ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-245 |
126-300 |
0-055 |
0.1% |
126-225 |
High |
127-020 |
126-310 |
-0-030 |
-0.1% |
127-055 |
Low |
126-215 |
126-130 |
-0-085 |
-0.2% |
125-290 |
Close |
127-020 |
126-240 |
-0-100 |
-0.2% |
126-185 |
Range |
0-125 |
0-180 |
0-055 |
44.0% |
1-085 |
ATR |
0-179 |
0-181 |
0-002 |
1.3% |
0-000 |
Volume |
2,242,573 |
1,537,505 |
-705,068 |
-31.4% |
5,862,641 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-127 |
128-043 |
127-019 |
|
R3 |
127-267 |
127-183 |
126-290 |
|
R2 |
127-087 |
127-087 |
126-273 |
|
R1 |
127-003 |
127-003 |
126-256 |
126-275 |
PP |
126-227 |
126-227 |
126-227 |
126-202 |
S1 |
126-143 |
126-143 |
126-224 |
126-095 |
S2 |
126-047 |
126-047 |
126-207 |
|
S3 |
125-187 |
125-283 |
126-190 |
|
S4 |
125-007 |
125-103 |
126-141 |
|
|
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 |
127-020 |
125-290 |
1-050 |
0.9% |
0-145 |
0.4% |
73% |
False |
False |
1,605,837 |
10 |
127-055 |
125-290 |
1-085 |
1.0% |
0-161 |
0.4% |
67% |
False |
False |
1,336,375 |
20 |
127-245 |
125-230 |
2-015 |
1.6% |
0-188 |
0.5% |
50% |
False |
False |
1,175,167 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-175 |
0.4% |
48% |
False |
False |
1,026,609 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
78% |
False |
False |
1,056,301 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-196 |
0.5% |
78% |
False |
False |
892,553 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
78% |
False |
False |
714,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-115 |
2.618 |
128-141 |
1.618 |
127-281 |
1.000 |
127-170 |
0.618 |
127-101 |
HIGH |
126-310 |
0.618 |
126-241 |
0.500 |
126-220 |
0.382 |
126-199 |
LOW |
126-130 |
0.618 |
126-019 |
1.000 |
125-270 |
1.618 |
125-159 |
2.618 |
124-299 |
4.250 |
124-005 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-233 |
126-238 |
PP |
126-227 |
126-237 |
S1 |
126-220 |
126-235 |
|