ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-215 |
123-230 |
0-015 |
0.0% |
124-095 |
High |
123-280 |
123-240 |
-0-040 |
-0.1% |
124-240 |
Low |
123-085 |
123-130 |
0-045 |
0.1% |
123-085 |
Close |
123-235 |
123-140 |
-0-095 |
-0.2% |
123-235 |
Range |
0-195 |
0-110 |
-0-085 |
-43.6% |
1-155 |
ATR |
0-177 |
0-172 |
-0-005 |
-2.7% |
0-000 |
Volume |
872,224 |
398,009 |
-474,215 |
-54.4% |
4,754,493 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-180 |
124-110 |
123-200 |
|
R3 |
124-070 |
124-000 |
123-170 |
|
R2 |
123-280 |
123-280 |
123-160 |
|
R1 |
123-210 |
123-210 |
123-150 |
123-190 |
PP |
123-170 |
123-170 |
123-170 |
123-160 |
S1 |
123-100 |
123-100 |
123-130 |
123-080 |
S2 |
123-060 |
123-060 |
123-120 |
|
S3 |
122-270 |
122-310 |
123-110 |
|
S4 |
122-160 |
122-200 |
123-080 |
|
|
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% |
0-204 |
0.5% |
12% |
False |
False |
903,598 |
10 |
124-300 |
123-085 |
1-215 |
1.4% |
0-168 |
0.4% |
10% |
False |
False |
872,529 |
20 |
125-255 |
123-085 |
2-170 |
2.1% |
0-166 |
0.4% |
7% |
False |
False |
1,007,125 |
40 |
126-250 |
123-085 |
3-165 |
2.8% |
0-167 |
0.4% |
5% |
False |
False |
518,006 |
60 |
126-250 |
123-085 |
3-165 |
2.8% |
0-143 |
0.4% |
5% |
False |
False |
345,459 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-114 |
0.3% |
28% |
False |
False |
259,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-068 |
2.618 |
124-208 |
1.618 |
124-098 |
1.000 |
124-030 |
0.618 |
123-308 |
HIGH |
123-240 |
0.618 |
123-198 |
0.500 |
123-185 |
0.382 |
123-172 |
LOW |
123-130 |
0.618 |
123-062 |
1.000 |
123-020 |
1.618 |
122-272 |
2.618 |
122-162 |
4.250 |
121-302 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-185 |
123-242 |
PP |
123-170 |
123-208 |
S1 |
123-155 |
123-174 |
|