ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
124-095 |
124-065 |
-0-030 |
-0.1% |
124-095 |
High |
124-160 |
124-195 |
0-035 |
0.1% |
124-300 |
Low |
124-045 |
124-055 |
0-010 |
0.0% |
124-035 |
Close |
124-075 |
124-175 |
0-100 |
0.3% |
124-085 |
Range |
0-115 |
0-140 |
0-025 |
21.7% |
0-265 |
ATR |
0-158 |
0-156 |
-0-001 |
-0.8% |
0-000 |
Volume |
634,511 |
655,984 |
21,473 |
3.4% |
4,274,908 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-242 |
125-188 |
124-252 |
|
R3 |
125-102 |
125-048 |
124-214 |
|
R2 |
124-282 |
124-282 |
124-201 |
|
R1 |
124-228 |
124-228 |
124-188 |
124-255 |
PP |
124-142 |
124-142 |
124-142 |
124-155 |
S1 |
124-088 |
124-088 |
124-162 |
124-115 |
S2 |
124-002 |
124-002 |
124-149 |
|
S3 |
123-182 |
123-268 |
124-136 |
|
S4 |
123-042 |
123-128 |
124-098 |
|
|
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 |
124-265 |
124-035 |
0-230 |
0.6% |
0-126 |
0.3% |
61% |
False |
False |
770,885 |
10 |
125-035 |
123-240 |
1-115 |
1.1% |
0-157 |
0.4% |
59% |
False |
False |
981,150 |
20 |
125-260 |
123-240 |
2-020 |
1.7% |
0-157 |
0.4% |
39% |
False |
False |
837,048 |
40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-156 |
0.4% |
26% |
False |
False |
421,569 |
60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-128 |
0.3% |
26% |
False |
False |
281,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-150 |
2.618 |
125-242 |
1.618 |
125-102 |
1.000 |
125-015 |
0.618 |
124-282 |
HIGH |
124-195 |
0.618 |
124-142 |
0.500 |
124-125 |
0.382 |
124-108 |
LOW |
124-055 |
0.618 |
123-288 |
1.000 |
123-235 |
1.618 |
123-148 |
2.618 |
123-008 |
4.250 |
122-100 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
124-158 |
124-156 |
PP |
124-142 |
124-137 |
S1 |
124-125 |
124-118 |
|