ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
125-115 |
125-075 |
-0-040 |
-0.1% |
125-090 |
| High |
125-145 |
125-105 |
-0-040 |
-0.1% |
125-255 |
| Low |
125-060 |
124-235 |
-0-145 |
-0.4% |
125-040 |
| Close |
125-120 |
124-275 |
-0-165 |
-0.4% |
125-120 |
| Range |
0-085 |
0-190 |
0-105 |
123.5% |
0-215 |
| ATR |
0-158 |
0-162 |
0-003 |
2.1% |
0-000 |
| Volume |
625,219 |
1,170,122 |
544,903 |
87.2% |
4,419,799 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-242 |
126-128 |
125-060 |
|
| R3 |
126-052 |
125-258 |
125-007 |
|
| R2 |
125-182 |
125-182 |
124-310 |
|
| R1 |
125-068 |
125-068 |
124-292 |
125-030 |
| PP |
124-312 |
124-312 |
124-312 |
124-292 |
| S1 |
124-198 |
124-198 |
124-258 |
124-160 |
| S2 |
124-122 |
124-122 |
124-240 |
|
| S3 |
123-252 |
124-008 |
124-223 |
|
| S4 |
123-062 |
123-138 |
124-170 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-143 |
127-027 |
125-238 |
|
| R3 |
126-248 |
126-132 |
125-179 |
|
| R2 |
126-033 |
126-033 |
125-159 |
|
| R1 |
125-237 |
125-237 |
125-140 |
125-295 |
| PP |
125-138 |
125-138 |
125-138 |
125-168 |
| S1 |
125-022 |
125-022 |
125-100 |
125-080 |
| S2 |
124-243 |
124-243 |
125-081 |
|
| S3 |
124-028 |
124-127 |
125-061 |
|
| S4 |
123-133 |
123-232 |
125-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-255 |
124-235 |
1-020 |
0.9% |
0-146 |
0.4% |
12% |
False |
True |
1,117,984 |
| 10 |
125-270 |
124-180 |
1-090 |
1.0% |
0-160 |
0.4% |
23% |
False |
False |
605,784 |
| 20 |
126-120 |
124-140 |
1-300 |
1.6% |
0-172 |
0.4% |
22% |
False |
False |
307,300 |
| 40 |
126-250 |
124-070 |
2-180 |
2.1% |
0-140 |
0.3% |
25% |
False |
False |
154,373 |
| 60 |
126-250 |
122-040 |
4-210 |
3.7% |
0-110 |
0.3% |
59% |
False |
False |
102,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-272 |
|
2.618 |
126-282 |
|
1.618 |
126-092 |
|
1.000 |
125-295 |
|
0.618 |
125-222 |
|
HIGH |
125-105 |
|
0.618 |
125-032 |
|
0.500 |
125-010 |
|
0.382 |
124-308 |
|
LOW |
124-235 |
|
0.618 |
124-118 |
|
1.000 |
124-045 |
|
1.618 |
123-248 |
|
2.618 |
123-058 |
|
4.250 |
122-068 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-010 |
125-072 |
| PP |
124-312 |
125-033 |
| S1 |
124-293 |
124-314 |
|