ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-140 |
123-020 |
-0-120 |
-0.3% |
124-095 |
High |
123-175 |
123-030 |
-0-145 |
-0.4% |
124-240 |
Low |
123-000 |
122-290 |
-0-030 |
-0.1% |
123-085 |
Close |
123-015 |
122-315 |
-0-020 |
-0.1% |
123-235 |
Range |
0-175 |
0-060 |
-0-115 |
-65.7% |
1-155 |
ATR |
0-172 |
0-164 |
-0-008 |
-4.7% |
0-000 |
Volume |
202,004 |
133,045 |
-68,959 |
-34.1% |
4,754,493 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-178 |
123-147 |
123-028 |
|
R3 |
123-118 |
123-087 |
123-012 |
|
R2 |
123-058 |
123-058 |
123-006 |
|
R1 |
123-027 |
123-027 |
123-000 |
123-012 |
PP |
122-318 |
122-318 |
122-318 |
122-311 |
S1 |
122-287 |
122-287 |
122-310 |
122-272 |
S2 |
122-258 |
122-258 |
122-304 |
|
S3 |
122-198 |
122-227 |
122-298 |
|
S4 |
122-138 |
122-167 |
122-282 |
|
|
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 |
124-080 |
122-290 |
1-110 |
1.1% |
0-161 |
0.4% |
6% |
False |
True |
580,067 |
10 |
124-240 |
122-290 |
1-270 |
1.5% |
0-160 |
0.4% |
4% |
False |
True |
714,674 |
20 |
125-230 |
122-290 |
2-260 |
2.3% |
0-164 |
0.4% |
3% |
False |
True |
893,316 |
40 |
126-250 |
122-290 |
3-280 |
3.2% |
0-170 |
0.4% |
2% |
False |
True |
526,279 |
60 |
126-250 |
122-290 |
3-280 |
3.2% |
0-145 |
0.4% |
2% |
False |
True |
351,043 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-117 |
0.3% |
18% |
False |
False |
263,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-285 |
2.618 |
123-187 |
1.618 |
123-127 |
1.000 |
123-090 |
0.618 |
123-067 |
HIGH |
123-030 |
0.618 |
123-007 |
0.500 |
123-000 |
0.382 |
122-313 |
LOW |
122-290 |
0.618 |
122-253 |
1.000 |
122-230 |
1.618 |
122-193 |
2.618 |
122-133 |
4.250 |
122-035 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-000 |
123-105 |
PP |
122-318 |
123-068 |
S1 |
122-317 |
123-032 |
|