ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-195 |
126-245 |
0-050 |
0.1% |
126-225 |
High |
126-260 |
127-020 |
0-080 |
0.2% |
127-055 |
Low |
126-135 |
126-215 |
0-080 |
0.2% |
125-290 |
Close |
126-215 |
127-020 |
0-125 |
0.3% |
126-185 |
Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-085 |
ATR |
0-183 |
0-179 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,654,732 |
2,242,573 |
587,841 |
35.5% |
5,862,641 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-033 |
127-312 |
127-089 |
|
R3 |
127-228 |
127-187 |
127-054 |
|
R2 |
127-103 |
127-103 |
127-043 |
|
R1 |
127-062 |
127-062 |
127-031 |
127-082 |
PP |
126-298 |
126-298 |
126-298 |
126-309 |
S1 |
126-257 |
126-257 |
127-009 |
126-278 |
S2 |
126-173 |
126-173 |
126-317 |
|
S3 |
126-048 |
126-132 |
126-306 |
|
S4 |
125-243 |
126-007 |
126-271 |
|
|
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 |
127-025 |
125-290 |
1-055 |
0.9% |
0-164 |
0.4% |
99% |
False |
False |
1,620,878 |
10 |
127-055 |
125-275 |
1-100 |
1.0% |
0-172 |
0.4% |
92% |
False |
False |
1,274,682 |
20 |
128-020 |
125-230 |
2-110 |
1.8% |
0-191 |
0.5% |
57% |
False |
False |
1,160,758 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-176 |
0.4% |
60% |
False |
False |
1,015,901 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
83% |
False |
False |
1,047,866 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
83% |
False |
False |
873,374 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-191 |
0.5% |
83% |
False |
False |
699,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-231 |
2.618 |
128-027 |
1.618 |
127-222 |
1.000 |
127-145 |
0.618 |
127-097 |
HIGH |
127-020 |
0.618 |
126-292 |
0.500 |
126-278 |
0.382 |
126-263 |
LOW |
126-215 |
0.618 |
126-138 |
1.000 |
126-090 |
1.618 |
126-013 |
2.618 |
125-208 |
4.250 |
125-004 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-319 |
126-298 |
PP |
126-298 |
126-257 |
S1 |
126-278 |
126-215 |
|