ECBOT 10 Year T-Note Future March 2014
| 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 |
125-150 |
124-310 |
-0-160 |
-0.4% |
124-260 |
| High |
125-240 |
125-050 |
-0-190 |
-0.5% |
125-210 |
| Low |
124-290 |
124-180 |
-0-110 |
-0.3% |
124-140 |
| Close |
125-010 |
125-010 |
0-000 |
0.0% |
125-140 |
| Range |
0-270 |
0-190 |
-0-080 |
-29.6% |
1-070 |
| ATR |
0-165 |
0-167 |
0-002 |
1.1% |
0-000 |
| Volume |
60,887 |
77,179 |
16,292 |
26.8% |
61,926 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-223 |
126-147 |
125-114 |
|
| R3 |
126-033 |
125-277 |
125-062 |
|
| R2 |
125-163 |
125-163 |
125-045 |
|
| R1 |
125-087 |
125-087 |
125-027 |
125-125 |
| PP |
124-293 |
124-293 |
124-293 |
124-312 |
| S1 |
124-217 |
124-217 |
124-313 |
124-255 |
| S2 |
124-103 |
124-103 |
124-295 |
|
| S3 |
123-233 |
124-027 |
124-278 |
|
| S4 |
123-043 |
123-157 |
124-226 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-267 |
128-113 |
126-034 |
|
| R3 |
127-197 |
127-043 |
125-247 |
|
| R2 |
126-127 |
126-127 |
125-212 |
|
| R1 |
125-293 |
125-293 |
125-176 |
126-050 |
| PP |
125-057 |
125-057 |
125-057 |
125-095 |
| S1 |
124-223 |
124-223 |
125-104 |
124-300 |
| S2 |
123-307 |
123-307 |
125-068 |
|
| S3 |
122-237 |
123-153 |
125-033 |
|
| S4 |
121-167 |
122-083 |
124-246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-180 |
1-090 |
1.0% |
0-172 |
0.4% |
37% |
False |
True |
38,783 |
| 10 |
126-120 |
124-140 |
1-300 |
1.5% |
0-201 |
0.5% |
31% |
False |
False |
23,780 |
| 20 |
126-250 |
124-140 |
2-110 |
1.9% |
0-164 |
0.4% |
25% |
False |
False |
14,067 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-128 |
0.3% |
32% |
False |
False |
7,199 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-095 |
0.2% |
62% |
False |
False |
4,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-218 |
|
2.618 |
126-227 |
|
1.618 |
126-037 |
|
1.000 |
125-240 |
|
0.618 |
125-167 |
|
HIGH |
125-050 |
|
0.618 |
124-297 |
|
0.500 |
124-275 |
|
0.382 |
124-253 |
|
LOW |
124-180 |
|
0.618 |
124-063 |
|
1.000 |
123-310 |
|
1.618 |
123-193 |
|
2.618 |
123-003 |
|
4.250 |
122-012 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-312 |
125-060 |
| PP |
124-293 |
125-043 |
| S1 |
124-275 |
125-027 |
|