ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
126-190 |
126-090 |
-0-100 |
-0.2% |
126-175 |
High |
126-205 |
126-180 |
-0-025 |
-0.1% |
126-275 |
Low |
126-040 |
126-085 |
0-045 |
0.1% |
125-305 |
Close |
126-060 |
126-095 |
0-035 |
0.1% |
126-060 |
Range |
0-165 |
0-095 |
-0-070 |
-42.4% |
0-290 |
ATR |
0-218 |
0-211 |
-0-007 |
-3.2% |
0-000 |
Volume |
750,416 |
615,195 |
-135,221 |
-18.0% |
5,161,521 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-085 |
127-025 |
126-147 |
|
R3 |
126-310 |
126-250 |
126-121 |
|
R2 |
126-215 |
126-215 |
126-112 |
|
R1 |
126-155 |
126-155 |
126-104 |
126-185 |
PP |
126-120 |
126-120 |
126-120 |
126-135 |
S1 |
126-060 |
126-060 |
126-086 |
126-090 |
S2 |
126-025 |
126-025 |
126-078 |
|
S3 |
125-250 |
125-285 |
126-069 |
|
S4 |
125-155 |
125-190 |
126-043 |
|
|
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% |
0-170 |
0.4% |
38% |
False |
False |
935,692 |
10 |
126-275 |
125-160 |
1-115 |
1.1% |
0-166 |
0.4% |
59% |
False |
False |
944,217 |
20 |
126-275 |
122-250 |
4-025 |
3.2% |
0-206 |
0.5% |
86% |
False |
False |
1,043,817 |
40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-223 |
0.6% |
88% |
False |
False |
819,872 |
60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-204 |
0.5% |
88% |
False |
False |
548,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-264 |
2.618 |
127-109 |
1.618 |
127-014 |
1.000 |
126-275 |
0.618 |
126-239 |
HIGH |
126-180 |
0.618 |
126-144 |
0.500 |
126-132 |
0.382 |
126-121 |
LOW |
126-085 |
0.618 |
126-026 |
1.000 |
125-310 |
1.618 |
125-251 |
2.618 |
125-156 |
4.250 |
125-001 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
126-132 |
126-158 |
PP |
126-120 |
126-137 |
S1 |
126-108 |
126-116 |
|