ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-155 |
125-220 |
0-065 |
0.2% |
125-110 |
| High |
125-255 |
125-230 |
-0-025 |
-0.1% |
125-270 |
| Low |
125-120 |
125-040 |
-0-080 |
-0.2% |
124-180 |
| Close |
125-255 |
125-155 |
-0-100 |
-0.2% |
125-090 |
| Range |
0-135 |
0-190 |
0-055 |
40.7% |
1-090 |
| ATR |
0-159 |
0-163 |
0-004 |
2.5% |
0-000 |
| Volume |
1,521,613 |
1,183,353 |
-338,260 |
-22.2% |
467,921 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-072 |
126-303 |
125-260 |
|
| R3 |
126-202 |
126-113 |
125-207 |
|
| R2 |
126-012 |
126-012 |
125-190 |
|
| R1 |
125-243 |
125-243 |
125-172 |
125-192 |
| PP |
125-142 |
125-142 |
125-142 |
125-116 |
| S1 |
125-053 |
125-053 |
125-138 |
125-002 |
| S2 |
124-272 |
124-272 |
125-120 |
|
| S3 |
124-082 |
124-183 |
125-103 |
|
| S4 |
123-212 |
123-313 |
125-050 |
|
|
| 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% |
0-153 |
0.4% |
75% |
False |
False |
833,772 |
| 10 |
125-270 |
124-180 |
1-090 |
1.0% |
0-160 |
0.4% |
72% |
False |
False |
430,025 |
| 20 |
126-150 |
124-140 |
2-010 |
1.6% |
0-176 |
0.4% |
52% |
False |
False |
218,229 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-137 |
0.3% |
49% |
False |
False |
109,490 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-105 |
0.3% |
72% |
False |
False |
72,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-078 |
|
2.618 |
127-087 |
|
1.618 |
126-217 |
|
1.000 |
126-100 |
|
0.618 |
126-027 |
|
HIGH |
125-230 |
|
0.618 |
125-157 |
|
0.500 |
125-135 |
|
0.382 |
125-113 |
|
LOW |
125-040 |
|
0.618 |
124-243 |
|
1.000 |
124-170 |
|
1.618 |
124-053 |
|
2.618 |
123-183 |
|
4.250 |
122-192 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-148 |
125-152 |
| PP |
125-142 |
125-150 |
| S1 |
125-135 |
125-148 |
|