ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-180 |
125-265 |
0-085 |
0.2% |
125-190 |
| High |
125-285 |
125-300 |
0-015 |
0.0% |
126-070 |
| Low |
125-180 |
125-100 |
-0-080 |
-0.2% |
125-140 |
| Close |
125-265 |
125-175 |
-0-090 |
-0.2% |
125-180 |
| Range |
0-105 |
0-200 |
0-095 |
90.5% |
0-250 |
| ATR |
0-156 |
0-159 |
0-003 |
2.0% |
0-000 |
| Volume |
21,340 |
6,861 |
-14,479 |
-67.8% |
85,299 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-152 |
127-043 |
125-285 |
|
| R3 |
126-272 |
126-163 |
125-230 |
|
| R2 |
126-072 |
126-072 |
125-212 |
|
| R1 |
125-283 |
125-283 |
125-193 |
125-238 |
| PP |
125-192 |
125-192 |
125-192 |
125-169 |
| S1 |
125-083 |
125-083 |
125-157 |
125-038 |
| S2 |
124-312 |
124-312 |
125-138 |
|
| S3 |
124-112 |
124-203 |
125-120 |
|
| S4 |
123-232 |
124-003 |
125-065 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-027 |
127-193 |
125-318 |
|
| R3 |
127-097 |
126-263 |
125-249 |
|
| R2 |
126-167 |
126-167 |
125-226 |
|
| R1 |
126-013 |
126-013 |
125-203 |
125-285 |
| PP |
125-237 |
125-237 |
125-237 |
125-212 |
| S1 |
125-083 |
125-083 |
125-157 |
125-035 |
| S2 |
124-307 |
124-307 |
125-134 |
|
| S3 |
124-057 |
124-153 |
125-111 |
|
| S4 |
123-127 |
123-223 |
125-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-300 |
125-100 |
0-200 |
0.5% |
0-121 |
0.3% |
38% |
True |
True |
14,074 |
| 10 |
126-070 |
125-040 |
1-030 |
0.9% |
0-142 |
0.4% |
39% |
False |
False |
24,589 |
| 20 |
127-025 |
125-040 |
1-305 |
1.6% |
0-150 |
0.4% |
22% |
False |
False |
526,039 |
| 40 |
128-020 |
125-040 |
2-300 |
2.3% |
0-164 |
0.4% |
14% |
False |
False |
730,438 |
| 60 |
128-020 |
125-040 |
2-300 |
2.3% |
0-167 |
0.4% |
14% |
False |
False |
800,383 |
| 80 |
128-020 |
122-070 |
5-270 |
4.7% |
0-187 |
0.5% |
57% |
False |
False |
897,332 |
| 100 |
128-020 |
122-070 |
5-270 |
4.7% |
0-192 |
0.5% |
57% |
False |
False |
723,281 |
| 120 |
128-020 |
122-070 |
5-270 |
4.7% |
0-181 |
0.5% |
57% |
False |
False |
603,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-190 |
|
2.618 |
127-184 |
|
1.618 |
126-304 |
|
1.000 |
126-180 |
|
0.618 |
126-104 |
|
HIGH |
125-300 |
|
0.618 |
125-224 |
|
0.500 |
125-200 |
|
0.382 |
125-176 |
|
LOW |
125-100 |
|
0.618 |
124-296 |
|
1.000 |
124-220 |
|
1.618 |
124-096 |
|
2.618 |
123-216 |
|
4.250 |
122-210 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-200 |
125-200 |
| PP |
125-192 |
125-192 |
| S1 |
125-183 |
125-183 |
|