ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-115 |
126-205 |
0-090 |
0.2% |
126-200 |
High |
126-240 |
126-290 |
0-050 |
0.1% |
126-260 |
Low |
126-105 |
126-185 |
0-080 |
0.2% |
125-050 |
Close |
126-205 |
126-260 |
0-055 |
0.1% |
126-185 |
Range |
0-135 |
0-105 |
-0-030 |
-22.2% |
1-210 |
ATR |
0-231 |
0-222 |
-0-009 |
-3.9% |
0-000 |
Volume |
946,211 |
920,049 |
-26,162 |
-2.8% |
5,980,935 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-240 |
127-195 |
126-318 |
|
R3 |
127-135 |
127-090 |
126-289 |
|
R2 |
127-030 |
127-030 |
126-279 |
|
R1 |
126-305 |
126-305 |
126-270 |
127-008 |
PP |
126-245 |
126-245 |
126-245 |
126-256 |
S1 |
126-200 |
126-200 |
126-250 |
126-222 |
S2 |
126-140 |
126-140 |
126-241 |
|
S3 |
126-035 |
126-095 |
126-231 |
|
S4 |
125-250 |
125-310 |
126-202 |
|
|
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 |
126-290 |
125-050 |
1-240 |
1.4% |
0-191 |
0.5% |
95% |
True |
False |
959,976 |
10 |
126-290 |
125-050 |
1-240 |
1.4% |
0-204 |
0.5% |
95% |
True |
False |
991,951 |
20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-201 |
0.5% |
77% |
False |
False |
958,416 |
40 |
129-255 |
124-115 |
5-140 |
4.3% |
0-249 |
0.6% |
45% |
False |
False |
1,155,321 |
60 |
131-200 |
124-115 |
7-085 |
5.7% |
0-252 |
0.6% |
34% |
False |
False |
1,119,405 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-216 |
0.5% |
28% |
False |
False |
841,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-096 |
2.618 |
127-245 |
1.618 |
127-140 |
1.000 |
127-075 |
0.618 |
127-035 |
HIGH |
126-290 |
0.618 |
126-250 |
0.500 |
126-238 |
0.382 |
126-225 |
LOW |
126-185 |
0.618 |
126-120 |
1.000 |
126-080 |
1.618 |
126-015 |
2.618 |
125-230 |
4.250 |
125-059 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-252 |
126-232 |
PP |
126-245 |
126-203 |
S1 |
126-238 |
126-175 |
|