ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-140 |
126-190 |
0-050 |
0.1% |
126-175 |
| High |
126-275 |
126-205 |
-0-070 |
-0.2% |
126-275 |
| Low |
126-050 |
126-040 |
-0-010 |
0.0% |
125-305 |
| Close |
126-185 |
126-060 |
-0-125 |
-0.3% |
126-060 |
| Range |
0-225 |
0-165 |
-0-060 |
-26.7% |
0-290 |
| ATR |
0-222 |
0-218 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,107,023 |
750,416 |
-356,607 |
-32.2% |
5,161,521 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-277 |
127-173 |
126-151 |
|
| R3 |
127-112 |
127-008 |
126-105 |
|
| R2 |
126-267 |
126-267 |
126-090 |
|
| R1 |
126-163 |
126-163 |
126-075 |
126-132 |
| PP |
126-102 |
126-102 |
126-102 |
126-086 |
| S1 |
125-318 |
125-318 |
126-045 |
125-288 |
| S2 |
125-257 |
125-257 |
126-030 |
|
| S3 |
125-092 |
125-153 |
126-015 |
|
| S4 |
124-247 |
124-308 |
125-289 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-017 |
128-168 |
126-220 |
|
| R3 |
128-047 |
127-198 |
126-140 |
|
| R2 |
127-077 |
127-077 |
126-113 |
|
| R1 |
126-228 |
126-228 |
126-087 |
126-168 |
| PP |
126-107 |
126-107 |
126-107 |
126-076 |
| S1 |
125-258 |
125-258 |
126-033 |
125-198 |
| S2 |
125-137 |
125-137 |
126-007 |
|
| S3 |
124-167 |
124-288 |
125-300 |
|
| S4 |
123-197 |
123-318 |
125-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-275 |
125-305 |
0-290 |
0.7% |
0-188 |
0.5% |
26% |
False |
False |
1,032,304 |
| 10 |
126-275 |
125-025 |
1-250 |
1.4% |
0-174 |
0.4% |
62% |
False |
False |
947,090 |
| 20 |
126-275 |
122-250 |
4-025 |
3.2% |
0-211 |
0.5% |
84% |
False |
False |
1,054,173 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-222 |
0.6% |
86% |
False |
False |
804,662 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-206 |
0.5% |
86% |
False |
False |
538,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-266 |
|
2.618 |
127-317 |
|
1.618 |
127-152 |
|
1.000 |
127-050 |
|
0.618 |
126-307 |
|
HIGH |
126-205 |
|
0.618 |
126-142 |
|
0.500 |
126-122 |
|
0.382 |
126-103 |
|
LOW |
126-040 |
|
0.618 |
125-258 |
|
1.000 |
125-195 |
|
1.618 |
125-093 |
|
2.618 |
124-248 |
|
4.250 |
123-299 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-122 |
126-130 |
| PP |
126-102 |
126-107 |
| S1 |
126-081 |
126-083 |
|