ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-215 |
125-255 |
0-040 |
0.1% |
126-180 |
| High |
125-290 |
125-280 |
-0-010 |
0.0% |
126-290 |
| Low |
125-180 |
124-260 |
-0-240 |
-0.6% |
126-055 |
| Close |
125-250 |
125-160 |
-0-090 |
-0.2% |
126-260 |
| Range |
0-110 |
1-020 |
0-230 |
209.1% |
0-235 |
| ATR |
0-209 |
0-218 |
0-009 |
4.5% |
0-000 |
| Volume |
785,023 |
1,682,284 |
897,261 |
114.3% |
3,758,201 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-033 |
126-027 |
|
| R3 |
127-167 |
127-013 |
125-254 |
|
| R2 |
126-147 |
126-147 |
125-222 |
|
| R1 |
125-313 |
125-313 |
125-191 |
125-220 |
| PP |
125-127 |
125-127 |
125-127 |
125-080 |
| S1 |
124-293 |
124-293 |
125-129 |
124-200 |
| S2 |
124-107 |
124-107 |
125-098 |
|
| S3 |
123-087 |
123-273 |
125-066 |
|
| S4 |
122-067 |
122-253 |
124-293 |
|
|
| 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 |
124-260 |
2-055 |
1.7% |
0-197 |
0.5% |
32% |
False |
True |
1,022,195 |
| 10 |
126-315 |
124-260 |
2-055 |
1.7% |
0-194 |
0.5% |
32% |
False |
True |
991,085 |
| 20 |
127-100 |
124-260 |
2-160 |
2.0% |
0-194 |
0.5% |
28% |
False |
True |
970,080 |
| 40 |
127-200 |
124-115 |
3-085 |
2.6% |
0-239 |
0.6% |
35% |
False |
False |
1,119,896 |
| 60 |
131-130 |
124-115 |
7-015 |
5.6% |
0-253 |
0.6% |
16% |
False |
False |
1,200,524 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-225 |
0.6% |
13% |
False |
False |
905,152 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-194 |
0.5% |
13% |
False |
False |
724,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-125 |
|
2.618 |
128-210 |
|
1.618 |
127-190 |
|
1.000 |
126-300 |
|
0.618 |
126-170 |
|
HIGH |
125-280 |
|
0.618 |
125-150 |
|
0.500 |
125-110 |
|
0.382 |
125-070 |
|
LOW |
124-260 |
|
0.618 |
124-050 |
|
1.000 |
123-240 |
|
1.618 |
123-030 |
|
2.618 |
122-010 |
|
4.250 |
120-095 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-143 |
125-212 |
| PP |
125-127 |
125-195 |
| S1 |
125-110 |
125-178 |
|