ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
126-005 |
126-140 |
0-135 |
0.3% |
125-085 |
High |
126-210 |
126-275 |
0-065 |
0.2% |
126-155 |
Low |
125-305 |
126-050 |
0-065 |
0.2% |
125-025 |
Close |
126-125 |
126-185 |
0-060 |
0.1% |
126-110 |
Range |
0-225 |
0-225 |
0-000 |
0.0% |
1-130 |
ATR |
0-222 |
0-222 |
0-000 |
0.1% |
0-000 |
Volume |
1,109,162 |
1,107,023 |
-2,139 |
-0.2% |
4,309,385 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-205 |
128-100 |
126-309 |
|
R3 |
127-300 |
127-195 |
126-247 |
|
R2 |
127-075 |
127-075 |
126-226 |
|
R1 |
126-290 |
126-290 |
126-206 |
127-022 |
PP |
126-170 |
126-170 |
126-170 |
126-196 |
S1 |
126-065 |
126-065 |
126-164 |
126-118 |
S2 |
125-265 |
125-265 |
126-144 |
|
S3 |
125-040 |
125-160 |
126-123 |
|
S4 |
124-135 |
124-255 |
126-061 |
|
|
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 |
126-275 |
125-290 |
0-305 |
0.8% |
0-192 |
0.5% |
70% |
True |
False |
1,056,037 |
10 |
126-275 |
124-295 |
1-300 |
1.5% |
0-174 |
0.4% |
85% |
True |
False |
963,226 |
20 |
126-275 |
122-070 |
4-205 |
3.7% |
0-225 |
0.6% |
94% |
True |
False |
1,102,431 |
40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-220 |
0.5% |
94% |
True |
False |
786,040 |
60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-206 |
0.5% |
94% |
True |
False |
525,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-271 |
2.618 |
128-224 |
1.618 |
127-319 |
1.000 |
127-180 |
0.618 |
127-094 |
HIGH |
126-275 |
0.618 |
126-189 |
0.500 |
126-162 |
0.382 |
126-136 |
LOW |
126-050 |
0.618 |
125-231 |
1.000 |
125-145 |
1.618 |
125-006 |
2.618 |
124-101 |
4.250 |
123-054 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
126-178 |
126-167 |
PP |
126-170 |
126-148 |
S1 |
126-162 |
126-130 |
|