False |
774,051 |
40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-154 |
0.4% |
17% |
False |
False |
389,348 |
60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-124 |
0.3% |
17% |
False |
False |
259,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-192 |
2.618 |
125-046 |
1.618 |
124-276 |
1.000 |
124-220 |
0.618 |
124-186 |
HIGH |
124-130 |
0.618 |
124-096 |
0.500 |
124-085 |
0.382 |
124-074 |
LOW |
124-040 |
0.618 |
123-304 |
1.000 |
123-270 |
1.618 |
123-214 |
2.618 |
123-124 |
4.250 |
122-298 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
124-085 |
124-150 |
PP |
124-085 |
124-128 |
S1 |
124-085 |
124-107 |
|