ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-090 |
125-155 |
0-065 |
0.2% |
125-110 |
| High |
125-170 |
125-255 |
0-085 |
0.2% |
125-270 |
| Low |
125-040 |
125-120 |
0-080 |
0.2% |
124-180 |
| Close |
125-125 |
125-255 |
0-130 |
0.3% |
125-090 |
| Range |
0-130 |
0-135 |
0-005 |
3.8% |
1-090 |
| ATR |
0-161 |
0-159 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,089,614 |
1,521,613 |
431,999 |
39.6% |
467,921 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-295 |
126-250 |
126-009 |
|
| R3 |
126-160 |
126-115 |
125-292 |
|
| R2 |
126-025 |
126-025 |
125-280 |
|
| R1 |
125-300 |
125-300 |
125-267 |
126-002 |
| PP |
125-210 |
125-210 |
125-210 |
125-221 |
| S1 |
125-165 |
125-165 |
125-243 |
125-188 |
| S2 |
125-075 |
125-075 |
125-230 |
|
| S3 |
124-260 |
125-030 |
125-218 |
|
| S4 |
124-125 |
124-215 |
125-181 |
|
|
| 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 |
125-255 |
124-180 |
1-075 |
1.0% |
0-169 |
0.4% |
100% |
True |
False |
609,278 |
| 10 |
125-270 |
124-180 |
1-090 |
1.0% |
0-168 |
0.4% |
96% |
False |
False |
313,045 |
| 20 |
126-250 |
124-140 |
2-110 |
1.9% |
0-175 |
0.4% |
58% |
False |
False |
159,241 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-135 |
0.3% |
62% |
False |
False |
79,907 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-102 |
0.3% |
79% |
False |
False |
53,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-189 |
|
2.618 |
126-288 |
|
1.618 |
126-153 |
|
1.000 |
126-070 |
|
0.618 |
126-018 |
|
HIGH |
125-255 |
|
0.618 |
125-203 |
|
0.500 |
125-188 |
|
0.382 |
125-172 |
|
LOW |
125-120 |
|
0.618 |
125-037 |
|
1.000 |
124-305 |
|
1.618 |
124-222 |
|
2.618 |
124-087 |
|
4.250 |
123-186 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-232 |
125-211 |
| PP |
125-210 |
125-167 |
| S1 |
125-188 |
125-122 |
|