ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
126-095 |
0-165 |
0.4% |
126-090 |
| High |
126-100 |
127-000 |
0-220 |
0.5% |
126-180 |
| Low |
125-170 |
126-075 |
0-225 |
0.6% |
125-215 |
| Close |
126-085 |
126-305 |
0-220 |
0.5% |
126-035 |
| Range |
0-250 |
0-245 |
-0-005 |
-2.0% |
0-285 |
| ATR |
0-198 |
0-201 |
0-003 |
1.7% |
0-000 |
| Volume |
1,164,710 |
1,189,868 |
25,158 |
2.2% |
4,648,570 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-008 |
128-242 |
127-120 |
|
| R3 |
128-083 |
127-317 |
127-052 |
|
| R2 |
127-158 |
127-158 |
127-030 |
|
| R1 |
127-072 |
127-072 |
127-007 |
127-115 |
| PP |
126-233 |
126-233 |
126-233 |
126-255 |
| S1 |
126-147 |
126-147 |
126-283 |
126-190 |
| S2 |
125-308 |
125-308 |
126-260 |
|
| S3 |
125-063 |
125-222 |
126-238 |
|
| S4 |
124-138 |
124-297 |
126-170 |
|
|
| 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 |
127-000 |
125-170 |
1-150 |
1.2% |
0-200 |
0.5% |
97% |
True |
False |
862,216 |
| 10 |
127-000 |
125-170 |
1-150 |
1.2% |
0-170 |
0.4% |
97% |
True |
False |
884,367 |
| 20 |
127-000 |
124-295 |
2-025 |
1.6% |
0-172 |
0.4% |
98% |
True |
False |
923,797 |
| 40 |
127-000 |
122-070 |
4-250 |
3.8% |
0-215 |
0.5% |
99% |
True |
False |
1,002,479 |
| 60 |
127-000 |
122-070 |
4-250 |
3.8% |
0-208 |
0.5% |
99% |
True |
False |
672,696 |
| 80 |
127-000 |
122-070 |
4-250 |
3.8% |
0-186 |
0.5% |
99% |
True |
False |
504,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-081 |
|
2.618 |
129-001 |
|
1.618 |
128-076 |
|
1.000 |
127-245 |
|
0.618 |
127-151 |
|
HIGH |
127-000 |
|
0.618 |
126-226 |
|
0.500 |
126-198 |
|
0.382 |
126-169 |
|
LOW |
126-075 |
|
0.618 |
125-244 |
|
1.000 |
125-150 |
|
1.618 |
124-319 |
|
2.618 |
124-074 |
|
4.250 |
122-314 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-269 |
126-232 |
| PP |
126-233 |
126-158 |
| S1 |
126-198 |
126-085 |
|