ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
127-220 |
0-055 |
0.1% |
126-285 |
| High |
127-240 |
128-020 |
0-100 |
0.2% |
127-255 |
| Low |
127-140 |
127-095 |
-0-045 |
-0.1% |
126-205 |
| Close |
127-230 |
127-165 |
-0-065 |
-0.2% |
127-195 |
| Range |
0-100 |
0-245 |
0-145 |
145.0% |
1-050 |
| ATR |
0-168 |
0-174 |
0-005 |
3.3% |
0-000 |
| Volume |
763,596 |
1,249,334 |
485,738 |
63.6% |
4,108,868 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
129-155 |
127-300 |
|
| R3 |
129-050 |
128-230 |
127-232 |
|
| R2 |
128-125 |
128-125 |
127-210 |
|
| R1 |
127-305 |
127-305 |
127-187 |
127-252 |
| PP |
127-200 |
127-200 |
127-200 |
127-174 |
| S1 |
127-060 |
127-060 |
127-143 |
127-008 |
| S2 |
126-275 |
126-275 |
127-120 |
|
| S3 |
126-030 |
126-135 |
127-098 |
|
| S4 |
125-105 |
125-210 |
127-030 |
|
|
| 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 |
128-020 |
127-095 |
0-245 |
0.6% |
0-133 |
0.3% |
29% |
True |
True |
793,001 |
| 10 |
128-020 |
126-075 |
1-265 |
1.4% |
0-155 |
0.4% |
70% |
True |
False |
880,021 |
| 20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-162 |
0.4% |
78% |
True |
False |
878,052 |
| 40 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
91% |
True |
False |
996,869 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-199 |
0.5% |
91% |
True |
False |
798,349 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
91% |
True |
False |
599,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-101 |
|
2.618 |
130-021 |
|
1.618 |
129-096 |
|
1.000 |
128-265 |
|
0.618 |
128-171 |
|
HIGH |
128-020 |
|
0.618 |
127-246 |
|
0.500 |
127-218 |
|
0.382 |
127-189 |
|
LOW |
127-095 |
|
0.618 |
126-264 |
|
1.000 |
126-170 |
|
1.618 |
126-019 |
|
2.618 |
125-094 |
|
4.250 |
124-014 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-218 |
127-218 |
| PP |
127-200 |
127-200 |
| S1 |
127-182 |
127-182 |
|