ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-005 |
125-285 |
-0-040 |
-0.1% |
126-220 |
| High |
126-030 |
126-245 |
0-215 |
0.5% |
127-225 |
| Low |
125-230 |
125-275 |
0-045 |
0.1% |
125-305 |
| Close |
125-290 |
126-115 |
0-145 |
0.4% |
126-035 |
| Range |
0-120 |
0-290 |
0-170 |
141.7% |
1-240 |
| ATR |
0-191 |
0-198 |
0-007 |
3.7% |
0-000 |
| Volume |
889,123 |
920,571 |
31,448 |
3.5% |
5,587,253 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-015 |
128-195 |
126-274 |
|
| R3 |
128-045 |
127-225 |
126-195 |
|
| R2 |
127-075 |
127-075 |
126-168 |
|
| R1 |
126-255 |
126-255 |
126-142 |
127-005 |
| PP |
126-105 |
126-105 |
126-105 |
126-140 |
| S1 |
125-285 |
125-285 |
126-088 |
126-035 |
| S2 |
125-135 |
125-135 |
126-062 |
|
| S3 |
124-165 |
124-315 |
126-035 |
|
| S4 |
123-195 |
124-025 |
125-276 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-268 |
130-232 |
127-023 |
|
| R3 |
130-028 |
128-312 |
126-189 |
|
| R2 |
128-108 |
128-108 |
126-138 |
|
| R1 |
127-072 |
127-072 |
126-086 |
126-290 |
| PP |
126-188 |
126-188 |
126-188 |
126-138 |
| S1 |
125-152 |
125-152 |
125-304 |
125-050 |
| S2 |
124-268 |
124-268 |
125-252 |
|
| S3 |
123-028 |
123-232 |
125-201 |
|
| S4 |
121-108 |
121-312 |
125-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-225 |
125-230 |
1-315 |
1.6% |
0-247 |
0.6% |
32% |
False |
False |
970,247 |
| 10 |
127-245 |
125-230 |
2-015 |
1.6% |
0-215 |
0.5% |
31% |
False |
False |
1,013,958 |
| 20 |
128-020 |
125-230 |
2-110 |
1.9% |
0-185 |
0.5% |
27% |
False |
False |
946,990 |
| 40 |
128-020 |
124-295 |
3-045 |
2.5% |
0-179 |
0.4% |
46% |
False |
False |
941,580 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-205 |
0.5% |
71% |
False |
False |
964,865 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-202 |
0.5% |
71% |
False |
False |
726,482 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-186 |
0.5% |
71% |
False |
False |
581,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-198 |
|
2.618 |
129-044 |
|
1.618 |
128-074 |
|
1.000 |
127-215 |
|
0.618 |
127-104 |
|
HIGH |
126-245 |
|
0.618 |
126-134 |
|
0.500 |
126-100 |
|
0.382 |
126-066 |
|
LOW |
125-275 |
|
0.618 |
125-096 |
|
1.000 |
124-305 |
|
1.618 |
124-126 |
|
2.618 |
123-156 |
|
4.250 |
122-002 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-110 |
126-102 |
| PP |
126-105 |
126-090 |
| S1 |
126-100 |
126-078 |
|