ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
124-310 |
125-020 |
0-030 |
0.1% |
125-110 |
| High |
125-050 |
125-110 |
0-060 |
0.1% |
125-270 |
| Low |
124-180 |
124-310 |
0-130 |
0.3% |
124-180 |
| Close |
125-010 |
125-090 |
0-080 |
0.2% |
125-090 |
| Range |
0-190 |
0-120 |
-0-070 |
-36.8% |
1-090 |
| ATR |
0-167 |
0-164 |
-0-003 |
-2.0% |
0-000 |
| Volume |
77,179 |
297,101 |
219,922 |
285.0% |
467,921 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-103 |
126-057 |
125-156 |
|
| R3 |
125-303 |
125-257 |
125-123 |
|
| R2 |
125-183 |
125-183 |
125-112 |
|
| R1 |
125-137 |
125-137 |
125-101 |
125-160 |
| PP |
125-063 |
125-063 |
125-063 |
125-075 |
| S1 |
125-017 |
125-017 |
125-079 |
125-040 |
| S2 |
124-263 |
124-263 |
125-068 |
|
| S3 |
124-143 |
124-217 |
125-057 |
|
| S4 |
124-023 |
124-097 |
125-024 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-023 |
128-147 |
125-316 |
|
| R3 |
127-253 |
127-057 |
125-203 |
|
| R2 |
126-163 |
126-163 |
125-165 |
|
| R1 |
125-287 |
125-287 |
125-128 |
125-180 |
| PP |
125-073 |
125-073 |
125-073 |
125-020 |
| S1 |
124-197 |
124-197 |
125-052 |
124-090 |
| S2 |
123-303 |
123-303 |
125-015 |
|
| S3 |
122-213 |
123-107 |
124-297 |
|
| S4 |
121-123 |
122-017 |
124-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-270 |
124-180 |
1-090 |
1.0% |
0-174 |
0.4% |
56% |
False |
False |
93,584 |
| 10 |
125-270 |
124-140 |
1-130 |
1.1% |
0-158 |
0.4% |
60% |
False |
False |
52,984 |
| 20 |
126-250 |
124-140 |
2-110 |
1.9% |
0-168 |
0.4% |
36% |
False |
False |
28,887 |
| 40 |
126-250 |
124-070 |
2-180 |
2.0% |
0-131 |
0.3% |
41% |
False |
False |
14,627 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-097 |
0.2% |
68% |
False |
False |
9,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-300 |
|
2.618 |
126-104 |
|
1.618 |
125-304 |
|
1.000 |
125-230 |
|
0.618 |
125-184 |
|
HIGH |
125-110 |
|
0.618 |
125-064 |
|
0.500 |
125-050 |
|
0.382 |
125-036 |
|
LOW |
124-310 |
|
0.618 |
124-236 |
|
1.000 |
124-190 |
|
1.618 |
124-116 |
|
2.618 |
123-316 |
|
4.250 |
123-120 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-077 |
125-077 |
| PP |
125-063 |
125-063 |
| S1 |
125-050 |
125-050 |
|