ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
125-050 |
0-160 |
0.4% |
126-255 |
| High |
125-090 |
125-075 |
-0-015 |
0.0% |
126-315 |
| Low |
124-210 |
124-125 |
-0-085 |
-0.2% |
124-210 |
| Close |
125-055 |
124-230 |
-0-145 |
-0.4% |
124-315 |
| Range |
0-200 |
0-270 |
0-070 |
35.0% |
2-105 |
| ATR |
0-218 |
0-222 |
0-004 |
1.7% |
0-000 |
| Volume |
1,036,793 |
1,278,075 |
241,282 |
23.3% |
5,736,202 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-100 |
126-275 |
125-058 |
|
| R3 |
126-150 |
126-005 |
124-304 |
|
| R2 |
125-200 |
125-200 |
124-280 |
|
| R1 |
125-055 |
125-055 |
124-255 |
124-312 |
| PP |
124-250 |
124-250 |
124-250 |
124-219 |
| S1 |
124-105 |
124-105 |
124-205 |
124-042 |
| S2 |
123-300 |
123-300 |
124-180 |
|
| S3 |
123-030 |
123-155 |
124-156 |
|
| S4 |
122-080 |
122-205 |
124-082 |
|
|
| 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 |
125-280 |
124-125 |
1-155 |
1.2% |
0-248 |
0.6% |
22% |
False |
True |
1,232,854 |
| 10 |
126-315 |
124-125 |
2-190 |
2.1% |
0-199 |
0.5% |
13% |
False |
True |
1,051,301 |
| 20 |
126-315 |
124-125 |
2-190 |
2.1% |
0-205 |
0.5% |
13% |
False |
True |
1,035,706 |
| 40 |
127-100 |
124-115 |
2-305 |
2.4% |
0-224 |
0.6% |
12% |
False |
False |
1,037,094 |
| 60 |
130-150 |
124-115 |
6-035 |
4.9% |
0-247 |
0.6% |
6% |
False |
False |
1,244,823 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-232 |
0.6% |
4% |
False |
False |
960,953 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-201 |
0.5% |
4% |
False |
False |
769,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-262 |
|
2.618 |
127-142 |
|
1.618 |
126-192 |
|
1.000 |
126-025 |
|
0.618 |
125-242 |
|
HIGH |
125-075 |
|
0.618 |
124-292 |
|
0.500 |
124-260 |
|
0.382 |
124-228 |
|
LOW |
124-125 |
|
0.618 |
123-278 |
|
1.000 |
123-175 |
|
1.618 |
123-008 |
|
2.618 |
122-058 |
|
4.250 |
120-258 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-260 |
124-268 |
| PP |
124-250 |
124-255 |
| S1 |
124-240 |
124-242 |
|