ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
124-150 |
-0-220 |
-0.5% |
126-255 |
| High |
125-075 |
124-180 |
-0-215 |
-0.5% |
126-315 |
| Low |
124-125 |
124-025 |
-0-100 |
-0.3% |
124-210 |
| Close |
124-230 |
124-085 |
-0-145 |
-0.4% |
124-315 |
| Range |
0-270 |
0-155 |
-0-115 |
-42.6% |
2-105 |
| ATR |
0-222 |
0-221 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,278,075 |
1,225,230 |
-52,845 |
-4.1% |
5,736,202 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-242 |
125-158 |
124-170 |
|
| R3 |
125-087 |
125-003 |
124-128 |
|
| R2 |
124-252 |
124-252 |
124-113 |
|
| R1 |
124-168 |
124-168 |
124-099 |
124-132 |
| PP |
124-097 |
124-097 |
124-097 |
124-079 |
| S1 |
124-013 |
124-013 |
124-071 |
123-298 |
| S2 |
123-262 |
123-262 |
124-057 |
|
| S3 |
123-107 |
123-178 |
124-042 |
|
| S4 |
122-272 |
123-023 |
124-000 |
|
|
| 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 |
125-150 |
124-025 |
1-125 |
1.1% |
0-211 |
0.5% |
13% |
False |
True |
1,141,443 |
| 10 |
126-315 |
124-025 |
2-290 |
2.3% |
0-204 |
0.5% |
6% |
False |
True |
1,081,819 |
| 20 |
126-315 |
124-025 |
2-290 |
2.3% |
0-204 |
0.5% |
6% |
False |
True |
1,036,885 |
| 40 |
127-100 |
124-025 |
3-075 |
2.6% |
0-219 |
0.6% |
6% |
False |
True |
1,032,533 |
| 60 |
130-150 |
124-025 |
6-125 |
5.1% |
0-244 |
0.6% |
3% |
False |
True |
1,234,490 |
| 80 |
133-000 |
124-025 |
8-295 |
7.2% |
0-233 |
0.6% |
2% |
False |
True |
976,238 |
| 100 |
133-000 |
124-025 |
8-295 |
7.2% |
0-203 |
0.5% |
2% |
False |
True |
781,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-199 |
|
2.618 |
125-266 |
|
1.618 |
125-111 |
|
1.000 |
125-015 |
|
0.618 |
124-276 |
|
HIGH |
124-180 |
|
0.618 |
124-121 |
|
0.500 |
124-102 |
|
0.382 |
124-084 |
|
LOW |
124-025 |
|
0.618 |
123-249 |
|
1.000 |
123-190 |
|
1.618 |
123-094 |
|
2.618 |
122-259 |
|
4.250 |
122-006 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-102 |
124-218 |
| PP |
124-097 |
124-173 |
| S1 |
124-091 |
124-129 |
|