ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-240 |
0-095 |
0.2% |
125-075 |
| High |
124-300 |
124-265 |
-0-035 |
-0.1% |
125-105 |
| Low |
124-125 |
124-120 |
-0-005 |
0.0% |
123-240 |
| Close |
124-280 |
124-165 |
-0-115 |
-0.3% |
124-070 |
| Range |
0-175 |
0-145 |
-0-030 |
-17.1% |
1-185 |
| ATR |
0-169 |
0-168 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,008,864 |
904,738 |
-104,126 |
-10.3% |
6,295,301 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-298 |
125-217 |
124-245 |
|
| R3 |
125-153 |
125-072 |
124-205 |
|
| R2 |
125-008 |
125-008 |
124-192 |
|
| R1 |
124-247 |
124-247 |
124-178 |
124-215 |
| PP |
124-183 |
124-183 |
124-183 |
124-168 |
| S1 |
124-102 |
124-102 |
124-152 |
124-070 |
| S2 |
124-038 |
124-038 |
124-138 |
|
| S3 |
123-213 |
123-277 |
124-125 |
|
| S4 |
123-068 |
123-132 |
124-085 |
|
|
| 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 |
124-300 |
123-240 |
1-060 |
1.0% |
0-174 |
0.4% |
64% |
False |
False |
1,090,436 |
| 10 |
125-230 |
123-240 |
1-310 |
1.6% |
0-168 |
0.4% |
39% |
False |
False |
1,071,958 |
| 20 |
125-270 |
123-240 |
2-030 |
1.7% |
0-168 |
0.4% |
37% |
False |
False |
692,502 |
| 40 |
126-250 |
123-240 |
3-010 |
2.4% |
0-160 |
0.4% |
25% |
False |
False |
347,875 |
| 60 |
126-250 |
123-240 |
3-010 |
2.4% |
0-120 |
0.3% |
25% |
False |
False |
231,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-241 |
|
2.618 |
126-005 |
|
1.618 |
125-180 |
|
1.000 |
125-090 |
|
0.618 |
125-035 |
|
HIGH |
124-265 |
|
0.618 |
124-210 |
|
0.500 |
124-192 |
|
0.382 |
124-175 |
|
LOW |
124-120 |
|
0.618 |
124-030 |
|
1.000 |
123-295 |
|
1.618 |
123-205 |
|
2.618 |
123-060 |
|
4.250 |
122-144 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-192 |
124-182 |
| PP |
124-183 |
124-177 |
| S1 |
124-174 |
124-171 |
|