ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-020 |
125-090 |
0-070 |
0.2% |
125-110 |
| High |
125-110 |
125-170 |
0-060 |
0.1% |
125-270 |
| Low |
124-310 |
125-040 |
0-050 |
0.1% |
124-180 |
| Close |
125-090 |
125-125 |
0-035 |
0.1% |
125-090 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
1-090 |
| ATR |
0-164 |
0-161 |
-0-002 |
-1.5% |
0-000 |
| Volume |
297,101 |
1,089,614 |
792,513 |
266.7% |
467,921 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-182 |
126-123 |
125-196 |
|
| R3 |
126-052 |
125-313 |
125-161 |
|
| R2 |
125-242 |
125-242 |
125-149 |
|
| R1 |
125-183 |
125-183 |
125-137 |
125-212 |
| PP |
125-112 |
125-112 |
125-112 |
125-126 |
| S1 |
125-053 |
125-053 |
125-113 |
125-082 |
| S2 |
124-302 |
124-302 |
125-101 |
|
| S3 |
124-172 |
124-243 |
125-089 |
|
| S4 |
124-042 |
124-113 |
125-054 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-023 |
128-147 |
125-316 |
|
| R3 |
127-253 |
127-057 |
125-203 |
|
| R2 |
126-163 |
126-163 |
125-165 |
|
| R1 |
125-287 |
125-287 |
125-128 |
125-180 |
| PP |
125-073 |
125-073 |
125-073 |
125-020 |
| S1 |
124-197 |
124-197 |
125-052 |
124-090 |
| S2 |
123-303 |
123-303 |
125-015 |
|
| S3 |
122-213 |
123-107 |
124-297 |
|
| S4 |
121-123 |
122-017 |
124-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-260 |
124-180 |
1-080 |
1.0% |
0-168 |
0.4% |
66% |
False |
False |
310,015 |
| 10 |
125-270 |
124-140 |
1-130 |
1.1% |
0-164 |
0.4% |
68% |
False |
False |
160,934 |
| 20 |
126-250 |
124-140 |
2-110 |
1.9% |
0-173 |
0.4% |
41% |
False |
False |
83,316 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-132 |
0.3% |
46% |
False |
False |
41,867 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-100 |
0.2% |
70% |
False |
False |
27,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-082 |
|
2.618 |
126-190 |
|
1.618 |
126-060 |
|
1.000 |
125-300 |
|
0.618 |
125-250 |
|
HIGH |
125-170 |
|
0.618 |
125-120 |
|
0.500 |
125-105 |
|
0.382 |
125-090 |
|
LOW |
125-040 |
|
0.618 |
124-280 |
|
1.000 |
124-230 |
|
1.618 |
124-150 |
|
2.618 |
124-020 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-118 |
125-088 |
| PP |
125-112 |
125-052 |
| S1 |
125-105 |
125-015 |
|