ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-095 |
126-285 |
0-190 |
0.5% |
126-110 |
| High |
127-000 |
127-115 |
0-115 |
0.3% |
127-115 |
| Low |
126-075 |
126-260 |
0-185 |
0.5% |
125-170 |
| Close |
126-305 |
126-285 |
-0-020 |
0.0% |
126-285 |
| Range |
0-245 |
0-175 |
-0-070 |
-28.6% |
1-265 |
| ATR |
0-201 |
0-199 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,189,868 |
990,417 |
-199,451 |
-16.8% |
4,435,109 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-212 |
128-103 |
127-061 |
|
| R3 |
128-037 |
127-248 |
127-013 |
|
| R2 |
127-182 |
127-182 |
126-317 |
|
| R1 |
127-073 |
127-073 |
126-301 |
127-052 |
| PP |
127-007 |
127-007 |
127-007 |
126-316 |
| S1 |
126-218 |
126-218 |
126-269 |
126-198 |
| S2 |
126-152 |
126-152 |
126-253 |
|
| S3 |
125-297 |
126-043 |
126-237 |
|
| S4 |
125-122 |
125-188 |
126-189 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-025 |
131-100 |
127-287 |
|
| R3 |
130-080 |
129-155 |
127-126 |
|
| R2 |
128-135 |
128-135 |
127-072 |
|
| R1 |
127-210 |
127-210 |
127-019 |
128-012 |
| PP |
126-190 |
126-190 |
126-190 |
126-251 |
| S1 |
125-265 |
125-265 |
126-231 |
126-068 |
| S2 |
124-245 |
124-245 |
126-178 |
|
| S3 |
122-300 |
124-000 |
126-124 |
|
| S4 |
121-035 |
122-055 |
125-283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-115 |
125-170 |
1-265 |
1.4% |
0-205 |
0.5% |
74% |
True |
False |
887,021 |
| 10 |
127-115 |
125-170 |
1-265 |
1.4% |
0-171 |
0.4% |
74% |
True |
False |
908,367 |
| 20 |
127-115 |
125-025 |
2-090 |
1.8% |
0-172 |
0.4% |
79% |
True |
False |
927,729 |
| 40 |
127-115 |
122-070 |
5-045 |
4.1% |
0-215 |
0.5% |
91% |
True |
False |
1,024,938 |
| 60 |
127-115 |
122-070 |
5-045 |
4.1% |
0-209 |
0.5% |
91% |
True |
False |
688,932 |
| 80 |
127-115 |
122-070 |
5-045 |
4.1% |
0-188 |
0.5% |
91% |
True |
False |
517,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-219 |
|
2.618 |
128-253 |
|
1.618 |
128-078 |
|
1.000 |
127-290 |
|
0.618 |
127-223 |
|
HIGH |
127-115 |
|
0.618 |
127-048 |
|
0.500 |
127-028 |
|
0.382 |
127-007 |
|
LOW |
126-260 |
|
0.618 |
126-152 |
|
1.000 |
126-085 |
|
1.618 |
125-297 |
|
2.618 |
125-122 |
|
4.250 |
124-156 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-028 |
126-238 |
| PP |
127-007 |
126-190 |
| S1 |
126-306 |
126-142 |
|