ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
126-005 |
126-175 |
0-170 |
0.4% |
125-085 |
High |
126-155 |
126-215 |
0-060 |
0.1% |
126-155 |
Low |
125-290 |
126-030 |
0-060 |
0.1% |
125-025 |
Close |
126-110 |
126-125 |
0-015 |
0.0% |
126-110 |
Range |
0-185 |
0-185 |
0-000 |
0.0% |
1-130 |
ATR |
0-231 |
0-228 |
-0-003 |
-1.4% |
0-000 |
Volume |
869,080 |
1,098,252 |
229,172 |
26.4% |
4,309,385 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-038 |
127-267 |
126-227 |
|
R3 |
127-173 |
127-082 |
126-176 |
|
R2 |
126-308 |
126-308 |
126-159 |
|
R1 |
126-217 |
126-217 |
126-142 |
126-170 |
PP |
126-123 |
126-123 |
126-123 |
126-100 |
S1 |
126-032 |
126-032 |
126-108 |
125-305 |
S2 |
125-258 |
125-258 |
126-091 |
|
S3 |
125-073 |
125-167 |
126-074 |
|
S4 |
124-208 |
124-302 |
126-023 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-060 |
129-215 |
127-038 |
|
R3 |
128-250 |
128-085 |
126-234 |
|
R2 |
127-120 |
127-120 |
126-192 |
|
R1 |
126-275 |
126-275 |
126-151 |
127-038 |
PP |
125-310 |
125-310 |
125-310 |
126-031 |
S1 |
125-145 |
125-145 |
126-069 |
125-228 |
S2 |
124-180 |
124-180 |
126-028 |
|
S3 |
123-050 |
124-015 |
125-306 |
|
S4 |
121-240 |
122-205 |
125-182 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-215 |
125-160 |
1-055 |
0.9% |
0-163 |
0.4% |
76% |
True |
False |
952,741 |
10 |
126-215 |
123-235 |
2-300 |
2.3% |
0-223 |
0.6% |
90% |
True |
False |
1,040,464 |
20 |
126-215 |
122-070 |
4-145 |
3.5% |
0-234 |
0.6% |
94% |
True |
False |
1,139,056 |
40 |
126-215 |
122-070 |
4-145 |
3.5% |
0-213 |
0.5% |
94% |
True |
False |
703,585 |
60 |
126-215 |
122-070 |
4-145 |
3.5% |
0-200 |
0.5% |
94% |
True |
False |
470,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-041 |
2.618 |
128-059 |
1.618 |
127-194 |
1.000 |
127-080 |
0.618 |
127-009 |
HIGH |
126-215 |
0.618 |
126-144 |
0.500 |
126-122 |
0.382 |
126-101 |
LOW |
126-030 |
0.618 |
125-236 |
1.000 |
125-165 |
1.618 |
125-051 |
2.618 |
124-186 |
4.250 |
123-204 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
126-124 |
126-114 |
PP |
126-123 |
126-103 |
S1 |
126-122 |
126-092 |
|