ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-235 |
126-090 |
-0-145 |
-0.4% |
126-025 |
| High |
127-025 |
126-150 |
-0-195 |
-0.5% |
126-310 |
| Low |
126-070 |
125-290 |
-0-100 |
-0.2% |
125-230 |
| Close |
126-115 |
126-115 |
0-000 |
0.0% |
126-245 |
| Range |
0-275 |
0-180 |
-0-095 |
-34.5% |
1-080 |
| ATR |
0-194 |
0-193 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,612,710 |
1,614,183 |
1,473 |
0.1% |
4,038,441 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-298 |
127-227 |
126-214 |
|
| R3 |
127-118 |
127-047 |
126-164 |
|
| R2 |
126-258 |
126-258 |
126-148 |
|
| R1 |
126-187 |
126-187 |
126-132 |
126-222 |
| PP |
126-078 |
126-078 |
126-078 |
126-096 |
| S1 |
126-007 |
126-007 |
126-098 |
126-042 |
| S2 |
125-218 |
125-218 |
126-082 |
|
| S3 |
125-038 |
125-147 |
126-066 |
|
| S4 |
124-178 |
124-287 |
126-016 |
|
|
| 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 |
125-290 |
1-085 |
1.0% |
0-178 |
0.4% |
36% |
False |
True |
1,119,669 |
| 10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-212 |
0.5% |
32% |
False |
False |
1,052,989 |
| 20 |
128-020 |
125-230 |
2-110 |
1.9% |
0-188 |
0.5% |
27% |
False |
False |
1,010,425 |
| 40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-180 |
0.4% |
33% |
False |
False |
970,563 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-198 |
0.5% |
71% |
False |
False |
1,035,608 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-202 |
0.5% |
71% |
False |
False |
812,746 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
71% |
False |
False |
650,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-275 |
|
2.618 |
127-301 |
|
1.618 |
127-121 |
|
1.000 |
127-010 |
|
0.618 |
126-261 |
|
HIGH |
126-150 |
|
0.618 |
126-081 |
|
0.500 |
126-060 |
|
0.382 |
126-039 |
|
LOW |
125-290 |
|
0.618 |
125-179 |
|
1.000 |
125-110 |
|
1.618 |
124-319 |
|
2.618 |
124-139 |
|
4.250 |
123-165 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-097 |
126-172 |
| PP |
126-078 |
126-153 |
| S1 |
126-060 |
126-134 |
|