ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-225 |
127-030 |
0-125 |
0.3% |
126-025 |
| High |
127-050 |
127-055 |
0-005 |
0.0% |
126-310 |
| Low |
126-210 |
126-225 |
0-015 |
0.0% |
125-230 |
| Close |
127-015 |
126-235 |
-0-100 |
-0.2% |
126-245 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
1-080 |
| ATR |
0-190 |
0-188 |
-0-003 |
-1.5% |
0-000 |
| Volume |
739,043 |
916,513 |
177,470 |
24.0% |
4,038,441 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-088 |
127-312 |
126-318 |
|
| R3 |
127-258 |
127-162 |
126-276 |
|
| R2 |
127-108 |
127-108 |
126-262 |
|
| R1 |
127-012 |
127-012 |
126-249 |
126-305 |
| PP |
126-278 |
126-278 |
126-278 |
126-265 |
| S1 |
126-182 |
126-182 |
126-221 |
126-155 |
| S2 |
126-128 |
126-128 |
126-208 |
|
| S3 |
125-298 |
126-032 |
126-194 |
|
| S4 |
125-148 |
125-202 |
126-152 |
|
|
| 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 |
127-055 |
125-275 |
1-100 |
1.0% |
0-180 |
0.4% |
67% |
True |
False |
928,486 |
| 10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-202 |
0.5% |
51% |
False |
False |
960,380 |
| 20 |
128-020 |
125-230 |
2-110 |
1.8% |
0-176 |
0.4% |
43% |
False |
False |
934,837 |
| 40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-175 |
0.4% |
48% |
False |
False |
937,554 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-200 |
0.5% |
77% |
False |
False |
1,021,096 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-203 |
0.5% |
77% |
False |
False |
772,592 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-188 |
0.5% |
77% |
False |
False |
618,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-052 |
|
2.618 |
128-128 |
|
1.618 |
127-298 |
|
1.000 |
127-205 |
|
0.618 |
127-148 |
|
HIGH |
127-055 |
|
0.618 |
126-318 |
|
0.500 |
126-300 |
|
0.382 |
126-282 |
|
LOW |
126-225 |
|
0.618 |
126-132 |
|
1.000 |
126-075 |
|
1.618 |
125-302 |
|
2.618 |
125-152 |
|
4.250 |
124-228 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-300 |
126-280 |
| PP |
126-278 |
126-265 |
| S1 |
126-257 |
126-250 |
|