ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-215 |
126-285 |
0-070 |
0.2% |
126-025 |
| High |
126-310 |
126-310 |
0-000 |
0.0% |
126-310 |
| Low |
126-135 |
126-185 |
0-050 |
0.1% |
125-230 |
| Close |
126-270 |
126-245 |
-0-025 |
-0.1% |
126-245 |
| Range |
0-175 |
0-125 |
-0-050 |
-28.6% |
1-080 |
| ATR |
0-198 |
0-193 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,350,405 |
715,898 |
-634,507 |
-47.0% |
4,038,441 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-302 |
127-238 |
126-314 |
|
| R3 |
127-177 |
127-113 |
126-279 |
|
| R2 |
127-052 |
127-052 |
126-268 |
|
| R1 |
126-308 |
126-308 |
126-256 |
126-278 |
| PP |
126-247 |
126-247 |
126-247 |
126-231 |
| S1 |
126-183 |
126-183 |
126-234 |
126-152 |
| S2 |
126-122 |
126-122 |
126-222 |
|
| S3 |
125-317 |
126-058 |
126-211 |
|
| S4 |
125-192 |
125-253 |
126-176 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-075 |
129-240 |
127-145 |
|
| R3 |
128-315 |
128-160 |
127-035 |
|
| R2 |
127-235 |
127-235 |
126-318 |
|
| R1 |
127-080 |
127-080 |
126-282 |
127-158 |
| PP |
126-155 |
126-155 |
126-155 |
126-194 |
| S1 |
126-000 |
126-000 |
126-208 |
126-078 |
| S2 |
125-075 |
125-075 |
126-172 |
|
| S3 |
123-315 |
124-240 |
126-135 |
|
| S4 |
122-235 |
123-160 |
126-025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-310 |
125-230 |
1-080 |
1.0% |
0-159 |
0.4% |
84% |
True |
False |
807,688 |
| 10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-204 |
0.5% |
53% |
False |
False |
962,569 |
| 20 |
128-020 |
125-230 |
2-110 |
1.8% |
0-179 |
0.4% |
45% |
False |
False |
941,291 |
| 40 |
128-020 |
125-025 |
2-315 |
2.4% |
0-176 |
0.4% |
57% |
False |
False |
934,510 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-203 |
0.5% |
78% |
False |
False |
997,055 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-201 |
0.5% |
78% |
False |
False |
752,022 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-186 |
0.5% |
78% |
False |
False |
602,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-201 |
|
2.618 |
127-317 |
|
1.618 |
127-192 |
|
1.000 |
127-115 |
|
0.618 |
127-067 |
|
HIGH |
126-310 |
|
0.618 |
126-262 |
|
0.500 |
126-248 |
|
0.382 |
126-233 |
|
LOW |
126-185 |
|
0.618 |
126-108 |
|
1.000 |
126-060 |
|
1.618 |
125-303 |
|
2.618 |
125-178 |
|
4.250 |
124-294 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-248 |
126-208 |
| PP |
126-247 |
126-170 |
| S1 |
126-246 |
126-132 |
|