ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-025 |
126-005 |
-0-020 |
0.0% |
126-220 |
High |
126-085 |
126-030 |
-0-055 |
-0.1% |
127-225 |
Low |
126-000 |
125-230 |
-0-090 |
-0.2% |
125-305 |
Close |
126-010 |
125-290 |
-0-040 |
-0.1% |
126-035 |
Range |
0-085 |
0-120 |
0-035 |
41.2% |
1-240 |
ATR |
0-197 |
0-191 |
-0-005 |
-2.8% |
0-000 |
Volume |
162,444 |
889,123 |
726,679 |
447.3% |
5,587,253 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-010 |
126-270 |
126-036 |
|
R3 |
126-210 |
126-150 |
126-003 |
|
R2 |
126-090 |
126-090 |
125-312 |
|
R1 |
126-030 |
126-030 |
125-301 |
126-000 |
PP |
125-290 |
125-290 |
125-290 |
125-275 |
S1 |
125-230 |
125-230 |
125-279 |
125-200 |
S2 |
125-170 |
125-170 |
125-268 |
|
S3 |
125-050 |
125-110 |
125-257 |
|
S4 |
124-250 |
124-310 |
125-224 |
|
|
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 |
125-230 |
1-315 |
1.6% |
0-223 |
0.6% |
9% |
False |
True |
992,275 |
10 |
128-020 |
125-230 |
2-110 |
1.9% |
0-210 |
0.5% |
8% |
False |
True |
1,046,834 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-183 |
0.5% |
15% |
False |
False |
959,197 |
40 |
128-020 |
123-235 |
4-105 |
3.4% |
0-189 |
0.5% |
50% |
False |
False |
963,444 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-204 |
0.5% |
63% |
False |
False |
950,000 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-200 |
0.5% |
63% |
False |
False |
714,997 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-183 |
0.5% |
63% |
False |
False |
572,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-220 |
2.618 |
127-024 |
1.618 |
126-224 |
1.000 |
126-150 |
0.618 |
126-104 |
HIGH |
126-030 |
0.618 |
125-304 |
0.500 |
125-290 |
0.382 |
125-276 |
LOW |
125-230 |
0.618 |
125-156 |
1.000 |
125-110 |
1.618 |
125-036 |
2.618 |
124-236 |
4.250 |
124-040 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
125-290 |
126-228 |
PP |
125-290 |
126-142 |
S1 |
125-290 |
126-056 |
|