ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-200 |
-0-100 |
-0.2% |
126-195 |
High |
126-310 |
126-225 |
-0-085 |
-0.2% |
127-020 |
Low |
126-130 |
126-150 |
0-020 |
0.0% |
126-130 |
Close |
126-240 |
126-205 |
-0-035 |
-0.1% |
126-205 |
Range |
0-180 |
0-075 |
-0-105 |
-58.3% |
0-210 |
ATR |
0-181 |
0-174 |
-0-006 |
-3.6% |
0-000 |
Volume |
1,537,505 |
240,474 |
-1,297,031 |
-84.4% |
5,675,284 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-098 |
127-067 |
126-246 |
|
R3 |
127-023 |
126-312 |
126-226 |
|
R2 |
126-268 |
126-268 |
126-219 |
|
R1 |
126-237 |
126-237 |
126-212 |
126-252 |
PP |
126-193 |
126-193 |
126-193 |
126-201 |
S1 |
126-162 |
126-162 |
126-198 |
126-178 |
S2 |
126-118 |
126-118 |
126-191 |
|
S3 |
126-043 |
126-087 |
126-184 |
|
S4 |
125-288 |
126-012 |
126-164 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-215 |
128-100 |
127-000 |
|
R3 |
128-005 |
127-210 |
126-263 |
|
R2 |
127-115 |
127-115 |
126-244 |
|
R1 |
127-000 |
127-000 |
126-224 |
127-058 |
PP |
126-225 |
126-225 |
126-225 |
126-254 |
S1 |
126-110 |
126-110 |
126-186 |
126-168 |
S2 |
126-015 |
126-015 |
126-166 |
|
S3 |
125-125 |
125-220 |
126-147 |
|
S4 |
124-235 |
125-010 |
126-090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-020 |
126-090 |
0-250 |
0.6% |
0-124 |
0.3% |
46% |
False |
False |
1,331,095 |
10 |
127-055 |
125-290 |
1-085 |
1.0% |
0-151 |
0.4% |
58% |
False |
False |
1,225,382 |
20 |
127-225 |
125-230 |
1-315 |
1.6% |
0-181 |
0.4% |
46% |
False |
False |
1,113,699 |
40 |
128-020 |
125-170 |
2-170 |
2.0% |
0-171 |
0.4% |
44% |
False |
False |
1,004,946 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-189 |
0.5% |
76% |
False |
False |
1,037,441 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-196 |
0.5% |
76% |
False |
False |
895,493 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-192 |
0.5% |
76% |
False |
False |
717,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-224 |
2.618 |
127-101 |
1.618 |
127-026 |
1.000 |
126-300 |
0.618 |
126-271 |
HIGH |
126-225 |
0.618 |
126-196 |
0.500 |
126-188 |
0.382 |
126-179 |
LOW |
126-150 |
0.618 |
126-104 |
1.000 |
126-075 |
1.618 |
126-029 |
2.618 |
125-274 |
4.250 |
125-151 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-199 |
126-235 |
PP |
126-193 |
126-225 |
S1 |
126-188 |
126-215 |
|