ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-285 |
126-245 |
-0-040 |
-0.1% |
126-110 |
| High |
126-310 |
127-165 |
0-175 |
0.4% |
127-115 |
| Low |
126-205 |
126-230 |
0-025 |
0.1% |
125-170 |
| Close |
126-240 |
127-160 |
0-240 |
0.6% |
126-285 |
| Range |
0-105 |
0-255 |
0-150 |
142.9% |
1-265 |
| ATR |
0-192 |
0-197 |
0-004 |
2.3% |
0-000 |
| Volume |
597,937 |
1,186,695 |
588,758 |
98.5% |
4,435,109 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-203 |
129-117 |
127-300 |
|
| R3 |
128-268 |
128-182 |
127-230 |
|
| R2 |
128-013 |
128-013 |
127-207 |
|
| R1 |
127-247 |
127-247 |
127-183 |
127-290 |
| PP |
127-078 |
127-078 |
127-078 |
127-100 |
| S1 |
126-312 |
126-312 |
127-137 |
127-035 |
| S2 |
126-143 |
126-143 |
127-113 |
|
| S3 |
125-208 |
126-057 |
127-090 |
|
| S4 |
124-273 |
125-122 |
127-020 |
|
|
| 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 |
127-165 |
125-170 |
1-315 |
1.6% |
0-206 |
0.5% |
99% |
True |
False |
1,025,925 |
| 10 |
127-165 |
125-170 |
1-315 |
1.6% |
0-184 |
0.5% |
99% |
True |
False |
941,182 |
| 20 |
127-165 |
125-170 |
1-315 |
1.6% |
0-173 |
0.4% |
99% |
True |
False |
940,272 |
| 40 |
127-165 |
122-070 |
5-095 |
4.2% |
0-211 |
0.5% |
100% |
True |
False |
1,064,226 |
| 60 |
127-165 |
122-070 |
5-095 |
4.2% |
0-212 |
0.5% |
100% |
True |
False |
718,510 |
| 80 |
127-165 |
122-070 |
5-095 |
4.2% |
0-190 |
0.5% |
100% |
True |
False |
539,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-289 |
|
2.618 |
129-193 |
|
1.618 |
128-258 |
|
1.000 |
128-100 |
|
0.618 |
128-003 |
|
HIGH |
127-165 |
|
0.618 |
127-068 |
|
0.500 |
127-038 |
|
0.382 |
127-007 |
|
LOW |
126-230 |
|
0.618 |
126-072 |
|
1.000 |
125-295 |
|
1.618 |
125-137 |
|
2.618 |
124-202 |
|
4.250 |
123-106 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-119 |
127-115 |
| PP |
127-078 |
127-070 |
| S1 |
127-038 |
127-025 |
|