ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
124-180 |
125-120 |
0-260 |
0.7% |
125-150 |
High |
125-140 |
125-190 |
0-050 |
0.1% |
126-120 |
Low |
124-180 |
125-030 |
0-170 |
0.4% |
124-210 |
Close |
125-010 |
125-160 |
0-150 |
0.4% |
124-250 |
Range |
0-280 |
0-160 |
-0-120 |
-42.9% |
1-230 |
ATR |
0-162 |
0-163 |
0-001 |
0.8% |
0-000 |
Volume |
13,554 |
14,657 |
1,103 |
8.1% |
26,235 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-287 |
126-223 |
125-248 |
|
R3 |
126-127 |
126-063 |
125-204 |
|
R2 |
125-287 |
125-287 |
125-189 |
|
R1 |
125-223 |
125-223 |
125-175 |
125-255 |
PP |
125-127 |
125-127 |
125-127 |
125-142 |
S1 |
125-063 |
125-063 |
125-145 |
125-095 |
S2 |
124-287 |
124-287 |
125-131 |
|
S3 |
124-127 |
124-223 |
125-116 |
|
S4 |
123-287 |
124-063 |
125-072 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-137 |
129-103 |
125-232 |
|
R3 |
128-227 |
127-193 |
125-081 |
|
R2 |
126-317 |
126-317 |
125-031 |
|
R1 |
125-283 |
125-283 |
124-300 |
125-185 |
PP |
125-087 |
125-087 |
125-087 |
125-038 |
S1 |
124-053 |
124-053 |
124-200 |
123-275 |
S2 |
123-177 |
123-177 |
124-149 |
|
S3 |
121-267 |
122-143 |
124-099 |
|
S4 |
120-037 |
120-233 |
123-268 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-230 |
2.618 |
126-289 |
1.618 |
126-129 |
1.000 |
126-030 |
0.618 |
125-289 |
HIGH |
125-190 |
0.618 |
125-129 |
0.500 |
125-110 |
0.382 |
125-091 |
LOW |
125-030 |
0.618 |
124-251 |
1.000 |
124-190 |
1.618 |
124-091 |
2.618 |
123-251 |
4.250 |
122-310 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
125-143 |
125-108 |
PP |
125-127 |
125-057 |
S1 |
125-110 |
125-005 |
|