ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
127-175 |
127-130 |
-0-045 |
-0.1% |
126-285 |
| High |
127-245 |
127-215 |
-0-030 |
-0.1% |
127-255 |
| Low |
127-120 |
127-110 |
-0-010 |
0.0% |
126-205 |
| Close |
127-130 |
127-195 |
0-065 |
0.2% |
127-195 |
| Range |
0-125 |
0-105 |
-0-020 |
-16.0% |
1-050 |
| ATR |
0-186 |
0-180 |
-0-006 |
-3.1% |
0-000 |
| Volume |
844,838 |
609,105 |
-235,733 |
-27.9% |
4,108,868 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-168 |
128-127 |
127-253 |
|
| R3 |
128-063 |
128-022 |
127-224 |
|
| R2 |
127-278 |
127-278 |
127-214 |
|
| R1 |
127-237 |
127-237 |
127-205 |
127-258 |
| PP |
127-173 |
127-173 |
127-173 |
127-184 |
| S1 |
127-132 |
127-132 |
127-185 |
127-152 |
| S2 |
127-068 |
127-068 |
127-176 |
|
| S3 |
126-283 |
127-027 |
127-166 |
|
| S4 |
126-178 |
126-242 |
127-137 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-262 |
130-118 |
128-078 |
|
| R3 |
129-212 |
129-068 |
127-297 |
|
| R2 |
128-162 |
128-162 |
127-263 |
|
| R1 |
128-018 |
128-018 |
127-229 |
128-090 |
| PP |
127-112 |
127-112 |
127-112 |
127-148 |
| S1 |
126-288 |
126-288 |
127-161 |
127-040 |
| S2 |
126-062 |
126-062 |
127-127 |
|
| S3 |
125-012 |
125-238 |
127-093 |
|
| S4 |
123-282 |
124-188 |
126-312 |
|
|
| 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% |
0-139 |
0.3% |
84% |
False |
False |
821,773 |
| 10 |
127-255 |
125-170 |
2-085 |
1.8% |
0-172 |
0.4% |
92% |
False |
False |
854,397 |
| 20 |
127-255 |
125-170 |
2-085 |
1.8% |
0-167 |
0.4% |
92% |
False |
False |
917,703 |
| 40 |
127-255 |
122-070 |
5-185 |
4.4% |
0-200 |
0.5% |
97% |
False |
False |
1,033,280 |
| 60 |
127-255 |
122-070 |
5-185 |
4.4% |
0-203 |
0.5% |
97% |
False |
False |
756,805 |
| 80 |
127-255 |
122-070 |
5-185 |
4.4% |
0-195 |
0.5% |
97% |
False |
False |
568,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-021 |
|
2.618 |
128-170 |
|
1.618 |
128-065 |
|
1.000 |
128-000 |
|
0.618 |
127-280 |
|
HIGH |
127-215 |
|
0.618 |
127-175 |
|
0.500 |
127-162 |
|
0.382 |
127-150 |
|
LOW |
127-110 |
|
0.618 |
127-045 |
|
1.000 |
127-005 |
|
1.618 |
126-260 |
|
2.618 |
126-155 |
|
4.250 |
125-304 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-184 |
127-191 |
| PP |
127-173 |
127-187 |
| S1 |
127-162 |
127-182 |
|