ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
127-150 |
127-075 |
-0-075 |
-0.2% |
127-180 |
High |
127-245 |
127-090 |
-0-155 |
-0.4% |
128-020 |
Low |
127-025 |
126-220 |
-0-125 |
-0.3% |
126-220 |
Close |
127-115 |
126-250 |
-0-185 |
-0.5% |
126-250 |
Range |
0-220 |
0-190 |
-0-030 |
-13.6% |
1-120 |
ATR |
0-177 |
0-180 |
0-003 |
1.5% |
0-000 |
Volume |
1,469,826 |
1,110,369 |
-359,457 |
-24.5% |
5,091,259 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-223 |
128-107 |
127-034 |
|
R3 |
128-033 |
127-237 |
126-302 |
|
R2 |
127-163 |
127-163 |
126-285 |
|
R1 |
127-047 |
127-047 |
126-267 |
127-010 |
PP |
126-293 |
126-293 |
126-293 |
126-275 |
S1 |
126-177 |
126-177 |
126-233 |
126-140 |
S2 |
126-103 |
126-103 |
126-215 |
|
S3 |
125-233 |
125-307 |
126-198 |
|
S4 |
125-043 |
125-117 |
126-146 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-097 |
130-133 |
127-172 |
|
R3 |
129-297 |
129-013 |
127-051 |
|
R2 |
128-177 |
128-177 |
127-011 |
|
R1 |
127-213 |
127-213 |
126-290 |
127-135 |
PP |
127-057 |
127-057 |
127-057 |
127-018 |
S1 |
126-093 |
126-093 |
126-210 |
126-015 |
S2 |
125-257 |
125-257 |
126-169 |
|
S3 |
124-137 |
124-293 |
126-129 |
|
S4 |
123-017 |
123-173 |
126-008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
128-020 |
126-220 |
1-120 |
1.1% |
0-169 |
0.4% |
7% |
False |
True |
1,018,251 |
10 |
128-020 |
126-205 |
1-135 |
1.1% |
0-154 |
0.4% |
10% |
False |
False |
920,012 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-162 |
0.4% |
49% |
False |
False |
914,190 |
40 |
128-020 |
122-250 |
5-090 |
4.2% |
0-187 |
0.5% |
76% |
False |
False |
984,182 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-202 |
0.5% |
78% |
False |
False |
841,171 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
78% |
False |
False |
632,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-258 |
2.618 |
128-267 |
1.618 |
128-077 |
1.000 |
127-280 |
0.618 |
127-207 |
HIGH |
127-090 |
0.618 |
127-017 |
0.500 |
126-315 |
0.382 |
126-293 |
LOW |
126-220 |
0.618 |
126-103 |
1.000 |
126-030 |
1.618 |
125-233 |
2.618 |
125-043 |
4.250 |
124-052 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-315 |
127-120 |
PP |
126-293 |
127-057 |
S1 |
126-272 |
126-313 |
|