ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
125-115 |
-0-105 |
-0.3% |
125-090 |
| High |
125-230 |
125-145 |
-0-085 |
-0.2% |
125-255 |
| Low |
125-040 |
125-060 |
0-020 |
0.0% |
125-040 |
| Close |
125-155 |
125-120 |
-0-035 |
-0.1% |
125-120 |
| Range |
0-190 |
0-085 |
-0-105 |
-55.3% |
0-215 |
| ATR |
0-163 |
0-158 |
-0-005 |
-3.0% |
0-000 |
| Volume |
1,183,353 |
625,219 |
-558,134 |
-47.2% |
4,419,799 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-043 |
126-007 |
125-167 |
|
| R3 |
125-278 |
125-242 |
125-143 |
|
| R2 |
125-193 |
125-193 |
125-136 |
|
| R1 |
125-157 |
125-157 |
125-128 |
125-175 |
| PP |
125-108 |
125-108 |
125-108 |
125-118 |
| S1 |
125-072 |
125-072 |
125-112 |
125-090 |
| S2 |
125-023 |
125-023 |
125-104 |
|
| S3 |
124-258 |
124-307 |
125-097 |
|
| S4 |
124-173 |
124-222 |
125-073 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-143 |
127-027 |
125-238 |
|
| R3 |
126-248 |
126-132 |
125-179 |
|
| R2 |
126-033 |
126-033 |
125-159 |
|
| R1 |
125-237 |
125-237 |
125-140 |
125-295 |
| PP |
125-138 |
125-138 |
125-138 |
125-168 |
| S1 |
125-022 |
125-022 |
125-100 |
125-080 |
| S2 |
124-243 |
124-243 |
125-081 |
|
| S3 |
124-028 |
124-127 |
125-061 |
|
| S4 |
123-133 |
123-232 |
125-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-255 |
124-310 |
0-265 |
0.7% |
0-132 |
0.3% |
49% |
False |
False |
943,380 |
| 10 |
125-270 |
124-180 |
1-090 |
1.0% |
0-152 |
0.4% |
63% |
False |
False |
491,081 |
| 20 |
126-120 |
124-140 |
1-300 |
1.5% |
0-170 |
0.4% |
48% |
False |
False |
249,200 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-137 |
0.3% |
45% |
False |
False |
125,121 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-106 |
0.3% |
70% |
False |
False |
83,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-186 |
|
2.618 |
126-048 |
|
1.618 |
125-283 |
|
1.000 |
125-230 |
|
0.618 |
125-198 |
|
HIGH |
125-145 |
|
0.618 |
125-113 |
|
0.500 |
125-102 |
|
0.382 |
125-092 |
|
LOW |
125-060 |
|
0.618 |
125-007 |
|
1.000 |
124-295 |
|
1.618 |
124-242 |
|
2.618 |
124-157 |
|
4.250 |
124-019 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-114 |
125-148 |
| PP |
125-108 |
125-138 |
| S1 |
125-102 |
125-129 |
|