ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-020 |
123-005 |
-0-015 |
0.0% |
123-230 |
High |
123-030 |
123-070 |
0-040 |
0.1% |
123-240 |
Low |
122-290 |
122-265 |
-0-025 |
-0.1% |
122-265 |
Close |
122-315 |
122-315 |
0-000 |
0.0% |
122-315 |
Range |
0-060 |
0-125 |
0-065 |
108.3% |
0-295 |
ATR |
0-164 |
0-161 |
-0-003 |
-1.7% |
0-000 |
Volume |
133,045 |
380,023 |
246,978 |
185.6% |
1,113,081 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-058 |
123-312 |
123-064 |
|
R3 |
123-253 |
123-187 |
123-029 |
|
R2 |
123-128 |
123-128 |
123-018 |
|
R1 |
123-062 |
123-062 |
123-006 |
123-032 |
PP |
123-003 |
123-003 |
123-003 |
122-309 |
S1 |
122-257 |
122-257 |
122-304 |
122-228 |
S2 |
122-198 |
122-198 |
122-292 |
|
S3 |
122-073 |
122-132 |
122-281 |
|
S4 |
121-268 |
122-007 |
122-246 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-305 |
125-125 |
123-157 |
|
R3 |
125-010 |
124-150 |
123-076 |
|
R2 |
124-035 |
124-035 |
123-049 |
|
R1 |
123-175 |
123-175 |
123-022 |
123-118 |
PP |
123-060 |
123-060 |
123-060 |
123-031 |
S1 |
122-200 |
122-200 |
122-288 |
122-142 |
S2 |
122-085 |
122-085 |
122-261 |
|
S3 |
121-110 |
121-225 |
122-234 |
|
S4 |
120-135 |
120-250 |
122-153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-280 |
122-265 |
1-015 |
0.9% |
0-133 |
0.3% |
15% |
False |
True |
397,061 |
10 |
124-240 |
122-265 |
1-295 |
1.6% |
0-158 |
0.4% |
8% |
False |
True |
649,462 |
20 |
125-145 |
122-265 |
2-200 |
2.1% |
0-161 |
0.4% |
6% |
False |
True |
853,150 |
40 |
126-150 |
122-265 |
3-205 |
3.0% |
0-168 |
0.4% |
4% |
False |
True |
535,689 |
60 |
126-250 |
122-265 |
3-305 |
3.2% |
0-145 |
0.4% |
4% |
False |
True |
357,377 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-119 |
0.3% |
18% |
False |
False |
268,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-281 |
2.618 |
124-077 |
1.618 |
123-272 |
1.000 |
123-195 |
0.618 |
123-147 |
HIGH |
123-070 |
0.618 |
123-022 |
0.500 |
123-008 |
0.382 |
122-313 |
LOW |
122-265 |
0.618 |
122-188 |
1.000 |
122-140 |
1.618 |
122-063 |
2.618 |
121-258 |
4.250 |
121-054 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-008 |
123-060 |
PP |
123-003 |
123-038 |
S1 |
122-319 |
123-017 |
|