ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-075 |
124-095 |
0-020 |
0.1% |
124-095 |
| High |
124-130 |
124-160 |
0-030 |
0.1% |
124-300 |
| Low |
124-040 |
124-045 |
0-005 |
0.0% |
124-035 |
| Close |
124-085 |
124-075 |
-0-010 |
0.0% |
124-085 |
| Range |
0-090 |
0-115 |
0-025 |
27.8% |
0-265 |
| ATR |
0-161 |
0-158 |
-0-003 |
-2.0% |
0-000 |
| Volume |
627,047 |
634,511 |
7,464 |
1.2% |
4,274,908 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
125-052 |
124-138 |
|
| R3 |
125-003 |
124-257 |
124-107 |
|
| R2 |
124-208 |
124-208 |
124-096 |
|
| R1 |
124-142 |
124-142 |
124-086 |
124-118 |
| PP |
124-093 |
124-093 |
124-093 |
124-081 |
| S1 |
124-027 |
124-027 |
124-064 |
124-002 |
| S2 |
123-298 |
123-298 |
124-054 |
|
| S3 |
123-183 |
123-232 |
124-043 |
|
| S4 |
123-068 |
123-117 |
124-012 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-295 |
126-135 |
124-231 |
|
| R3 |
126-030 |
125-190 |
124-158 |
|
| R2 |
125-085 |
125-085 |
124-134 |
|
| R1 |
124-245 |
124-245 |
124-109 |
124-192 |
| PP |
124-140 |
124-140 |
124-140 |
124-114 |
| S1 |
123-300 |
123-300 |
124-061 |
123-248 |
| S2 |
123-195 |
123-195 |
124-036 |
|
| S3 |
122-250 |
123-035 |
124-012 |
|
| S4 |
121-305 |
122-090 |
123-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
124-035 |
0-265 |
0.7% |
0-133 |
0.3% |
15% |
False |
False |
841,461 |
| 10 |
125-070 |
123-240 |
1-150 |
1.2% |
0-156 |
0.4% |
33% |
False |
False |
1,003,459 |
| 20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-158 |
0.4% |
23% |
False |
False |
804,622 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-154 |
0.4% |
16% |
False |
False |
405,176 |
| 60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-126 |
0.3% |
16% |
False |
False |
270,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-009 |
|
2.618 |
125-141 |
|
1.618 |
125-026 |
|
1.000 |
124-275 |
|
0.618 |
124-231 |
|
HIGH |
124-160 |
|
0.618 |
124-116 |
|
0.500 |
124-102 |
|
0.382 |
124-089 |
|
LOW |
124-045 |
|
0.618 |
123-294 |
|
1.000 |
123-250 |
|
1.618 |
123-179 |
|
2.618 |
123-064 |
|
4.250 |
122-196 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-102 |
124-105 |
| PP |
124-093 |
124-095 |
| S1 |
124-084 |
124-085 |
|