ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
123-010 |
123-075 |
0-065 |
0.2% |
123-230 |
High |
123-090 |
123-090 |
0-000 |
0.0% |
123-240 |
Low |
122-270 |
122-245 |
-0-025 |
-0.1% |
122-265 |
Close |
123-070 |
123-015 |
-0-055 |
-0.1% |
122-315 |
Range |
0-140 |
0-165 |
0-025 |
17.9% |
0-295 |
ATR |
0-160 |
0-160 |
0-000 |
0.2% |
0-000 |
Volume |
358,631 |
351,455 |
-7,176 |
-2.0% |
1,113,081 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-185 |
124-105 |
123-106 |
|
R3 |
124-020 |
123-260 |
123-060 |
|
R2 |
123-175 |
123-175 |
123-045 |
|
R1 |
123-095 |
123-095 |
123-030 |
123-052 |
PP |
123-010 |
123-010 |
123-010 |
122-309 |
S1 |
122-250 |
122-250 |
123-000 |
122-208 |
S2 |
122-165 |
122-165 |
122-305 |
|
S3 |
122-000 |
122-085 |
122-290 |
|
S4 |
121-155 |
121-240 |
122-244 |
|
|
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 |
123-175 |
122-245 |
0-250 |
0.6% |
0-133 |
0.3% |
36% |
False |
True |
285,031 |
10 |
124-240 |
122-245 |
1-315 |
1.6% |
0-168 |
0.4% |
14% |
False |
True |
594,314 |
20 |
125-070 |
122-245 |
2-145 |
2.0% |
0-162 |
0.4% |
11% |
False |
True |
798,887 |
40 |
126-120 |
122-245 |
3-195 |
2.9% |
0-167 |
0.4% |
8% |
False |
True |
553,093 |
60 |
126-250 |
122-245 |
4-005 |
3.3% |
0-147 |
0.4% |
7% |
False |
True |
369,211 |
80 |
126-250 |
122-040 |
4-210 |
3.8% |
0-123 |
0.3% |
20% |
False |
False |
276,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-151 |
2.618 |
124-202 |
1.618 |
124-037 |
1.000 |
123-255 |
0.618 |
123-192 |
HIGH |
123-090 |
0.618 |
123-027 |
0.500 |
123-008 |
0.382 |
122-308 |
LOW |
122-245 |
0.618 |
122-143 |
1.000 |
122-080 |
1.618 |
121-298 |
2.618 |
121-133 |
4.250 |
120-184 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
123-012 |
123-012 |
PP |
123-010 |
123-010 |
S1 |
123-008 |
123-008 |
|