ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
126-245 |
127-150 |
0-225 |
0.6% |
126-110 |
| High |
127-165 |
127-255 |
0-090 |
0.2% |
127-115 |
| Low |
126-230 |
127-150 |
0-240 |
0.6% |
125-170 |
| Close |
127-160 |
127-210 |
0-050 |
0.1% |
126-285 |
| Range |
0-255 |
0-105 |
-0-150 |
-58.8% |
1-265 |
| ATR |
0-197 |
0-190 |
-0-007 |
-3.3% |
0-000 |
| Volume |
1,186,695 |
870,293 |
-316,402 |
-26.7% |
4,435,109 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-200 |
128-150 |
127-268 |
|
| R3 |
128-095 |
128-045 |
127-239 |
|
| R2 |
127-310 |
127-310 |
127-229 |
|
| R1 |
127-260 |
127-260 |
127-220 |
127-285 |
| PP |
127-205 |
127-205 |
127-205 |
127-218 |
| S1 |
127-155 |
127-155 |
127-200 |
127-180 |
| S2 |
127-100 |
127-100 |
127-191 |
|
| S3 |
126-315 |
127-050 |
127-181 |
|
| S4 |
126-210 |
126-265 |
127-152 |
|
|
| 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 |
127-255 |
126-075 |
1-180 |
1.2% |
0-177 |
0.4% |
91% |
True |
False |
967,042 |
| 10 |
127-255 |
125-170 |
2-085 |
1.8% |
0-180 |
0.4% |
94% |
True |
False |
926,710 |
| 20 |
127-255 |
125-170 |
2-085 |
1.8% |
0-170 |
0.4% |
94% |
True |
False |
934,894 |
| 40 |
127-255 |
122-070 |
5-185 |
4.4% |
0-206 |
0.5% |
97% |
True |
False |
1,065,156 |
| 60 |
127-255 |
122-070 |
5-185 |
4.4% |
0-212 |
0.5% |
97% |
True |
False |
732,858 |
| 80 |
127-255 |
122-070 |
5-185 |
4.4% |
0-192 |
0.5% |
97% |
True |
False |
550,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-061 |
|
2.618 |
128-210 |
|
1.618 |
128-105 |
|
1.000 |
128-040 |
|
0.618 |
128-000 |
|
HIGH |
127-255 |
|
0.618 |
127-215 |
|
0.500 |
127-202 |
|
0.382 |
127-190 |
|
LOW |
127-150 |
|
0.618 |
127-085 |
|
1.000 |
127-045 |
|
1.618 |
126-300 |
|
2.618 |
126-195 |
|
4.250 |
126-024 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-208 |
127-163 |
| PP |
127-205 |
127-117 |
| S1 |
127-202 |
127-070 |
|