ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-110 |
125-245 |
-0-185 |
-0.5% |
126-090 |
| High |
126-115 |
126-025 |
-0-090 |
-0.2% |
126-180 |
| Low |
125-215 |
125-210 |
-0-005 |
0.0% |
125-215 |
| Close |
125-295 |
125-275 |
-0-020 |
0.0% |
126-035 |
| Range |
0-220 |
0-135 |
-0-085 |
-38.6% |
0-285 |
| ATR |
0-198 |
0-194 |
-0-005 |
-2.3% |
0-000 |
| Volume |
190,176 |
899,938 |
709,762 |
373.2% |
4,648,570 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-042 |
126-293 |
126-029 |
|
| R3 |
126-227 |
126-158 |
125-312 |
|
| R2 |
126-092 |
126-092 |
125-300 |
|
| R1 |
126-023 |
126-023 |
125-287 |
126-058 |
| PP |
125-277 |
125-277 |
125-277 |
125-294 |
| S1 |
125-208 |
125-208 |
125-263 |
125-242 |
| S2 |
125-142 |
125-142 |
125-250 |
|
| S3 |
125-007 |
125-073 |
125-238 |
|
| S4 |
124-192 |
124-258 |
125-201 |
|
|
| 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 |
125-210 |
0-270 |
0.7% |
0-163 |
0.4% |
24% |
False |
True |
856,439 |
| 10 |
126-275 |
125-210 |
1-065 |
1.0% |
0-166 |
0.4% |
17% |
False |
True |
870,528 |
| 20 |
126-275 |
123-235 |
3-040 |
2.5% |
0-195 |
0.5% |
68% |
False |
False |
967,691 |
| 40 |
126-275 |
122-070 |
4-205 |
3.7% |
0-214 |
0.5% |
78% |
False |
False |
945,402 |
| 60 |
126-275 |
122-070 |
4-205 |
3.7% |
0-206 |
0.5% |
78% |
False |
False |
633,597 |
| 80 |
126-275 |
122-070 |
4-205 |
3.7% |
0-182 |
0.5% |
78% |
False |
False |
475,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-279 |
|
2.618 |
127-058 |
|
1.618 |
126-243 |
|
1.000 |
126-160 |
|
0.618 |
126-108 |
|
HIGH |
126-025 |
|
0.618 |
125-293 |
|
0.500 |
125-278 |
|
0.382 |
125-262 |
|
LOW |
125-210 |
|
0.618 |
125-127 |
|
1.000 |
125-075 |
|
1.618 |
124-312 |
|
2.618 |
124-177 |
|
4.250 |
123-276 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-278 |
126-010 |
| PP |
125-277 |
125-312 |
| S1 |
125-276 |
125-293 |
|