ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-125 |
0-035 |
0.1% |
126-225 |
| High |
126-150 |
126-205 |
0-055 |
0.1% |
127-055 |
| Low |
125-290 |
126-090 |
0-120 |
0.3% |
125-290 |
| Close |
126-115 |
126-185 |
0-070 |
0.2% |
126-185 |
| Range |
0-180 |
0-115 |
-0-065 |
-36.1% |
1-085 |
| ATR |
0-193 |
0-187 |
-0-006 |
-2.9% |
0-000 |
| Volume |
1,614,183 |
980,192 |
-633,991 |
-39.3% |
5,862,641 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-185 |
127-140 |
126-248 |
|
| R3 |
127-070 |
127-025 |
126-217 |
|
| R2 |
126-275 |
126-275 |
126-206 |
|
| R1 |
126-230 |
126-230 |
126-196 |
126-252 |
| PP |
126-160 |
126-160 |
126-160 |
126-171 |
| S1 |
126-115 |
126-115 |
126-174 |
126-138 |
| S2 |
126-045 |
126-045 |
126-164 |
|
| S3 |
125-250 |
126-000 |
126-153 |
|
| S4 |
125-135 |
125-205 |
126-122 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-112 |
129-233 |
127-088 |
|
| R3 |
129-027 |
128-148 |
126-296 |
|
| R2 |
127-262 |
127-262 |
126-259 |
|
| R1 |
127-063 |
127-063 |
126-222 |
126-280 |
| PP |
126-177 |
126-177 |
126-177 |
126-125 |
| S1 |
125-298 |
125-298 |
126-148 |
125-195 |
| S2 |
125-092 |
125-092 |
126-111 |
|
| S3 |
124-007 |
124-213 |
126-074 |
|
| S4 |
122-242 |
123-128 |
125-282 |
|
|
| 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% |
0-176 |
0.4% |
53% |
False |
False |
1,172,528 |
| 10 |
127-055 |
125-230 |
1-145 |
1.1% |
0-168 |
0.4% |
59% |
False |
False |
990,108 |
| 20 |
128-020 |
125-230 |
2-110 |
1.9% |
0-188 |
0.5% |
37% |
False |
False |
1,028,979 |
| 40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-178 |
0.4% |
41% |
False |
False |
973,341 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-196 |
0.5% |
75% |
False |
False |
1,031,847 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-199 |
0.5% |
75% |
False |
False |
824,849 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
75% |
False |
False |
660,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-054 |
|
2.618 |
127-186 |
|
1.618 |
127-071 |
|
1.000 |
127-000 |
|
0.618 |
126-276 |
|
HIGH |
126-205 |
|
0.618 |
126-161 |
|
0.500 |
126-148 |
|
0.382 |
126-134 |
|
LOW |
126-090 |
|
0.618 |
126-019 |
|
1.000 |
125-295 |
|
1.618 |
125-224 |
|
2.618 |
125-109 |
|
4.250 |
124-241 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-172 |
126-176 |
| PP |
126-160 |
126-167 |
| S1 |
126-148 |
126-158 |
|