ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-180 |
126-120 |
-0-060 |
-0.1% |
126-200 |
High |
126-205 |
126-155 |
-0-050 |
-0.1% |
126-260 |
Low |
126-055 |
126-060 |
0-005 |
0.0% |
125-050 |
Close |
126-110 |
126-115 |
0-005 |
0.0% |
126-185 |
Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
1-210 |
ATR |
0-249 |
0-238 |
-0-011 |
-4.4% |
0-000 |
Volume |
699,487 |
672,231 |
-27,256 |
-3.9% |
5,980,935 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
127-030 |
126-167 |
|
R3 |
126-300 |
126-255 |
126-141 |
|
R2 |
126-205 |
126-205 |
126-132 |
|
R1 |
126-160 |
126-160 |
126-124 |
126-135 |
PP |
126-110 |
126-110 |
126-110 |
126-098 |
S1 |
126-065 |
126-065 |
126-106 |
126-040 |
S2 |
126-015 |
126-015 |
126-098 |
|
S3 |
125-240 |
125-290 |
126-089 |
|
S4 |
125-145 |
125-195 |
126-063 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-048 |
130-167 |
127-156 |
|
R3 |
129-158 |
128-277 |
127-011 |
|
R2 |
127-268 |
127-268 |
126-282 |
|
R1 |
127-067 |
127-067 |
126-234 |
126-222 |
PP |
126-058 |
126-058 |
126-058 |
125-296 |
S1 |
125-177 |
125-177 |
126-136 |
125-012 |
S2 |
124-168 |
124-168 |
126-088 |
|
S3 |
122-278 |
123-287 |
126-039 |
|
S4 |
121-068 |
122-077 |
125-214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-205 |
125-050 |
1-155 |
1.2% |
0-289 |
0.7% |
81% |
False |
False |
1,186,808 |
10 |
127-015 |
125-050 |
1-285 |
1.5% |
0-228 |
0.6% |
64% |
False |
False |
1,038,808 |
20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-209 |
0.5% |
56% |
False |
False |
986,319 |
40 |
129-255 |
124-115 |
5-140 |
4.3% |
0-255 |
0.6% |
37% |
False |
False |
1,195,225 |
60 |
131-200 |
124-115 |
7-085 |
5.7% |
0-254 |
0.6% |
28% |
False |
False |
1,088,881 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-215 |
0.5% |
23% |
False |
False |
818,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-239 |
2.618 |
127-084 |
1.618 |
126-309 |
1.000 |
126-250 |
0.618 |
126-214 |
HIGH |
126-155 |
0.618 |
126-119 |
0.500 |
126-108 |
0.382 |
126-096 |
LOW |
126-060 |
0.618 |
126-001 |
1.000 |
125-285 |
1.618 |
125-226 |
2.618 |
125-131 |
4.250 |
124-296 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-112 |
126-066 |
PP |
126-110 |
126-017 |
S1 |
126-108 |
125-288 |
|