ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-105 |
126-085 |
-0-020 |
0.0% |
126-175 |
| High |
126-160 |
126-160 |
0-000 |
0.0% |
126-275 |
| Low |
126-030 |
126-015 |
-0-015 |
0.0% |
125-305 |
| Close |
126-085 |
126-085 |
0-000 |
0.0% |
126-060 |
| Range |
0-130 |
0-145 |
0-015 |
11.5% |
0-290 |
| ATR |
0-205 |
0-201 |
-0-004 |
-2.1% |
0-000 |
| Volume |
841,292 |
1,015,011 |
173,719 |
20.6% |
5,161,521 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-202 |
127-128 |
126-165 |
|
| R3 |
127-057 |
126-303 |
126-125 |
|
| R2 |
126-232 |
126-232 |
126-112 |
|
| R1 |
126-158 |
126-158 |
126-098 |
126-158 |
| PP |
126-087 |
126-087 |
126-087 |
126-086 |
| S1 |
126-013 |
126-013 |
126-072 |
126-012 |
| S2 |
125-262 |
125-262 |
126-058 |
|
| S3 |
125-117 |
125-188 |
126-045 |
|
| S4 |
124-292 |
125-043 |
126-005 |
|
|
| 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 |
126-015 |
0-260 |
0.6% |
0-152 |
0.4% |
27% |
False |
True |
865,787 |
| 10 |
126-275 |
125-290 |
0-305 |
0.8% |
0-160 |
0.4% |
38% |
False |
False |
943,077 |
| 20 |
126-275 |
122-300 |
3-295 |
3.1% |
0-201 |
0.5% |
85% |
False |
False |
1,021,383 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-219 |
0.5% |
87% |
False |
False |
865,906 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-205 |
0.5% |
87% |
False |
False |
579,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-136 |
|
2.618 |
127-220 |
|
1.618 |
127-075 |
|
1.000 |
126-305 |
|
0.618 |
126-250 |
|
HIGH |
126-160 |
|
0.618 |
126-105 |
|
0.500 |
126-088 |
|
0.382 |
126-070 |
|
LOW |
126-015 |
|
0.618 |
125-245 |
|
1.000 |
125-190 |
|
1.618 |
125-100 |
|
2.618 |
124-275 |
|
4.250 |
124-039 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-088 |
126-098 |
| PP |
126-087 |
126-093 |
| S1 |
126-086 |
126-089 |
|