ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-005 |
123-010 |
0-005 |
0.0% |
123-230 |
High |
123-070 |
123-090 |
0-020 |
0.1% |
123-240 |
Low |
122-265 |
122-270 |
0-005 |
0.0% |
122-265 |
Close |
122-315 |
123-070 |
0-075 |
0.2% |
122-315 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
0-295 |
ATR |
0-161 |
0-160 |
-0-002 |
-0.9% |
0-000 |
Volume |
380,023 |
358,631 |
-21,392 |
-5.6% |
1,113,081 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-137 |
124-083 |
123-147 |
|
R3 |
123-317 |
123-263 |
123-108 |
|
R2 |
123-177 |
123-177 |
123-096 |
|
R1 |
123-123 |
123-123 |
123-083 |
123-150 |
PP |
123-037 |
123-037 |
123-037 |
123-050 |
S1 |
122-303 |
122-303 |
123-057 |
123-010 |
S2 |
122-217 |
122-217 |
123-044 |
|
S3 |
122-077 |
122-163 |
123-032 |
|
S4 |
121-257 |
122-023 |
122-313 |
|
|
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 |
123-240 |
122-265 |
0-295 |
0.7% |
0-122 |
0.3% |
42% |
False |
False |
294,342 |
10 |
124-240 |
122-265 |
1-295 |
1.6% |
0-164 |
0.4% |
20% |
False |
False |
622,620 |
20 |
125-105 |
122-265 |
2-160 |
2.0% |
0-164 |
0.4% |
16% |
False |
False |
839,820 |
40 |
126-120 |
122-265 |
3-175 |
2.9% |
0-167 |
0.4% |
11% |
False |
False |
544,510 |
60 |
126-250 |
122-265 |
3-305 |
3.2% |
0-146 |
0.4% |
10% |
False |
False |
363,354 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-121 |
0.3% |
23% |
False |
False |
272,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-045 |
2.618 |
124-137 |
1.618 |
123-317 |
1.000 |
123-230 |
0.618 |
123-177 |
HIGH |
123-090 |
0.618 |
123-037 |
0.500 |
123-020 |
0.382 |
123-003 |
LOW |
122-270 |
0.618 |
122-183 |
1.000 |
122-130 |
1.618 |
122-043 |
2.618 |
121-223 |
4.250 |
120-315 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-053 |
123-052 |
PP |
123-037 |
123-035 |
S1 |
123-020 |
123-018 |
|