ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-205 |
126-240 |
0-035 |
0.1% |
126-180 |
High |
126-290 |
126-280 |
-0-010 |
0.0% |
126-290 |
Low |
126-185 |
126-205 |
0-020 |
0.0% |
126-055 |
Close |
126-260 |
126-260 |
0-000 |
0.0% |
126-260 |
Range |
0-105 |
0-075 |
-0-030 |
-28.6% |
0-235 |
ATR |
0-222 |
0-211 |
-0-010 |
-4.7% |
0-000 |
Volume |
920,049 |
520,223 |
-399,826 |
-43.5% |
3,758,201 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-153 |
127-122 |
126-301 |
|
R3 |
127-078 |
127-047 |
126-281 |
|
R2 |
127-003 |
127-003 |
126-274 |
|
R1 |
126-292 |
126-292 |
126-267 |
126-308 |
PP |
126-248 |
126-248 |
126-248 |
126-256 |
S1 |
126-217 |
126-217 |
126-253 |
126-232 |
S2 |
126-173 |
126-173 |
126-246 |
|
S3 |
126-098 |
126-142 |
126-239 |
|
S4 |
126-023 |
126-067 |
126-219 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-267 |
128-178 |
127-069 |
|
R3 |
128-032 |
127-263 |
127-005 |
|
R2 |
127-117 |
127-117 |
126-303 |
|
R1 |
127-028 |
127-028 |
126-282 |
127-072 |
PP |
126-202 |
126-202 |
126-202 |
126-224 |
S1 |
126-113 |
126-113 |
126-238 |
126-158 |
S2 |
125-287 |
125-287 |
126-217 |
|
S3 |
125-052 |
125-198 |
126-195 |
|
S4 |
124-137 |
124-283 |
126-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-290 |
126-055 |
0-235 |
0.6% |
0-112 |
0.3% |
87% |
False |
False |
751,640 |
10 |
126-290 |
125-050 |
1-240 |
1.4% |
0-200 |
0.5% |
95% |
False |
False |
973,913 |
20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-193 |
0.5% |
77% |
False |
False |
935,796 |
40 |
129-255 |
124-115 |
5-140 |
4.3% |
0-244 |
0.6% |
45% |
False |
False |
1,126,929 |
60 |
131-200 |
124-115 |
7-085 |
5.7% |
0-251 |
0.6% |
34% |
False |
False |
1,127,499 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-216 |
0.5% |
28% |
False |
False |
848,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-279 |
2.618 |
127-156 |
1.618 |
127-081 |
1.000 |
127-035 |
0.618 |
127-006 |
HIGH |
126-280 |
0.618 |
126-251 |
0.500 |
126-242 |
0.382 |
126-234 |
LOW |
126-205 |
0.618 |
126-159 |
1.000 |
126-130 |
1.618 |
126-084 |
2.618 |
126-009 |
4.250 |
125-206 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-254 |
126-239 |
PP |
126-248 |
126-218 |
S1 |
126-242 |
126-198 |
|