ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
126-020 |
125-235 |
-0-105 |
-0.3% |
126-160 |
| High |
126-035 |
125-275 |
-0-080 |
-0.2% |
126-190 |
| Low |
125-230 |
125-140 |
-0-090 |
-0.2% |
125-040 |
| Close |
125-260 |
125-180 |
-0-080 |
-0.2% |
125-185 |
| Range |
0-125 |
0-135 |
0-010 |
8.0% |
1-150 |
| ATR |
0-174 |
0-171 |
-0-003 |
-1.6% |
0-000 |
| Volume |
8,908 |
13,507 |
4,599 |
51.6% |
507,842 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-283 |
126-207 |
125-254 |
|
| R3 |
126-148 |
126-072 |
125-217 |
|
| R2 |
126-013 |
126-013 |
125-205 |
|
| R1 |
125-257 |
125-257 |
125-192 |
125-228 |
| PP |
125-198 |
125-198 |
125-198 |
125-184 |
| S1 |
125-122 |
125-122 |
125-168 |
125-092 |
| S2 |
125-063 |
125-063 |
125-155 |
|
| S3 |
124-248 |
124-307 |
125-143 |
|
| S4 |
124-113 |
124-172 |
125-106 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-055 |
129-110 |
126-124 |
|
| R3 |
128-225 |
127-280 |
125-314 |
|
| R2 |
127-075 |
127-075 |
125-271 |
|
| R1 |
126-130 |
126-130 |
125-228 |
126-028 |
| PP |
125-245 |
125-245 |
125-245 |
125-194 |
| S1 |
124-300 |
124-300 |
125-142 |
124-198 |
| S2 |
124-095 |
124-095 |
125-099 |
|
| S3 |
122-265 |
123-150 |
125-056 |
|
| S4 |
121-115 |
122-000 |
124-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-070 |
125-040 |
1-030 |
0.9% |
0-155 |
0.4% |
40% |
False |
False |
22,437 |
| 10 |
126-225 |
125-040 |
1-185 |
1.3% |
0-154 |
0.4% |
28% |
False |
False |
82,202 |
| 20 |
127-055 |
125-040 |
2-015 |
1.6% |
0-158 |
0.4% |
21% |
False |
False |
709,289 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-171 |
0.4% |
15% |
False |
False |
828,139 |
| 60 |
128-020 |
124-295 |
3-045 |
2.5% |
0-172 |
0.4% |
20% |
False |
False |
864,150 |
| 80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-193 |
0.5% |
57% |
False |
False |
900,971 |
| 100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-194 |
0.5% |
57% |
False |
False |
723,043 |
| 120 |
128-020 |
122-070 |
5-270 |
4.7% |
0-181 |
0.5% |
57% |
False |
False |
602,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-209 |
|
2.618 |
126-308 |
|
1.618 |
126-173 |
|
1.000 |
126-090 |
|
0.618 |
126-038 |
|
HIGH |
125-275 |
|
0.618 |
125-223 |
|
0.500 |
125-208 |
|
0.382 |
125-192 |
|
LOW |
125-140 |
|
0.618 |
125-057 |
|
1.000 |
125-005 |
|
1.618 |
124-242 |
|
2.618 |
124-107 |
|
4.250 |
123-206 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-208 |
125-265 |
| PP |
125-198 |
125-237 |
| S1 |
125-189 |
125-208 |
|