ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-105 |
0-015 |
0.0% |
126-175 |
| High |
126-180 |
126-160 |
-0-020 |
0.0% |
126-275 |
| Low |
126-085 |
126-030 |
-0-055 |
-0.1% |
125-305 |
| Close |
126-095 |
126-085 |
-0-010 |
0.0% |
126-060 |
| Range |
0-095 |
0-130 |
0-035 |
36.8% |
0-290 |
| ATR |
0-211 |
0-205 |
-0-006 |
-2.7% |
0-000 |
| Volume |
615,195 |
841,292 |
226,097 |
36.8% |
5,161,521 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-162 |
127-093 |
126-156 |
|
| R3 |
127-032 |
126-283 |
126-121 |
|
| R2 |
126-222 |
126-222 |
126-109 |
|
| R1 |
126-153 |
126-153 |
126-097 |
126-122 |
| PP |
126-092 |
126-092 |
126-092 |
126-076 |
| S1 |
126-023 |
126-023 |
126-073 |
125-312 |
| S2 |
125-282 |
125-282 |
126-061 |
|
| S3 |
125-152 |
125-213 |
126-049 |
|
| S4 |
125-022 |
125-083 |
126-014 |
|
|
| 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% |
0-168 |
0.4% |
34% |
False |
False |
884,617 |
| 10 |
126-275 |
125-255 |
1-020 |
0.8% |
0-162 |
0.4% |
44% |
False |
False |
939,362 |
| 20 |
126-275 |
122-255 |
4-020 |
3.2% |
0-205 |
0.5% |
85% |
False |
False |
1,034,206 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-223 |
0.6% |
87% |
False |
False |
840,742 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-203 |
0.5% |
87% |
False |
False |
562,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-072 |
|
2.618 |
127-180 |
|
1.618 |
127-050 |
|
1.000 |
126-290 |
|
0.618 |
126-240 |
|
HIGH |
126-160 |
|
0.618 |
126-110 |
|
0.500 |
126-095 |
|
0.382 |
126-080 |
|
LOW |
126-030 |
|
0.618 |
125-270 |
|
1.000 |
125-220 |
|
1.618 |
125-140 |
|
2.618 |
125-010 |
|
4.250 |
124-118 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-095 |
126-118 |
| PP |
126-092 |
126-107 |
| S1 |
126-088 |
126-096 |
|