ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-175 |
-0-125 |
-0.3% |
127-180 |
High |
127-015 |
127-010 |
-0-005 |
0.0% |
128-020 |
Low |
126-125 |
126-160 |
0-035 |
0.1% |
126-220 |
Close |
126-180 |
126-295 |
0-115 |
0.3% |
126-250 |
Range |
0-210 |
0-170 |
-0-040 |
-19.0% |
1-120 |
ATR |
0-178 |
0-178 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,134,295 |
1,030,712 |
-103,583 |
-9.1% |
5,091,259 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-132 |
128-063 |
127-068 |
|
R3 |
127-282 |
127-213 |
127-022 |
|
R2 |
127-112 |
127-112 |
127-006 |
|
R1 |
127-043 |
127-043 |
126-311 |
127-078 |
PP |
126-262 |
126-262 |
126-262 |
126-279 |
S1 |
126-193 |
126-193 |
126-279 |
126-228 |
S2 |
126-092 |
126-092 |
126-264 |
|
S3 |
125-242 |
126-023 |
126-248 |
|
S4 |
125-072 |
125-173 |
126-202 |
|
|
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 |
127-245 |
126-125 |
1-120 |
1.1% |
0-183 |
0.5% |
39% |
False |
False |
1,057,669 |
10 |
128-020 |
126-125 |
1-215 |
1.3% |
0-158 |
0.4% |
32% |
False |
False |
925,335 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-169 |
0.4% |
55% |
False |
False |
926,023 |
40 |
128-020 |
122-300 |
5-040 |
4.0% |
0-185 |
0.5% |
78% |
False |
False |
973,703 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-202 |
0.5% |
80% |
False |
False |
885,945 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-196 |
0.5% |
80% |
False |
False |
665,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-092 |
2.618 |
128-135 |
1.618 |
127-285 |
1.000 |
127-180 |
0.618 |
127-115 |
HIGH |
127-010 |
0.618 |
126-265 |
0.500 |
126-245 |
0.382 |
126-225 |
LOW |
126-160 |
0.618 |
126-055 |
1.000 |
125-310 |
1.618 |
125-205 |
2.618 |
125-035 |
4.250 |
124-078 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-278 |
126-274 |
PP |
126-262 |
126-253 |
S1 |
126-245 |
126-232 |
|