ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-120 |
126-115 |
-0-005 |
0.0% |
126-200 |
High |
126-155 |
126-240 |
0-085 |
0.2% |
126-260 |
Low |
126-060 |
126-105 |
0-045 |
0.1% |
125-050 |
Close |
126-115 |
126-205 |
0-090 |
0.2% |
126-185 |
Range |
0-095 |
0-135 |
0-040 |
42.1% |
1-210 |
ATR |
0-238 |
0-231 |
-0-007 |
-3.1% |
0-000 |
Volume |
672,231 |
946,211 |
273,980 |
40.8% |
5,980,935 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-268 |
127-212 |
126-279 |
|
R3 |
127-133 |
127-077 |
126-242 |
|
R2 |
126-318 |
126-318 |
126-230 |
|
R1 |
126-262 |
126-262 |
126-217 |
126-290 |
PP |
126-183 |
126-183 |
126-183 |
126-198 |
S1 |
126-127 |
126-127 |
126-193 |
126-155 |
S2 |
126-048 |
126-048 |
126-180 |
|
S3 |
125-233 |
125-312 |
126-168 |
|
S4 |
125-098 |
125-177 |
126-131 |
|
|
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 |
126-240 |
125-050 |
1-190 |
1.3% |
0-246 |
0.6% |
93% |
True |
False |
1,044,050 |
10 |
126-260 |
125-050 |
1-210 |
1.3% |
0-212 |
0.5% |
90% |
False |
False |
1,020,112 |
20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-206 |
0.5% |
69% |
False |
False |
976,133 |
40 |
129-255 |
124-115 |
5-140 |
4.3% |
0-251 |
0.6% |
42% |
False |
False |
1,167,180 |
60 |
131-200 |
124-115 |
7-085 |
5.7% |
0-254 |
0.6% |
31% |
False |
False |
1,104,461 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-216 |
0.5% |
26% |
False |
False |
830,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-174 |
2.618 |
127-273 |
1.618 |
127-138 |
1.000 |
127-055 |
0.618 |
127-003 |
HIGH |
126-240 |
0.618 |
126-188 |
0.500 |
126-172 |
0.382 |
126-157 |
LOW |
126-105 |
0.618 |
126-022 |
1.000 |
125-290 |
1.618 |
125-207 |
2.618 |
125-072 |
4.250 |
124-171 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-194 |
126-186 |
PP |
126-183 |
126-167 |
S1 |
126-172 |
126-148 |
|