ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
127-130 |
127-180 |
0-050 |
0.1% |
126-285 |
| High |
127-215 |
127-210 |
-0-005 |
0.0% |
127-255 |
| Low |
127-110 |
127-120 |
0-010 |
0.0% |
126-205 |
| Close |
127-195 |
127-180 |
-0-015 |
0.0% |
127-195 |
| Range |
0-105 |
0-090 |
-0-015 |
-14.3% |
1-050 |
| ATR |
0-180 |
0-174 |
-0-006 |
-3.6% |
0-000 |
| Volume |
609,105 |
498,134 |
-110,971 |
-18.2% |
4,108,868 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-120 |
128-080 |
127-230 |
|
| R3 |
128-030 |
127-310 |
127-205 |
|
| R2 |
127-260 |
127-260 |
127-196 |
|
| R1 |
127-220 |
127-220 |
127-188 |
127-225 |
| PP |
127-170 |
127-170 |
127-170 |
127-172 |
| S1 |
127-130 |
127-130 |
127-172 |
127-135 |
| S2 |
127-080 |
127-080 |
127-164 |
|
| S3 |
126-310 |
127-040 |
127-155 |
|
| S4 |
126-220 |
126-270 |
127-130 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-262 |
130-118 |
128-078 |
|
| R3 |
129-212 |
129-068 |
127-297 |
|
| R2 |
128-162 |
128-162 |
127-263 |
|
| R1 |
128-018 |
128-018 |
127-229 |
128-090 |
| PP |
127-112 |
127-112 |
127-112 |
127-148 |
| S1 |
126-288 |
126-288 |
127-161 |
127-040 |
| S2 |
126-062 |
126-062 |
127-127 |
|
| S3 |
125-012 |
125-238 |
127-093 |
|
| S4 |
123-282 |
124-188 |
126-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-255 |
126-230 |
1-025 |
0.8% |
0-136 |
0.3% |
78% |
False |
False |
801,813 |
| 10 |
127-255 |
125-170 |
2-085 |
1.8% |
0-159 |
0.4% |
90% |
False |
False |
885,193 |
| 20 |
127-255 |
125-170 |
2-085 |
1.8% |
0-162 |
0.4% |
90% |
False |
False |
887,697 |
| 40 |
127-255 |
122-070 |
5-185 |
4.4% |
0-198 |
0.5% |
96% |
False |
False |
1,013,376 |
| 60 |
127-255 |
122-070 |
5-185 |
4.4% |
0-196 |
0.5% |
96% |
False |
False |
764,956 |
| 80 |
127-255 |
122-070 |
5-185 |
4.4% |
0-191 |
0.5% |
96% |
False |
False |
574,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-272 |
|
2.618 |
128-126 |
|
1.618 |
128-036 |
|
1.000 |
127-300 |
|
0.618 |
127-266 |
|
HIGH |
127-210 |
|
0.618 |
127-176 |
|
0.500 |
127-165 |
|
0.382 |
127-154 |
|
LOW |
127-120 |
|
0.618 |
127-064 |
|
1.000 |
127-030 |
|
1.618 |
126-294 |
|
2.618 |
126-204 |
|
4.250 |
126-058 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-175 |
127-179 |
| PP |
127-170 |
127-178 |
| S1 |
127-165 |
127-178 |
|