ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
126-190 |
126-040 |
-0-150 |
-0.4% |
125-190 |
High |
126-250 |
126-150 |
-0-100 |
-0.2% |
126-180 |
Low |
126-070 |
125-280 |
-0-110 |
-0.3% |
125-130 |
Close |
126-080 |
126-030 |
-0-050 |
-0.1% |
126-120 |
Range |
0-180 |
0-190 |
0-010 |
5.6% |
1-050 |
ATR |
0-119 |
0-125 |
0-005 |
4.2% |
0-000 |
Volume |
3,589 |
5,803 |
2,214 |
61.7% |
4,779 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-297 |
127-193 |
126-134 |
|
R3 |
127-107 |
127-003 |
126-082 |
|
R2 |
126-237 |
126-237 |
126-065 |
|
R1 |
126-133 |
126-133 |
126-047 |
126-090 |
PP |
126-047 |
126-047 |
126-047 |
126-025 |
S1 |
125-263 |
125-263 |
126-013 |
125-220 |
S2 |
125-177 |
125-177 |
125-315 |
|
S3 |
124-307 |
125-073 |
125-298 |
|
S4 |
124-117 |
124-203 |
125-246 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-187 |
129-043 |
127-004 |
|
R3 |
128-137 |
127-313 |
126-222 |
|
R2 |
127-087 |
127-087 |
126-188 |
|
R1 |
126-263 |
126-263 |
126-154 |
127-015 |
PP |
126-037 |
126-037 |
126-037 |
126-072 |
S1 |
125-213 |
125-213 |
126-086 |
125-285 |
S2 |
124-307 |
124-307 |
126-052 |
|
S3 |
123-257 |
124-163 |
126-018 |
|
S4 |
122-207 |
123-113 |
125-236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-318 |
2.618 |
128-007 |
1.618 |
127-137 |
1.000 |
127-020 |
0.618 |
126-267 |
HIGH |
126-150 |
0.618 |
126-077 |
0.500 |
126-055 |
0.382 |
126-033 |
LOW |
125-280 |
0.618 |
125-163 |
1.000 |
125-090 |
1.618 |
124-293 |
2.618 |
124-103 |
4.250 |
123-112 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
126-055 |
126-105 |
PP |
126-047 |
126-080 |
S1 |
126-038 |
126-055 |
|