ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
126-200 |
126-160 |
-0-040 |
-0.1% |
126-195 |
| High |
126-225 |
126-190 |
-0-035 |
-0.1% |
127-020 |
| Low |
126-150 |
126-005 |
-0-145 |
-0.4% |
126-130 |
| Close |
126-205 |
126-050 |
-0-155 |
-0.4% |
126-205 |
| Range |
0-075 |
0-185 |
0-110 |
146.7% |
0-210 |
| ATR |
0-174 |
0-176 |
0-002 |
1.0% |
0-000 |
| Volume |
240,474 |
191,595 |
-48,879 |
-20.3% |
5,675,284 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-317 |
127-208 |
126-152 |
|
| R3 |
127-132 |
127-023 |
126-101 |
|
| R2 |
126-267 |
126-267 |
126-084 |
|
| R1 |
126-158 |
126-158 |
126-067 |
126-120 |
| PP |
126-082 |
126-082 |
126-082 |
126-062 |
| S1 |
125-293 |
125-293 |
126-033 |
125-255 |
| S2 |
125-217 |
125-217 |
126-016 |
|
| S3 |
125-032 |
125-108 |
125-319 |
|
| S4 |
124-167 |
124-243 |
125-268 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-215 |
128-100 |
127-000 |
|
| R3 |
128-005 |
127-210 |
126-263 |
|
| R2 |
127-115 |
127-115 |
126-244 |
|
| R1 |
127-000 |
127-000 |
126-224 |
127-058 |
| PP |
126-225 |
126-225 |
126-225 |
126-254 |
| S1 |
126-110 |
126-110 |
126-186 |
126-168 |
| S2 |
126-015 |
126-015 |
126-166 |
|
| S3 |
125-125 |
125-220 |
126-147 |
|
| S4 |
124-235 |
125-010 |
126-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-020 |
126-005 |
1-015 |
0.8% |
0-138 |
0.3% |
13% |
False |
True |
1,173,375 |
| 10 |
127-055 |
125-290 |
1-085 |
1.0% |
0-157 |
0.4% |
20% |
False |
False |
1,172,952 |
| 20 |
127-225 |
125-230 |
1-315 |
1.6% |
0-180 |
0.4% |
22% |
False |
False |
1,067,760 |
| 40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-172 |
0.4% |
25% |
False |
False |
990,975 |
| 60 |
128-020 |
122-250 |
5-090 |
4.2% |
0-185 |
0.5% |
64% |
False |
False |
1,012,041 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-197 |
0.5% |
67% |
False |
False |
897,818 |
| 100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
67% |
False |
False |
719,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-016 |
|
2.618 |
128-034 |
|
1.618 |
127-169 |
|
1.000 |
127-055 |
|
0.618 |
126-304 |
|
HIGH |
126-190 |
|
0.618 |
126-119 |
|
0.500 |
126-098 |
|
0.382 |
126-076 |
|
LOW |
126-005 |
|
0.618 |
125-211 |
|
1.000 |
125-140 |
|
1.618 |
125-026 |
|
2.618 |
124-161 |
|
4.250 |
123-179 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-098 |
126-158 |
| PP |
126-082 |
126-122 |
| S1 |
126-066 |
126-086 |
|