ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
125-245 |
125-250 |
0-005 |
0.0% |
126-090 |
High |
126-025 |
126-100 |
0-075 |
0.2% |
126-180 |
Low |
125-210 |
125-170 |
-0-040 |
-0.1% |
125-215 |
Close |
125-275 |
126-085 |
0-130 |
0.3% |
126-035 |
Range |
0-135 |
0-250 |
0-115 |
85.2% |
0-285 |
ATR |
0-194 |
0-198 |
0-004 |
2.1% |
0-000 |
Volume |
899,938 |
1,164,710 |
264,772 |
29.4% |
4,648,570 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-122 |
128-033 |
126-222 |
|
R3 |
127-192 |
127-103 |
126-154 |
|
R2 |
126-262 |
126-262 |
126-131 |
|
R1 |
126-173 |
126-173 |
126-108 |
126-218 |
PP |
126-012 |
126-012 |
126-012 |
126-034 |
S1 |
125-243 |
125-243 |
126-062 |
125-288 |
S2 |
125-082 |
125-082 |
126-039 |
|
S3 |
124-152 |
124-313 |
126-016 |
|
S4 |
123-222 |
124-063 |
125-268 |
|
|
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 |
126-130 |
125-170 |
0-280 |
0.7% |
0-184 |
0.5% |
84% |
False |
True |
886,379 |
10 |
126-275 |
125-170 |
1-105 |
1.1% |
0-168 |
0.4% |
55% |
False |
True |
876,083 |
20 |
126-275 |
124-295 |
1-300 |
1.5% |
0-173 |
0.4% |
69% |
False |
False |
936,170 |
40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-215 |
0.5% |
87% |
False |
False |
973,803 |
60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-208 |
0.5% |
87% |
False |
False |
652,979 |
80 |
126-275 |
122-070 |
4-205 |
3.7% |
0-186 |
0.5% |
87% |
False |
False |
489,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-202 |
2.618 |
128-114 |
1.618 |
127-184 |
1.000 |
127-030 |
0.618 |
126-254 |
HIGH |
126-100 |
0.618 |
126-004 |
0.500 |
125-295 |
0.382 |
125-266 |
LOW |
125-170 |
0.618 |
125-016 |
1.000 |
124-240 |
1.618 |
124-086 |
2.618 |
123-156 |
4.250 |
122-068 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
126-048 |
126-051 |
PP |
126-012 |
126-017 |
S1 |
125-295 |
125-302 |
|