ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
125-120 |
125-200 |
0-080 |
0.2% |
124-260 |
High |
125-190 |
125-210 |
0-020 |
0.0% |
125-210 |
Low |
125-030 |
125-100 |
0-070 |
0.2% |
124-140 |
Close |
125-160 |
125-140 |
-0-020 |
0.0% |
125-140 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-070 |
ATR |
0-163 |
0-159 |
-0-004 |
-2.3% |
0-000 |
Volume |
14,657 |
23,095 |
8,438 |
57.6% |
61,926 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-160 |
126-100 |
125-200 |
|
R3 |
126-050 |
125-310 |
125-170 |
|
R2 |
125-260 |
125-260 |
125-160 |
|
R1 |
125-200 |
125-200 |
125-150 |
125-175 |
PP |
125-150 |
125-150 |
125-150 |
125-138 |
S1 |
125-090 |
125-090 |
125-130 |
125-065 |
S2 |
125-040 |
125-040 |
125-120 |
|
S3 |
124-250 |
124-300 |
125-110 |
|
S4 |
124-140 |
124-190 |
125-080 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-267 |
128-113 |
126-034 |
|
R3 |
127-197 |
127-043 |
125-247 |
|
R2 |
126-127 |
126-127 |
125-212 |
|
R1 |
125-293 |
125-293 |
125-176 |
126-050 |
PP |
125-057 |
125-057 |
125-057 |
125-095 |
S1 |
124-223 |
124-223 |
125-104 |
124-300 |
S2 |
123-307 |
123-307 |
125-068 |
|
S3 |
122-237 |
123-153 |
125-033 |
|
S4 |
121-167 |
122-083 |
124-246 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-038 |
2.618 |
126-178 |
1.618 |
126-068 |
1.000 |
126-000 |
0.618 |
125-278 |
HIGH |
125-210 |
0.618 |
125-168 |
0.500 |
125-155 |
0.382 |
125-142 |
LOW |
125-100 |
0.618 |
125-032 |
1.000 |
124-310 |
1.618 |
124-242 |
2.618 |
124-132 |
4.250 |
123-272 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
125-155 |
125-105 |
PP |
125-150 |
125-070 |
S1 |
125-145 |
125-035 |
|