ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
126-050 |
126-005 |
-0-045 |
-0.1% |
126-090 |
High |
126-060 |
126-130 |
0-070 |
0.2% |
126-180 |
Low |
125-215 |
125-300 |
0-085 |
0.2% |
125-215 |
Close |
125-315 |
126-035 |
0-040 |
0.1% |
126-035 |
Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
0-285 |
ATR |
0-200 |
0-197 |
-0-004 |
-1.8% |
0-000 |
Volume |
1,310,681 |
866,391 |
-444,290 |
-33.9% |
4,648,570 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-178 |
127-097 |
126-118 |
|
R3 |
127-028 |
126-267 |
126-076 |
|
R2 |
126-198 |
126-198 |
126-062 |
|
R1 |
126-117 |
126-117 |
126-049 |
126-158 |
PP |
126-048 |
126-048 |
126-048 |
126-069 |
S1 |
125-287 |
125-287 |
126-021 |
126-008 |
S2 |
125-218 |
125-218 |
126-008 |
|
S3 |
125-068 |
125-137 |
125-314 |
|
S4 |
124-238 |
124-307 |
125-272 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-252 |
128-108 |
126-192 |
|
R3 |
127-287 |
127-143 |
126-113 |
|
R2 |
127-002 |
127-002 |
126-087 |
|
R1 |
126-178 |
126-178 |
126-061 |
126-108 |
PP |
126-037 |
126-037 |
126-037 |
126-001 |
S1 |
125-213 |
125-213 |
126-009 |
125-142 |
S2 |
125-072 |
125-072 |
125-303 |
|
S3 |
124-107 |
124-248 |
125-277 |
|
S4 |
123-142 |
123-283 |
125-198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-180 |
125-215 |
0-285 |
0.7% |
0-137 |
0.3% |
49% |
False |
False |
929,714 |
10 |
126-275 |
125-215 |
1-060 |
0.9% |
0-162 |
0.4% |
37% |
False |
False |
981,009 |
20 |
126-275 |
123-235 |
3-040 |
2.5% |
0-197 |
0.5% |
76% |
False |
False |
1,025,112 |
40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-217 |
0.5% |
84% |
False |
False |
919,463 |
60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-203 |
0.5% |
84% |
False |
False |
615,455 |
80 |
126-275 |
122-070 |
4-205 |
3.7% |
0-178 |
0.4% |
84% |
False |
False |
461,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-128 |
2.618 |
127-203 |
1.618 |
127-053 |
1.000 |
126-280 |
0.618 |
126-223 |
HIGH |
126-130 |
0.618 |
126-073 |
0.500 |
126-055 |
0.382 |
126-037 |
LOW |
125-300 |
0.618 |
125-207 |
1.000 |
125-150 |
1.618 |
125-057 |
2.618 |
124-227 |
4.250 |
123-302 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
126-055 |
126-032 |
PP |
126-048 |
126-030 |
S1 |
126-042 |
126-028 |
|