ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-285 |
126-215 |
0-250 |
0.6% |
126-220 |
| High |
126-245 |
126-310 |
0-065 |
0.2% |
127-225 |
| Low |
125-275 |
126-135 |
0-180 |
0.4% |
125-305 |
| Close |
126-115 |
126-270 |
0-155 |
0.4% |
126-035 |
| Range |
0-290 |
0-175 |
-0-115 |
-39.7% |
1-240 |
| ATR |
0-198 |
0-198 |
0-000 |
-0.1% |
0-000 |
| Volume |
920,571 |
1,350,405 |
429,834 |
46.7% |
5,587,253 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-123 |
128-052 |
127-046 |
|
| R3 |
127-268 |
127-197 |
126-318 |
|
| R2 |
127-093 |
127-093 |
126-302 |
|
| R1 |
127-022 |
127-022 |
126-286 |
127-058 |
| PP |
126-238 |
126-238 |
126-238 |
126-256 |
| S1 |
126-167 |
126-167 |
126-254 |
126-202 |
| S2 |
126-063 |
126-063 |
126-238 |
|
| S3 |
125-208 |
125-312 |
126-222 |
|
| S4 |
125-033 |
125-137 |
126-174 |
|
|
| 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% |
0-246 |
0.6% |
57% |
False |
False |
986,309 |
| 10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-210 |
0.5% |
57% |
False |
False |
1,002,016 |
| 20 |
128-020 |
125-230 |
2-110 |
1.8% |
0-182 |
0.4% |
48% |
False |
False |
955,017 |
| 40 |
128-020 |
124-295 |
3-045 |
2.5% |
0-177 |
0.4% |
61% |
False |
False |
939,407 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-204 |
0.5% |
79% |
False |
False |
986,658 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-201 |
0.5% |
79% |
False |
False |
743,276 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-185 |
0.5% |
79% |
False |
False |
594,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-094 |
|
2.618 |
128-128 |
|
1.618 |
127-273 |
|
1.000 |
127-165 |
|
0.618 |
127-098 |
|
HIGH |
126-310 |
|
0.618 |
126-243 |
|
0.500 |
126-222 |
|
0.382 |
126-202 |
|
LOW |
126-135 |
|
0.618 |
126-027 |
|
1.000 |
125-280 |
|
1.618 |
125-172 |
|
2.618 |
124-317 |
|
4.250 |
124-031 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-254 |
126-217 |
| PP |
126-238 |
126-163 |
| S1 |
126-222 |
126-110 |
|