ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-140 |
-0-090 |
-0.2% |
124-095 |
High |
123-240 |
123-175 |
-0-065 |
-0.2% |
124-240 |
Low |
123-130 |
123-000 |
-0-130 |
-0.3% |
123-085 |
Close |
123-140 |
123-015 |
-0-125 |
-0.3% |
123-235 |
Range |
0-110 |
0-175 |
0-065 |
59.1% |
1-155 |
ATR |
0-172 |
0-172 |
0-000 |
0.1% |
0-000 |
Volume |
398,009 |
202,004 |
-196,005 |
-49.2% |
4,754,493 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-268 |
124-157 |
123-111 |
|
R3 |
124-093 |
123-302 |
123-063 |
|
R2 |
123-238 |
123-238 |
123-047 |
|
R1 |
123-127 |
123-127 |
123-031 |
123-095 |
PP |
123-063 |
123-063 |
123-063 |
123-048 |
S1 |
122-272 |
122-272 |
122-319 |
122-240 |
S2 |
122-208 |
122-208 |
122-303 |
|
S3 |
122-033 |
122-097 |
122-287 |
|
S4 |
121-178 |
121-242 |
122-239 |
|
|
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 |
123-000 |
1-240 |
1.4% |
0-211 |
0.5% |
3% |
False |
True |
812,802 |
10 |
124-265 |
123-000 |
1-265 |
1.5% |
0-168 |
0.4% |
3% |
False |
True |
791,843 |
20 |
125-255 |
123-000 |
2-255 |
2.3% |
0-168 |
0.4% |
2% |
False |
True |
962,745 |
40 |
126-250 |
123-000 |
3-250 |
3.1% |
0-170 |
0.4% |
1% |
False |
True |
523,030 |
60 |
126-250 |
123-000 |
3-250 |
3.1% |
0-144 |
0.4% |
1% |
False |
True |
348,826 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-117 |
0.3% |
20% |
False |
False |
261,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-279 |
2.618 |
124-313 |
1.618 |
124-138 |
1.000 |
124-030 |
0.618 |
123-283 |
HIGH |
123-175 |
0.618 |
123-108 |
0.500 |
123-088 |
0.382 |
123-067 |
LOW |
123-000 |
0.618 |
122-212 |
1.000 |
122-145 |
1.618 |
122-037 |
2.618 |
121-182 |
4.250 |
120-216 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-088 |
123-140 |
PP |
123-063 |
123-098 |
S1 |
123-039 |
123-057 |
|