ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
127-030 |
126-235 |
-0-115 |
-0.3% |
126-025 |
| High |
127-055 |
127-025 |
-0-030 |
-0.1% |
126-310 |
| Low |
126-225 |
126-070 |
-0-155 |
-0.4% |
125-230 |
| Close |
126-235 |
126-115 |
-0-120 |
-0.3% |
126-245 |
| Range |
0-150 |
0-275 |
0-125 |
83.3% |
1-080 |
| ATR |
0-188 |
0-194 |
0-006 |
3.3% |
0-000 |
| Volume |
916,513 |
1,612,710 |
696,197 |
76.0% |
4,038,441 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-042 |
128-193 |
126-266 |
|
| R3 |
128-087 |
127-238 |
126-191 |
|
| R2 |
127-132 |
127-132 |
126-165 |
|
| R1 |
126-283 |
126-283 |
126-140 |
126-230 |
| PP |
126-177 |
126-177 |
126-177 |
126-150 |
| S1 |
126-008 |
126-008 |
126-090 |
125-275 |
| S2 |
125-222 |
125-222 |
126-065 |
|
| S3 |
124-267 |
125-053 |
126-039 |
|
| S4 |
123-312 |
124-098 |
125-284 |
|
|
| 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 |
126-070 |
0-305 |
0.8% |
0-177 |
0.4% |
15% |
False |
True |
1,066,913 |
| 10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-212 |
0.5% |
32% |
False |
False |
1,018,580 |
| 20 |
128-020 |
125-230 |
2-110 |
1.9% |
0-185 |
0.5% |
27% |
False |
False |
971,958 |
| 40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-178 |
0.4% |
33% |
False |
False |
953,426 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-199 |
0.5% |
71% |
False |
False |
1,034,090 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-205 |
0.5% |
71% |
False |
False |
792,633 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-190 |
0.5% |
71% |
False |
False |
634,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-234 |
|
2.618 |
129-105 |
|
1.618 |
128-150 |
|
1.000 |
127-300 |
|
0.618 |
127-195 |
|
HIGH |
127-025 |
|
0.618 |
126-240 |
|
0.500 |
126-208 |
|
0.382 |
126-175 |
|
LOW |
126-070 |
|
0.618 |
125-220 |
|
1.000 |
125-115 |
|
1.618 |
124-265 |
|
2.618 |
123-310 |
|
4.250 |
122-181 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-208 |
126-222 |
| PP |
126-177 |
126-187 |
| S1 |
126-146 |
126-151 |
|