ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-285 |
126-225 |
-0-060 |
-0.1% |
126-025 |
High |
126-310 |
127-050 |
0-060 |
0.1% |
126-310 |
Low |
126-185 |
126-210 |
0-025 |
0.1% |
125-230 |
Close |
126-245 |
127-015 |
0-090 |
0.2% |
126-245 |
Range |
0-125 |
0-160 |
0-035 |
28.0% |
1-080 |
ATR |
0-193 |
0-190 |
-0-002 |
-1.2% |
0-000 |
Volume |
715,898 |
739,043 |
23,145 |
3.2% |
4,038,441 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-145 |
128-080 |
127-103 |
|
R3 |
127-305 |
127-240 |
127-059 |
|
R2 |
127-145 |
127-145 |
127-044 |
|
R1 |
127-080 |
127-080 |
127-030 |
127-112 |
PP |
126-305 |
126-305 |
126-305 |
127-001 |
S1 |
126-240 |
126-240 |
127-000 |
126-272 |
S2 |
126-145 |
126-145 |
126-306 |
|
S3 |
125-305 |
126-080 |
126-291 |
|
S4 |
125-145 |
125-240 |
126-247 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-075 |
129-240 |
127-145 |
|
R3 |
128-315 |
128-160 |
127-035 |
|
R2 |
127-235 |
127-235 |
126-318 |
|
R1 |
127-080 |
127-080 |
126-282 |
127-158 |
PP |
126-155 |
126-155 |
126-155 |
126-194 |
S1 |
126-000 |
126-000 |
126-208 |
126-078 |
S2 |
125-075 |
125-075 |
126-172 |
|
S3 |
123-315 |
124-240 |
126-135 |
|
S4 |
122-235 |
123-160 |
126-025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-050 |
125-230 |
1-140 |
1.1% |
0-174 |
0.4% |
92% |
True |
False |
923,008 |
10 |
127-225 |
125-230 |
1-315 |
1.6% |
0-208 |
0.5% |
67% |
False |
False |
982,159 |
20 |
128-020 |
125-230 |
2-110 |
1.8% |
0-182 |
0.4% |
57% |
False |
False |
948,346 |
40 |
128-020 |
125-160 |
2-180 |
2.0% |
0-176 |
0.4% |
60% |
False |
False |
936,887 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-200 |
0.5% |
83% |
False |
False |
1,007,908 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-202 |
0.5% |
83% |
False |
False |
761,192 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-186 |
0.5% |
83% |
False |
False |
609,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-090 |
2.618 |
128-149 |
1.618 |
127-309 |
1.000 |
127-210 |
0.618 |
127-149 |
HIGH |
127-050 |
0.618 |
126-309 |
0.500 |
126-290 |
0.382 |
126-271 |
LOW |
126-210 |
0.618 |
126-111 |
1.000 |
126-050 |
1.618 |
125-271 |
2.618 |
125-111 |
4.250 |
124-170 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
127-000 |
126-308 |
PP |
126-305 |
126-280 |
S1 |
126-290 |
126-252 |
|