ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
127-060 |
126-025 |
-1-035 |
-0.9% |
126-220 |
High |
127-225 |
126-085 |
-1-140 |
-1.1% |
127-225 |
Low |
125-305 |
126-000 |
0-015 |
0.0% |
125-305 |
Close |
126-035 |
126-010 |
-0-025 |
-0.1% |
126-035 |
Range |
1-240 |
0-085 |
-1-155 |
-84.8% |
1-240 |
ATR |
0-205 |
0-197 |
-0-009 |
-4.2% |
0-000 |
Volume |
1,609,004 |
162,444 |
-1,446,560 |
-89.9% |
5,587,253 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-287 |
126-233 |
126-057 |
|
R3 |
126-202 |
126-148 |
126-033 |
|
R2 |
126-117 |
126-117 |
126-026 |
|
R1 |
126-063 |
126-063 |
126-018 |
126-048 |
PP |
126-032 |
126-032 |
126-032 |
126-024 |
S1 |
125-298 |
125-298 |
126-002 |
125-282 |
S2 |
125-267 |
125-267 |
125-314 |
|
S3 |
125-182 |
125-213 |
125-307 |
|
S4 |
125-097 |
125-128 |
125-283 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-268 |
130-232 |
127-023 |
|
R3 |
130-028 |
128-312 |
126-189 |
|
R2 |
128-108 |
128-108 |
126-138 |
|
R1 |
127-072 |
127-072 |
126-086 |
126-290 |
PP |
126-188 |
126-188 |
126-188 |
126-138 |
S1 |
125-152 |
125-152 |
125-304 |
125-050 |
S2 |
124-268 |
124-268 |
125-252 |
|
S3 |
123-028 |
123-232 |
125-201 |
|
S4 |
121-108 |
121-312 |
125-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-225 |
125-305 |
1-240 |
1.4% |
0-241 |
0.6% |
4% |
False |
False |
1,041,310 |
10 |
128-020 |
125-305 |
2-035 |
1.7% |
0-208 |
0.5% |
4% |
False |
False |
1,034,282 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-184 |
0.5% |
20% |
False |
False |
959,737 |
40 |
128-020 |
123-235 |
4-105 |
3.4% |
0-189 |
0.5% |
53% |
False |
False |
962,535 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-205 |
0.5% |
65% |
False |
False |
935,594 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-199 |
0.5% |
65% |
False |
False |
703,890 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-181 |
0.4% |
65% |
False |
False |
563,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-126 |
2.618 |
126-308 |
1.618 |
126-223 |
1.000 |
126-170 |
0.618 |
126-138 |
HIGH |
126-085 |
0.618 |
126-053 |
0.500 |
126-042 |
0.382 |
126-032 |
LOW |
126-000 |
0.618 |
125-267 |
1.000 |
125-235 |
1.618 |
125-182 |
2.618 |
125-097 |
4.250 |
124-279 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-042 |
126-265 |
PP |
126-032 |
126-180 |
S1 |
126-021 |
126-095 |
|