ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-095 |
124-145 |
0-050 |
0.1% |
125-075 |
| High |
124-190 |
124-300 |
0-110 |
0.3% |
125-105 |
| Low |
124-065 |
124-125 |
0-060 |
0.2% |
123-240 |
| Close |
124-110 |
124-280 |
0-170 |
0.4% |
124-070 |
| Range |
0-125 |
0-175 |
0-050 |
40.0% |
1-185 |
| ATR |
0-168 |
0-169 |
0-002 |
1.0% |
0-000 |
| Volume |
702,113 |
1,008,864 |
306,751 |
43.7% |
6,295,301 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-120 |
126-055 |
125-056 |
|
| R3 |
125-265 |
125-200 |
125-008 |
|
| R2 |
125-090 |
125-090 |
124-312 |
|
| R1 |
125-025 |
125-025 |
124-296 |
125-058 |
| PP |
124-235 |
124-235 |
124-235 |
124-251 |
| S1 |
124-170 |
124-170 |
124-264 |
124-202 |
| S2 |
124-060 |
124-060 |
124-248 |
|
| S3 |
123-205 |
123-315 |
124-232 |
|
| S4 |
123-030 |
123-140 |
124-184 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-053 |
128-087 |
125-028 |
|
| R3 |
127-188 |
126-222 |
124-209 |
|
| R2 |
126-003 |
126-003 |
124-163 |
|
| R1 |
125-037 |
125-037 |
124-116 |
124-248 |
| PP |
124-138 |
124-138 |
124-138 |
124-084 |
| S1 |
123-172 |
123-172 |
124-024 |
123-062 |
| S2 |
122-273 |
122-273 |
123-297 |
|
| S3 |
121-088 |
121-307 |
123-251 |
|
| S4 |
119-223 |
120-122 |
123-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-035 |
123-240 |
1-115 |
1.1% |
0-188 |
0.5% |
83% |
False |
False |
1,191,415 |
| 10 |
125-255 |
123-240 |
2-015 |
1.6% |
0-168 |
0.4% |
55% |
False |
False |
1,133,646 |
| 20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-166 |
0.4% |
54% |
False |
False |
647,290 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-157 |
0.4% |
37% |
False |
False |
325,257 |
| 60 |
126-250 |
123-090 |
3-160 |
2.8% |
0-119 |
0.3% |
46% |
False |
False |
216,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-084 |
|
2.618 |
126-118 |
|
1.618 |
125-263 |
|
1.000 |
125-155 |
|
0.618 |
125-088 |
|
HIGH |
124-300 |
|
0.618 |
124-233 |
|
0.500 |
124-212 |
|
0.382 |
124-192 |
|
LOW |
124-125 |
|
0.618 |
124-017 |
|
1.000 |
123-270 |
|
1.618 |
123-162 |
|
2.618 |
122-307 |
|
4.250 |
122-021 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-258 |
124-223 |
| PP |
124-235 |
124-167 |
| S1 |
124-212 |
124-110 |
|