ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
124-175 |
124-045 |
-0-130 |
-0.3% |
124-095 |
High |
124-240 |
124-080 |
-0-160 |
-0.4% |
124-300 |
Low |
123-250 |
123-135 |
-0-115 |
-0.3% |
124-035 |
Close |
124-095 |
123-210 |
-0-205 |
-0.5% |
124-085 |
Range |
0-310 |
0-265 |
-0-045 |
-14.5% |
0-265 |
ATR |
0-167 |
0-175 |
0-008 |
4.8% |
0-000 |
Volume |
1,296,718 |
1,295,056 |
-1,662 |
-0.1% |
4,274,908 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-083 |
125-252 |
124-036 |
|
R3 |
125-138 |
124-307 |
123-283 |
|
R2 |
124-193 |
124-193 |
123-259 |
|
R1 |
124-042 |
124-042 |
123-234 |
123-305 |
PP |
123-248 |
123-248 |
123-248 |
123-220 |
S1 |
123-097 |
123-097 |
123-186 |
123-040 |
S2 |
122-303 |
122-303 |
123-161 |
|
S3 |
122-038 |
122-152 |
123-137 |
|
S4 |
121-093 |
121-207 |
123-064 |
|
|
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 |
123-135 |
1-105 |
1.1% |
0-184 |
0.5% |
18% |
False |
True |
901,863 |
10 |
124-300 |
123-135 |
1-165 |
1.2% |
0-177 |
0.4% |
15% |
False |
True |
982,821 |
20 |
125-255 |
123-135 |
2-120 |
1.9% |
0-166 |
0.4% |
10% |
False |
True |
962,327 |
40 |
126-250 |
123-135 |
3-115 |
2.7% |
0-162 |
0.4% |
7% |
False |
True |
486,297 |
60 |
126-250 |
123-135 |
3-115 |
2.7% |
0-138 |
0.3% |
7% |
False |
True |
324,289 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-111 |
0.3% |
33% |
False |
False |
243,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-246 |
2.618 |
126-134 |
1.618 |
125-189 |
1.000 |
125-025 |
0.618 |
124-244 |
HIGH |
124-080 |
0.618 |
123-299 |
0.500 |
123-268 |
0.382 |
123-236 |
LOW |
123-135 |
0.618 |
122-291 |
1.000 |
122-190 |
1.618 |
122-026 |
2.618 |
121-081 |
4.250 |
119-289 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-268 |
124-028 |
PP |
123-248 |
123-302 |
S1 |
123-229 |
123-256 |
|