ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
125-150 |
-0-100 |
-0.2% |
124-260 |
| High |
125-260 |
125-240 |
-0-020 |
0.0% |
125-210 |
| Low |
125-130 |
124-290 |
-0-160 |
-0.4% |
124-140 |
| Close |
125-130 |
125-010 |
-0-120 |
-0.3% |
125-140 |
| Range |
0-130 |
0-270 |
0-140 |
107.7% |
1-070 |
| ATR |
0-157 |
0-165 |
0-008 |
5.1% |
0-000 |
| Volume |
25,297 |
60,887 |
35,590 |
140.7% |
61,926 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-243 |
127-077 |
125-158 |
|
| R3 |
126-293 |
126-127 |
125-084 |
|
| R2 |
126-023 |
126-023 |
125-060 |
|
| R1 |
125-177 |
125-177 |
125-035 |
125-125 |
| PP |
125-073 |
125-073 |
125-073 |
125-048 |
| S1 |
124-227 |
124-227 |
124-305 |
124-175 |
| S2 |
124-123 |
124-123 |
124-280 |
|
| S3 |
123-173 |
123-277 |
124-256 |
|
| S4 |
122-223 |
123-007 |
124-182 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-290 |
0-300 |
0.7% |
0-166 |
0.4% |
13% |
False |
True |
26,278 |
| 10 |
126-120 |
124-140 |
1-300 |
1.5% |
0-197 |
0.5% |
31% |
False |
False |
16,581 |
| 20 |
126-250 |
124-140 |
2-110 |
1.9% |
0-157 |
0.4% |
25% |
False |
False |
10,268 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-123 |
0.3% |
32% |
False |
False |
5,270 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-092 |
0.2% |
62% |
False |
False |
3,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-108 |
|
2.618 |
127-307 |
|
1.618 |
127-037 |
|
1.000 |
126-190 |
|
0.618 |
126-087 |
|
HIGH |
125-240 |
|
0.618 |
125-137 |
|
0.500 |
125-105 |
|
0.382 |
125-073 |
|
LOW |
124-290 |
|
0.618 |
124-123 |
|
1.000 |
124-020 |
|
1.618 |
123-173 |
|
2.618 |
122-223 |
|
4.250 |
121-102 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-105 |
125-120 |
| PP |
125-073 |
125-083 |
| S1 |
125-042 |
125-047 |
|