ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
126-165 |
125-215 |
-0-270 |
-0.7% |
126-180 |
| High |
126-165 |
125-290 |
-0-195 |
-0.5% |
126-290 |
| Low |
125-185 |
125-180 |
-0-005 |
0.0% |
126-055 |
| Close |
125-225 |
125-250 |
0-025 |
0.1% |
126-260 |
| Range |
0-300 |
0-110 |
-0-190 |
-63.3% |
0-235 |
| ATR |
0-217 |
0-209 |
-0-008 |
-3.5% |
0-000 |
| Volume |
1,390,906 |
785,023 |
-605,883 |
-43.6% |
3,758,201 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-250 |
126-200 |
125-310 |
|
| R3 |
126-140 |
126-090 |
125-280 |
|
| R2 |
126-030 |
126-030 |
125-270 |
|
| R1 |
125-300 |
125-300 |
125-260 |
126-005 |
| PP |
125-240 |
125-240 |
125-240 |
125-252 |
| S1 |
125-190 |
125-190 |
125-240 |
125-215 |
| S2 |
125-130 |
125-130 |
125-230 |
|
| S3 |
125-020 |
125-080 |
125-220 |
|
| S4 |
124-230 |
124-290 |
125-190 |
|
|
| 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 |
125-180 |
1-135 |
1.1% |
0-150 |
0.4% |
15% |
False |
True |
869,748 |
| 10 |
126-315 |
125-050 |
1-265 |
1.5% |
0-198 |
0.5% |
34% |
False |
False |
956,899 |
| 20 |
127-100 |
125-050 |
2-050 |
1.7% |
0-187 |
0.5% |
29% |
False |
False |
936,562 |
| 40 |
129-120 |
124-115 |
5-005 |
4.0% |
0-246 |
0.6% |
28% |
False |
False |
1,123,164 |
| 60 |
131-130 |
124-115 |
7-015 |
5.6% |
0-250 |
0.6% |
20% |
False |
False |
1,173,863 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-222 |
0.6% |
16% |
False |
False |
884,168 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-190 |
0.5% |
16% |
False |
False |
707,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-118 |
|
2.618 |
126-258 |
|
1.618 |
126-148 |
|
1.000 |
126-080 |
|
0.618 |
126-038 |
|
HIGH |
125-290 |
|
0.618 |
125-248 |
|
0.500 |
125-235 |
|
0.382 |
125-222 |
|
LOW |
125-180 |
|
0.618 |
125-112 |
|
1.000 |
125-070 |
|
1.618 |
125-002 |
|
2.618 |
124-212 |
|
4.250 |
124-032 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-245 |
126-088 |
| PP |
125-240 |
126-035 |
| S1 |
125-235 |
125-302 |
|