ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
124-065 |
124-175 |
0-110 |
0.3% |
124-095 |
High |
124-195 |
124-240 |
0-045 |
0.1% |
124-300 |
Low |
124-055 |
123-250 |
-0-125 |
-0.3% |
124-035 |
Close |
124-175 |
124-095 |
-0-080 |
-0.2% |
124-085 |
Range |
0-140 |
0-310 |
0-170 |
121.4% |
0-265 |
ATR |
0-156 |
0-167 |
0-011 |
7.0% |
0-000 |
Volume |
655,984 |
1,296,718 |
640,734 |
97.7% |
4,274,908 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-058 |
126-227 |
124-266 |
|
R3 |
126-068 |
125-237 |
124-180 |
|
R2 |
125-078 |
125-078 |
124-152 |
|
R1 |
124-247 |
124-247 |
124-123 |
124-168 |
PP |
124-088 |
124-088 |
124-088 |
124-049 |
S1 |
123-257 |
123-257 |
124-067 |
123-178 |
S2 |
123-098 |
123-098 |
124-038 |
|
S3 |
122-108 |
122-267 |
124-010 |
|
S4 |
121-118 |
121-277 |
123-244 |
|
|
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 |
124-240 |
123-250 |
0-310 |
0.8% |
0-159 |
0.4% |
53% |
True |
True |
849,281 |
10 |
124-300 |
123-240 |
1-060 |
1.0% |
0-166 |
0.4% |
46% |
False |
False |
969,858 |
20 |
125-255 |
123-240 |
2-015 |
1.6% |
0-166 |
0.4% |
27% |
False |
False |
900,619 |
40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-157 |
0.4% |
18% |
False |
False |
453,972 |
60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-133 |
0.3% |
18% |
False |
False |
302,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-278 |
2.618 |
127-092 |
1.618 |
126-102 |
1.000 |
125-230 |
0.618 |
125-112 |
HIGH |
124-240 |
0.618 |
124-122 |
0.500 |
124-085 |
0.382 |
124-048 |
LOW |
123-250 |
0.618 |
123-058 |
1.000 |
122-260 |
1.618 |
122-068 |
2.618 |
121-078 |
4.250 |
119-212 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
124-092 |
124-092 |
PP |
124-088 |
124-088 |
S1 |
124-085 |
124-085 |
|