ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-085 |
126-050 |
-0-035 |
-0.1% |
126-175 |
| High |
126-160 |
126-060 |
-0-100 |
-0.2% |
126-275 |
| Low |
126-015 |
125-215 |
-0-120 |
-0.3% |
125-305 |
| Close |
126-085 |
125-315 |
-0-090 |
-0.2% |
126-060 |
| Range |
0-145 |
0-165 |
0-020 |
13.8% |
0-290 |
| ATR |
0-201 |
0-200 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,015,011 |
1,310,681 |
295,670 |
29.1% |
5,161,521 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-158 |
127-082 |
126-086 |
|
| R3 |
126-313 |
126-237 |
126-040 |
|
| R2 |
126-148 |
126-148 |
126-025 |
|
| R1 |
126-072 |
126-072 |
126-010 |
126-028 |
| PP |
125-303 |
125-303 |
125-303 |
125-281 |
| S1 |
125-227 |
125-227 |
125-300 |
125-182 |
| S2 |
125-138 |
125-138 |
125-285 |
|
| S3 |
124-293 |
125-062 |
125-270 |
|
| S4 |
124-128 |
124-217 |
125-224 |
|
|
| 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 |
126-205 |
125-215 |
0-310 |
0.8% |
0-140 |
0.3% |
32% |
False |
True |
906,519 |
| 10 |
126-275 |
125-215 |
1-060 |
0.9% |
0-166 |
0.4% |
26% |
False |
True |
981,278 |
| 20 |
126-275 |
122-300 |
3-295 |
3.1% |
0-202 |
0.5% |
78% |
False |
False |
1,031,484 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-221 |
0.5% |
81% |
False |
False |
898,220 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-203 |
0.5% |
81% |
False |
False |
601,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-121 |
|
2.618 |
127-172 |
|
1.618 |
127-007 |
|
1.000 |
126-225 |
|
0.618 |
126-162 |
|
HIGH |
126-060 |
|
0.618 |
125-317 |
|
0.500 |
125-298 |
|
0.382 |
125-278 |
|
LOW |
125-215 |
|
0.618 |
125-113 |
|
1.000 |
125-050 |
|
1.618 |
124-268 |
|
2.618 |
124-103 |
|
4.250 |
123-154 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-309 |
126-028 |
| PP |
125-303 |
126-017 |
| S1 |
125-298 |
126-006 |
|