ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-005 |
126-110 |
0-105 |
0.3% |
126-090 |
| High |
126-130 |
126-115 |
-0-015 |
0.0% |
126-180 |
| Low |
125-300 |
125-215 |
-0-085 |
-0.2% |
125-215 |
| Close |
126-035 |
125-295 |
-0-060 |
-0.1% |
126-035 |
| Range |
0-150 |
0-220 |
0-070 |
46.7% |
0-285 |
| ATR |
0-197 |
0-198 |
0-002 |
0.9% |
0-000 |
| Volume |
866,391 |
190,176 |
-676,215 |
-78.0% |
4,648,570 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-015 |
127-215 |
126-096 |
|
| R3 |
127-115 |
126-315 |
126-036 |
|
| R2 |
126-215 |
126-215 |
126-015 |
|
| R1 |
126-095 |
126-095 |
125-315 |
126-045 |
| PP |
125-315 |
125-315 |
125-315 |
125-290 |
| S1 |
125-195 |
125-195 |
125-275 |
125-145 |
| S2 |
125-095 |
125-095 |
125-255 |
|
| S3 |
124-195 |
124-295 |
125-234 |
|
| S4 |
123-295 |
124-075 |
125-174 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-252 |
128-108 |
126-192 |
|
| R3 |
127-287 |
127-143 |
126-113 |
|
| R2 |
127-002 |
127-002 |
126-087 |
|
| R1 |
126-178 |
126-178 |
126-061 |
126-108 |
| PP |
126-037 |
126-037 |
126-037 |
126-001 |
| S1 |
125-213 |
125-213 |
126-009 |
125-142 |
| S2 |
125-072 |
125-072 |
125-303 |
|
| S3 |
124-107 |
124-248 |
125-277 |
|
| S4 |
123-142 |
123-283 |
125-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-215 |
0-265 |
0.7% |
0-162 |
0.4% |
30% |
False |
True |
844,710 |
| 10 |
126-275 |
125-215 |
1-060 |
0.9% |
0-166 |
0.4% |
21% |
False |
True |
890,201 |
| 20 |
126-275 |
123-235 |
3-040 |
2.5% |
0-194 |
0.5% |
70% |
False |
False |
965,332 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-215 |
0.5% |
80% |
False |
False |
923,523 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-205 |
0.5% |
80% |
False |
False |
618,607 |
| 80 |
126-275 |
122-070 |
4-205 |
3.7% |
0-181 |
0.4% |
80% |
False |
False |
464,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-090 |
|
2.618 |
128-051 |
|
1.618 |
127-151 |
|
1.000 |
127-015 |
|
0.618 |
126-251 |
|
HIGH |
126-115 |
|
0.618 |
126-031 |
|
0.500 |
126-005 |
|
0.382 |
125-299 |
|
LOW |
125-215 |
|
0.618 |
125-079 |
|
1.000 |
124-315 |
|
1.618 |
124-179 |
|
2.618 |
123-279 |
|
4.250 |
122-240 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-005 |
126-012 |
| PP |
125-315 |
126-000 |
| S1 |
125-305 |
125-308 |
|