ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-125 |
126-195 |
0-070 |
0.2% |
126-225 |
High |
126-205 |
126-260 |
0-055 |
0.1% |
127-055 |
Low |
126-090 |
126-135 |
0-045 |
0.1% |
125-290 |
Close |
126-185 |
126-215 |
0-030 |
0.1% |
126-185 |
Range |
0-115 |
0-125 |
0-010 |
8.7% |
1-085 |
ATR |
0-187 |
0-183 |
-0-004 |
-2.4% |
0-000 |
Volume |
980,192 |
1,654,732 |
674,540 |
68.8% |
5,862,641 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-258 |
127-202 |
126-284 |
|
R3 |
127-133 |
127-077 |
126-249 |
|
R2 |
127-008 |
127-008 |
126-238 |
|
R1 |
126-272 |
126-272 |
126-226 |
126-300 |
PP |
126-203 |
126-203 |
126-203 |
126-218 |
S1 |
126-147 |
126-147 |
126-204 |
126-175 |
S2 |
126-078 |
126-078 |
126-192 |
|
S3 |
125-273 |
126-022 |
126-181 |
|
S4 |
125-148 |
125-217 |
126-146 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-112 |
129-233 |
127-088 |
|
R3 |
129-027 |
128-148 |
126-296 |
|
R2 |
127-262 |
127-262 |
126-259 |
|
R1 |
127-063 |
127-063 |
126-222 |
126-280 |
PP |
126-177 |
126-177 |
126-177 |
126-125 |
S1 |
125-298 |
125-298 |
126-148 |
125-195 |
S2 |
125-092 |
125-092 |
126-111 |
|
S3 |
124-007 |
124-213 |
126-074 |
|
S4 |
122-242 |
123-128 |
125-282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-055 |
125-290 |
1-085 |
1.0% |
0-169 |
0.4% |
60% |
False |
False |
1,355,666 |
10 |
127-055 |
125-230 |
1-145 |
1.1% |
0-172 |
0.4% |
66% |
False |
False |
1,139,337 |
20 |
128-020 |
125-230 |
2-110 |
1.9% |
0-190 |
0.5% |
41% |
False |
False |
1,086,809 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-176 |
0.4% |
45% |
False |
False |
987,253 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
76% |
False |
False |
1,037,854 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
76% |
False |
False |
845,419 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-190 |
0.5% |
76% |
False |
False |
677,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-151 |
2.618 |
127-267 |
1.618 |
127-142 |
1.000 |
127-065 |
0.618 |
127-017 |
HIGH |
126-260 |
0.618 |
126-212 |
0.500 |
126-198 |
0.382 |
126-183 |
LOW |
126-135 |
0.618 |
126-058 |
1.000 |
126-010 |
1.618 |
125-253 |
2.618 |
125-128 |
4.250 |
124-244 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-209 |
126-182 |
PP |
126-203 |
126-148 |
S1 |
126-198 |
126-115 |
|