ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-135 |
126-005 |
-0-130 |
-0.3% |
125-085 |
| High |
126-140 |
126-210 |
0-070 |
0.2% |
126-155 |
| Low |
126-000 |
125-305 |
-0-015 |
0.0% |
125-025 |
| Close |
126-040 |
126-125 |
0-085 |
0.2% |
126-110 |
| Range |
0-140 |
0-225 |
0-085 |
60.7% |
1-130 |
| ATR |
0-222 |
0-222 |
0-000 |
0.1% |
0-000 |
| Volume |
1,096,668 |
1,109,162 |
12,494 |
1.1% |
4,309,385 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-142 |
128-038 |
126-249 |
|
| R3 |
127-237 |
127-133 |
126-187 |
|
| R2 |
127-012 |
127-012 |
126-166 |
|
| R1 |
126-228 |
126-228 |
126-146 |
126-280 |
| PP |
126-107 |
126-107 |
126-107 |
126-132 |
| S1 |
126-003 |
126-003 |
126-104 |
126-055 |
| S2 |
125-202 |
125-202 |
126-084 |
|
| S3 |
124-297 |
125-098 |
126-063 |
|
| S4 |
124-072 |
124-193 |
126-001 |
|
|
| 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 |
125-290 |
0-245 |
0.6% |
0-168 |
0.4% |
63% |
False |
False |
1,020,367 |
| 10 |
126-215 |
124-295 |
1-240 |
1.4% |
0-178 |
0.4% |
84% |
False |
False |
996,258 |
| 20 |
126-215 |
122-070 |
4-145 |
3.5% |
0-228 |
0.6% |
94% |
False |
False |
1,115,686 |
| 40 |
126-215 |
122-070 |
4-145 |
3.5% |
0-218 |
0.5% |
94% |
False |
False |
758,497 |
| 60 |
126-215 |
122-070 |
4-145 |
3.5% |
0-203 |
0.5% |
94% |
False |
False |
507,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-206 |
|
2.618 |
128-159 |
|
1.618 |
127-254 |
|
1.000 |
127-115 |
|
0.618 |
127-029 |
|
HIGH |
126-210 |
|
0.618 |
126-124 |
|
0.500 |
126-098 |
|
0.382 |
126-071 |
|
LOW |
125-305 |
|
0.618 |
125-166 |
|
1.000 |
125-080 |
|
1.618 |
124-261 |
|
2.618 |
124-036 |
|
4.250 |
122-309 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-116 |
126-117 |
| PP |
126-107 |
126-108 |
| S1 |
126-098 |
126-100 |
|