ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
124-045 |
123-215 |
-0-150 |
-0.4% |
124-095 |
High |
124-080 |
123-280 |
-0-120 |
-0.3% |
124-240 |
Low |
123-135 |
123-085 |
-0-050 |
-0.1% |
123-085 |
Close |
123-210 |
123-235 |
0-025 |
0.1% |
123-235 |
Range |
0-265 |
0-195 |
-0-070 |
-26.4% |
1-155 |
ATR |
0-175 |
0-177 |
0-001 |
0.8% |
0-000 |
Volume |
1,295,056 |
872,224 |
-422,832 |
-32.6% |
4,754,493 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-145 |
125-065 |
124-022 |
|
R3 |
124-270 |
124-190 |
123-289 |
|
R2 |
124-075 |
124-075 |
123-271 |
|
R1 |
123-315 |
123-315 |
123-253 |
124-035 |
PP |
123-200 |
123-200 |
123-200 |
123-220 |
S1 |
123-120 |
123-120 |
123-217 |
123-160 |
S2 |
123-005 |
123-005 |
123-199 |
|
S3 |
122-130 |
122-245 |
123-181 |
|
S4 |
121-255 |
122-050 |
123-128 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-118 |
127-172 |
124-176 |
|
R3 |
126-283 |
126-017 |
124-046 |
|
R2 |
125-128 |
125-128 |
124-002 |
|
R1 |
124-182 |
124-182 |
123-279 |
124-078 |
PP |
123-293 |
123-293 |
123-293 |
123-241 |
S1 |
123-027 |
123-027 |
123-191 |
122-242 |
S2 |
122-138 |
122-138 |
123-148 |
|
S3 |
120-303 |
121-192 |
123-104 |
|
S4 |
119-148 |
120-037 |
122-294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-240 |
123-085 |
1-155 |
1.2% |
0-205 |
0.5% |
32% |
False |
True |
950,898 |
10 |
124-300 |
123-085 |
1-215 |
1.4% |
0-170 |
0.4% |
28% |
False |
True |
902,940 |
20 |
125-255 |
123-085 |
2-170 |
2.0% |
0-166 |
0.4% |
19% |
False |
True |
1,002,080 |
40 |
126-250 |
123-085 |
3-165 |
2.8% |
0-165 |
0.4% |
13% |
False |
True |
508,073 |
60 |
126-250 |
123-085 |
3-165 |
2.8% |
0-141 |
0.4% |
13% |
False |
True |
338,826 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-113 |
0.3% |
35% |
False |
False |
254,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-149 |
2.618 |
125-151 |
1.618 |
124-276 |
1.000 |
124-155 |
0.618 |
124-081 |
HIGH |
123-280 |
0.618 |
123-206 |
0.500 |
123-182 |
0.382 |
123-159 |
LOW |
123-085 |
0.618 |
122-284 |
1.000 |
122-210 |
1.618 |
122-089 |
2.618 |
121-214 |
4.250 |
120-216 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-218 |
124-002 |
PP |
123-200 |
123-293 |
S1 |
123-182 |
123-264 |
|