ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-240 |
126-255 |
0-015 |
0.0% |
126-180 |
High |
126-280 |
126-315 |
0-035 |
0.1% |
126-290 |
Low |
126-205 |
126-155 |
-0-050 |
-0.1% |
126-055 |
Close |
126-260 |
126-200 |
-0-060 |
-0.1% |
126-260 |
Range |
0-075 |
0-160 |
0-085 |
113.3% |
0-235 |
ATR |
0-211 |
0-208 |
-0-004 |
-1.7% |
0-000 |
Volume |
520,223 |
732,539 |
212,316 |
40.8% |
3,758,201 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-063 |
127-292 |
126-288 |
|
R3 |
127-223 |
127-132 |
126-244 |
|
R2 |
127-063 |
127-063 |
126-229 |
|
R1 |
126-292 |
126-292 |
126-215 |
126-258 |
PP |
126-223 |
126-223 |
126-223 |
126-206 |
S1 |
126-132 |
126-132 |
126-185 |
126-098 |
S2 |
126-063 |
126-063 |
126-171 |
|
S3 |
125-223 |
125-292 |
126-156 |
|
S4 |
125-063 |
125-132 |
126-112 |
|
|
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 |
126-315 |
126-060 |
0-255 |
0.6% |
0-114 |
0.3% |
55% |
True |
False |
758,250 |
10 |
126-315 |
125-050 |
1-265 |
1.4% |
0-202 |
0.5% |
80% |
True |
False |
979,370 |
20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-188 |
0.5% |
68% |
False |
False |
934,316 |
40 |
129-245 |
124-115 |
5-130 |
4.3% |
0-244 |
0.6% |
42% |
False |
False |
1,117,806 |
60 |
131-200 |
124-115 |
7-085 |
5.7% |
0-249 |
0.6% |
31% |
False |
False |
1,139,193 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-217 |
0.5% |
26% |
False |
False |
857,254 |
100 |
133-000 |
124-115 |
8-205 |
6.8% |
0-186 |
0.5% |
26% |
False |
False |
685,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-035 |
2.618 |
128-094 |
1.618 |
127-254 |
1.000 |
127-155 |
0.618 |
127-094 |
HIGH |
126-315 |
0.618 |
126-254 |
0.500 |
126-235 |
0.382 |
126-216 |
LOW |
126-155 |
0.618 |
126-056 |
1.000 |
125-315 |
1.618 |
125-216 |
2.618 |
125-056 |
4.250 |
124-115 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-235 |
126-235 |
PP |
126-223 |
126-223 |
S1 |
126-212 |
126-212 |
|