ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
126-255 |
126-165 |
-0-090 |
-0.2% |
126-180 |
| High |
126-315 |
126-165 |
-0-150 |
-0.4% |
126-290 |
| Low |
126-155 |
125-185 |
-0-290 |
-0.7% |
126-055 |
| Close |
126-200 |
125-225 |
-0-295 |
-0.7% |
126-260 |
| Range |
0-160 |
0-300 |
0-140 |
87.5% |
0-235 |
| ATR |
0-208 |
0-217 |
0-009 |
4.4% |
0-000 |
| Volume |
732,539 |
1,390,906 |
658,367 |
89.9% |
3,758,201 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-238 |
128-052 |
126-070 |
|
| R3 |
127-258 |
127-072 |
125-308 |
|
| R2 |
126-278 |
126-278 |
125-280 |
|
| R1 |
126-092 |
126-092 |
125-252 |
126-035 |
| PP |
125-298 |
125-298 |
125-298 |
125-270 |
| S1 |
125-112 |
125-112 |
125-198 |
125-055 |
| S2 |
124-318 |
124-318 |
125-170 |
|
| S3 |
124-018 |
124-132 |
125-142 |
|
| S4 |
123-038 |
123-152 |
125-060 |
|
|
| 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 |
125-185 |
1-130 |
1.1% |
0-155 |
0.4% |
9% |
False |
True |
901,985 |
| 10 |
126-315 |
125-050 |
1-265 |
1.5% |
0-222 |
0.6% |
30% |
False |
False |
1,044,397 |
| 20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-197 |
0.5% |
25% |
False |
False |
961,696 |
| 40 |
129-120 |
124-115 |
5-005 |
4.0% |
0-246 |
0.6% |
27% |
False |
False |
1,129,248 |
| 60 |
131-130 |
124-115 |
7-015 |
5.6% |
0-250 |
0.6% |
19% |
False |
False |
1,161,477 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-221 |
0.5% |
16% |
False |
False |
874,486 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-189 |
0.5% |
16% |
False |
False |
699,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-160 |
|
2.618 |
128-310 |
|
1.618 |
128-010 |
|
1.000 |
127-145 |
|
0.618 |
127-030 |
|
HIGH |
126-165 |
|
0.618 |
126-050 |
|
0.500 |
126-015 |
|
0.382 |
125-300 |
|
LOW |
125-185 |
|
0.618 |
125-000 |
|
1.000 |
124-205 |
|
1.618 |
124-020 |
|
2.618 |
123-040 |
|
4.250 |
121-190 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-015 |
126-090 |
| PP |
125-298 |
126-028 |
| S1 |
125-262 |
125-287 |
|