ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-220 |
126-300 |
0-080 |
0.2% |
127-180 |
High |
127-020 |
127-015 |
-0-005 |
0.0% |
128-020 |
Low |
126-215 |
126-125 |
-0-090 |
-0.2% |
126-220 |
Close |
126-315 |
126-180 |
-0-135 |
-0.3% |
126-250 |
Range |
0-125 |
0-210 |
0-085 |
68.0% |
1-120 |
ATR |
0-176 |
0-178 |
0-002 |
1.4% |
0-000 |
Volume |
543,146 |
1,134,295 |
591,149 |
108.8% |
5,091,259 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-203 |
128-082 |
126-296 |
|
R3 |
127-313 |
127-192 |
126-238 |
|
R2 |
127-103 |
127-103 |
126-218 |
|
R1 |
126-302 |
126-302 |
126-199 |
126-258 |
PP |
126-213 |
126-213 |
126-213 |
126-191 |
S1 |
126-092 |
126-092 |
126-161 |
126-048 |
S2 |
126-003 |
126-003 |
126-142 |
|
S3 |
125-113 |
125-202 |
126-122 |
|
S4 |
124-223 |
124-312 |
126-064 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-097 |
130-133 |
127-172 |
|
R3 |
129-297 |
129-013 |
127-051 |
|
R2 |
128-177 |
128-177 |
127-011 |
|
R1 |
127-213 |
127-213 |
126-290 |
127-135 |
PP |
127-057 |
127-057 |
127-057 |
127-018 |
S1 |
126-093 |
126-093 |
126-210 |
126-015 |
S2 |
125-257 |
125-257 |
126-169 |
|
S3 |
124-137 |
124-293 |
126-129 |
|
S4 |
123-017 |
123-173 |
126-008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-020 |
126-125 |
1-215 |
1.3% |
0-198 |
0.5% |
10% |
False |
True |
1,101,394 |
10 |
128-020 |
126-125 |
1-215 |
1.3% |
0-152 |
0.4% |
10% |
False |
True |
909,293 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-168 |
0.4% |
41% |
False |
False |
925,238 |
40 |
128-020 |
122-255 |
5-085 |
4.2% |
0-186 |
0.5% |
72% |
False |
False |
979,722 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-205 |
0.5% |
74% |
False |
False |
868,907 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-194 |
0.5% |
74% |
False |
False |
653,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-268 |
2.618 |
128-245 |
1.618 |
128-035 |
1.000 |
127-225 |
0.618 |
127-145 |
HIGH |
127-015 |
0.618 |
126-255 |
0.500 |
126-230 |
0.382 |
126-205 |
LOW |
126-125 |
0.618 |
125-315 |
1.000 |
125-235 |
1.618 |
125-105 |
2.618 |
124-215 |
4.250 |
123-192 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-230 |
126-268 |
PP |
126-213 |
126-238 |
S1 |
126-197 |
126-209 |
|