ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
125-005 |
-0-130 |
-0.3% |
126-255 |
| High |
125-150 |
125-005 |
-0-145 |
-0.4% |
126-315 |
| Low |
124-210 |
124-155 |
-0-055 |
-0.1% |
124-210 |
| Close |
124-315 |
124-195 |
-0-120 |
-0.3% |
124-315 |
| Range |
0-260 |
0-170 |
-0-090 |
-34.6% |
2-105 |
| ATR |
0-222 |
0-218 |
-0-004 |
-1.7% |
0-000 |
| Volume |
1,145,450 |
1,021,671 |
-123,779 |
-10.8% |
5,736,202 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-095 |
125-315 |
124-288 |
|
| R3 |
125-245 |
125-145 |
124-242 |
|
| R2 |
125-075 |
125-075 |
124-226 |
|
| R1 |
124-295 |
124-295 |
124-211 |
124-260 |
| PP |
124-225 |
124-225 |
124-225 |
124-208 |
| S1 |
124-125 |
124-125 |
124-179 |
124-090 |
| S2 |
124-055 |
124-055 |
124-164 |
|
| S3 |
123-205 |
123-275 |
124-148 |
|
| S4 |
123-035 |
123-105 |
124-102 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-168 |
131-027 |
126-085 |
|
| R3 |
130-063 |
128-242 |
125-200 |
|
| R2 |
127-278 |
127-278 |
125-132 |
|
| R1 |
126-137 |
126-137 |
125-063 |
125-315 |
| PP |
125-173 |
125-173 |
125-173 |
125-102 |
| S1 |
124-032 |
124-032 |
124-247 |
123-210 |
| S2 |
123-068 |
123-068 |
124-178 |
|
| S3 |
120-283 |
121-247 |
124-110 |
|
| S4 |
118-178 |
119-142 |
123-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-165 |
124-155 |
2-010 |
1.6% |
0-236 |
0.6% |
6% |
False |
True |
1,205,066 |
| 10 |
126-315 |
124-155 |
2-160 |
2.0% |
0-175 |
0.4% |
5% |
False |
True |
981,658 |
| 20 |
127-070 |
124-155 |
2-235 |
2.2% |
0-204 |
0.5% |
5% |
False |
True |
1,015,545 |
| 40 |
127-100 |
124-115 |
2-305 |
2.4% |
0-231 |
0.6% |
8% |
False |
False |
1,068,546 |
| 60 |
130-205 |
124-115 |
6-090 |
5.0% |
0-248 |
0.6% |
4% |
False |
False |
1,229,629 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-229 |
0.6% |
3% |
False |
False |
932,155 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-198 |
0.5% |
3% |
False |
False |
746,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-088 |
|
2.618 |
126-130 |
|
1.618 |
125-280 |
|
1.000 |
125-175 |
|
0.618 |
125-110 |
|
HIGH |
125-005 |
|
0.618 |
124-260 |
|
0.500 |
124-240 |
|
0.382 |
124-220 |
|
LOW |
124-155 |
|
0.618 |
124-050 |
|
1.000 |
123-305 |
|
1.618 |
123-200 |
|
2.618 |
123-030 |
|
4.250 |
122-072 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-240 |
125-058 |
| PP |
124-225 |
124-317 |
| S1 |
124-210 |
124-256 |
|