ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-285 |
126-285 |
0-000 |
0.0% |
126-110 |
| High |
127-115 |
126-310 |
-0-125 |
-0.3% |
127-115 |
| Low |
126-260 |
126-205 |
-0-055 |
-0.1% |
125-170 |
| Close |
126-285 |
126-240 |
-0-045 |
-0.1% |
126-285 |
| Range |
0-175 |
0-105 |
-0-070 |
-40.0% |
1-265 |
| ATR |
0-199 |
0-192 |
-0-007 |
-3.4% |
0-000 |
| Volume |
990,417 |
597,937 |
-392,480 |
-39.6% |
4,435,109 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-247 |
127-188 |
126-298 |
|
| R3 |
127-142 |
127-083 |
126-269 |
|
| R2 |
127-037 |
127-037 |
126-259 |
|
| R1 |
126-298 |
126-298 |
126-250 |
126-275 |
| PP |
126-252 |
126-252 |
126-252 |
126-240 |
| S1 |
126-193 |
126-193 |
126-230 |
126-170 |
| S2 |
126-147 |
126-147 |
126-221 |
|
| S3 |
126-042 |
126-088 |
126-211 |
|
| S4 |
125-257 |
125-303 |
126-182 |
|
|
| 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% |
0-182 |
0.4% |
67% |
False |
False |
968,574 |
| 10 |
127-115 |
125-170 |
1-265 |
1.4% |
0-172 |
0.4% |
67% |
False |
False |
906,642 |
| 20 |
127-115 |
125-160 |
1-275 |
1.5% |
0-169 |
0.4% |
67% |
False |
False |
925,429 |
| 40 |
127-115 |
122-070 |
5-045 |
4.1% |
0-209 |
0.5% |
88% |
False |
False |
1,037,688 |
| 60 |
127-115 |
122-070 |
5-045 |
4.1% |
0-209 |
0.5% |
88% |
False |
False |
698,807 |
| 80 |
127-115 |
122-070 |
5-045 |
4.1% |
0-187 |
0.5% |
88% |
False |
False |
524,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-116 |
|
2.618 |
127-265 |
|
1.618 |
127-160 |
|
1.000 |
127-095 |
|
0.618 |
127-055 |
|
HIGH |
126-310 |
|
0.618 |
126-270 |
|
0.500 |
126-258 |
|
0.382 |
126-245 |
|
LOW |
126-205 |
|
0.618 |
126-140 |
|
1.000 |
126-100 |
|
1.618 |
126-035 |
|
2.618 |
125-250 |
|
4.250 |
125-079 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-258 |
126-255 |
| PP |
126-252 |
126-250 |
| S1 |
126-246 |
126-245 |
|