ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-175 |
126-135 |
-0-040 |
-0.1% |
125-085 |
| High |
126-215 |
126-140 |
-0-075 |
-0.2% |
126-155 |
| Low |
126-030 |
126-000 |
-0-030 |
-0.1% |
125-025 |
| Close |
126-125 |
126-040 |
-0-085 |
-0.2% |
126-110 |
| Range |
0-185 |
0-140 |
-0-045 |
-24.3% |
1-130 |
| ATR |
0-228 |
0-222 |
-0-006 |
-2.8% |
0-000 |
| Volume |
1,098,252 |
1,096,668 |
-1,584 |
-0.1% |
4,309,385 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-160 |
127-080 |
126-117 |
|
| R3 |
127-020 |
126-260 |
126-078 |
|
| R2 |
126-200 |
126-200 |
126-066 |
|
| R1 |
126-120 |
126-120 |
126-053 |
126-090 |
| PP |
126-060 |
126-060 |
126-060 |
126-045 |
| S1 |
125-300 |
125-300 |
126-027 |
125-270 |
| S2 |
125-240 |
125-240 |
126-014 |
|
| S3 |
125-100 |
125-160 |
126-002 |
|
| S4 |
124-280 |
125-020 |
125-283 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-060 |
129-215 |
127-038 |
|
| R3 |
128-250 |
128-085 |
126-234 |
|
| R2 |
127-120 |
127-120 |
126-192 |
|
| R1 |
126-275 |
126-275 |
126-151 |
127-038 |
| PP |
125-310 |
125-310 |
125-310 |
126-031 |
| S1 |
125-145 |
125-145 |
126-069 |
125-228 |
| S2 |
124-180 |
124-180 |
126-028 |
|
| S3 |
123-050 |
124-015 |
125-306 |
|
| S4 |
121-240 |
122-205 |
125-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-215 |
125-255 |
0-280 |
0.7% |
0-156 |
0.4% |
38% |
False |
False |
994,107 |
| 10 |
126-215 |
123-235 |
2-300 |
2.3% |
0-225 |
0.6% |
81% |
False |
False |
1,064,854 |
| 20 |
126-215 |
122-070 |
4-145 |
3.5% |
0-226 |
0.6% |
88% |
False |
False |
1,111,795 |
| 40 |
126-215 |
122-070 |
4-145 |
3.5% |
0-214 |
0.5% |
88% |
False |
False |
730,848 |
| 60 |
126-215 |
122-070 |
4-145 |
3.5% |
0-201 |
0.5% |
88% |
False |
False |
488,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-095 |
|
2.618 |
127-187 |
|
1.618 |
127-047 |
|
1.000 |
126-280 |
|
0.618 |
126-227 |
|
HIGH |
126-140 |
|
0.618 |
126-087 |
|
0.500 |
126-070 |
|
0.382 |
126-053 |
|
LOW |
126-000 |
|
0.618 |
125-233 |
|
1.000 |
125-180 |
|
1.618 |
125-093 |
|
2.618 |
124-273 |
|
4.250 |
124-045 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-070 |
126-092 |
| PP |
126-060 |
126-075 |
| S1 |
126-050 |
126-058 |
|