ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
127-150 |
127-175 |
0-025 |
0.1% |
126-110 |
| High |
127-255 |
127-245 |
-0-010 |
0.0% |
127-115 |
| Low |
127-150 |
127-120 |
-0-030 |
-0.1% |
125-170 |
| Close |
127-210 |
127-130 |
-0-080 |
-0.2% |
126-285 |
| Range |
0-105 |
0-125 |
0-020 |
19.0% |
1-265 |
| ATR |
0-190 |
0-186 |
-0-005 |
-2.5% |
0-000 |
| Volume |
870,293 |
844,838 |
-25,455 |
-2.9% |
4,435,109 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-220 |
128-140 |
127-199 |
|
| R3 |
128-095 |
128-015 |
127-164 |
|
| R2 |
127-290 |
127-290 |
127-153 |
|
| R1 |
127-210 |
127-210 |
127-141 |
127-188 |
| PP |
127-165 |
127-165 |
127-165 |
127-154 |
| S1 |
127-085 |
127-085 |
127-119 |
127-062 |
| S2 |
127-040 |
127-040 |
127-107 |
|
| S3 |
126-235 |
126-280 |
127-096 |
|
| S4 |
126-110 |
126-155 |
127-061 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-025 |
131-100 |
127-287 |
|
| R3 |
130-080 |
129-155 |
127-126 |
|
| R2 |
128-135 |
128-135 |
127-072 |
|
| R1 |
127-210 |
127-210 |
127-019 |
128-012 |
| PP |
126-190 |
126-190 |
126-190 |
126-251 |
| S1 |
125-265 |
125-265 |
126-231 |
126-068 |
| S2 |
124-245 |
124-245 |
126-178 |
|
| S3 |
122-300 |
124-000 |
126-124 |
|
| S4 |
121-035 |
122-055 |
125-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-255 |
126-205 |
1-050 |
0.9% |
0-153 |
0.4% |
66% |
False |
False |
898,036 |
| 10 |
127-255 |
125-170 |
2-085 |
1.8% |
0-176 |
0.4% |
83% |
False |
False |
880,126 |
| 20 |
127-255 |
125-170 |
2-085 |
1.8% |
0-171 |
0.4% |
83% |
False |
False |
930,702 |
| 40 |
127-255 |
122-070 |
5-185 |
4.4% |
0-204 |
0.5% |
93% |
False |
False |
1,048,200 |
| 60 |
127-255 |
122-070 |
5-185 |
4.4% |
0-207 |
0.5% |
93% |
False |
False |
746,853 |
| 80 |
127-255 |
122-070 |
5-185 |
4.4% |
0-193 |
0.5% |
93% |
False |
False |
560,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-136 |
|
2.618 |
128-252 |
|
1.618 |
128-127 |
|
1.000 |
128-050 |
|
0.618 |
128-002 |
|
HIGH |
127-245 |
|
0.618 |
127-197 |
|
0.500 |
127-182 |
|
0.382 |
127-168 |
|
LOW |
127-120 |
|
0.618 |
127-043 |
|
1.000 |
126-315 |
|
1.618 |
126-238 |
|
2.618 |
126-113 |
|
4.250 |
125-229 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-182 |
127-114 |
| PP |
127-165 |
127-098 |
| S1 |
127-148 |
127-082 |
|