ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
127-220 |
127-150 |
-0-070 |
-0.2% |
126-285 |
| High |
128-020 |
127-245 |
-0-095 |
-0.2% |
127-255 |
| Low |
127-095 |
127-025 |
-0-070 |
-0.2% |
126-205 |
| Close |
127-165 |
127-115 |
-0-050 |
-0.1% |
127-195 |
| Range |
0-245 |
0-220 |
-0-025 |
-10.2% |
1-050 |
| ATR |
0-174 |
0-177 |
0-003 |
1.9% |
0-000 |
| Volume |
1,249,334 |
1,469,826 |
220,492 |
17.6% |
4,108,868 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-148 |
129-032 |
127-236 |
|
| R3 |
128-248 |
128-132 |
127-176 |
|
| R2 |
128-028 |
128-028 |
127-155 |
|
| R1 |
127-232 |
127-232 |
127-135 |
127-180 |
| PP |
127-128 |
127-128 |
127-128 |
127-102 |
| S1 |
127-012 |
127-012 |
127-095 |
126-280 |
| S2 |
126-228 |
126-228 |
127-075 |
|
| S3 |
126-008 |
126-112 |
127-054 |
|
| S4 |
125-108 |
125-212 |
126-314 |
|
|
| 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 |
127-025 |
0-315 |
0.8% |
0-152 |
0.4% |
29% |
False |
True |
917,999 |
| 10 |
128-020 |
126-205 |
1-135 |
1.1% |
0-152 |
0.4% |
51% |
False |
False |
908,017 |
| 20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-161 |
0.4% |
72% |
False |
False |
896,192 |
| 40 |
128-020 |
122-070 |
5-270 |
4.6% |
0-193 |
0.5% |
88% |
False |
False |
999,312 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-201 |
0.5% |
88% |
False |
False |
822,757 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-194 |
0.5% |
88% |
False |
False |
618,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-220 |
|
2.618 |
129-181 |
|
1.618 |
128-281 |
|
1.000 |
128-145 |
|
0.618 |
128-061 |
|
HIGH |
127-245 |
|
0.618 |
127-161 |
|
0.500 |
127-135 |
|
0.382 |
127-109 |
|
LOW |
127-025 |
|
0.618 |
126-209 |
|
1.000 |
126-125 |
|
1.618 |
125-309 |
|
2.618 |
125-089 |
|
4.250 |
124-050 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-135 |
127-182 |
| PP |
127-128 |
127-160 |
| S1 |
127-122 |
127-138 |
|