ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
124-125 |
124-300 |
0-175 |
0.4% |
125-005 |
| High |
125-015 |
125-085 |
0-070 |
0.2% |
125-090 |
| Low |
124-000 |
124-255 |
0-255 |
0.6% |
124-000 |
| Close |
124-275 |
125-015 |
0-060 |
0.2% |
124-275 |
| Range |
1-015 |
0-150 |
-0-185 |
-55.2% |
1-090 |
| ATR |
0-229 |
0-223 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,476,295 |
1,078,713 |
-397,582 |
-26.9% |
6,038,064 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-142 |
126-068 |
125-098 |
|
| R3 |
125-312 |
125-238 |
125-056 |
|
| R2 |
125-162 |
125-162 |
125-042 |
|
| R1 |
125-088 |
125-088 |
125-029 |
125-125 |
| PP |
125-012 |
125-012 |
125-012 |
125-030 |
| S1 |
124-258 |
124-258 |
125-001 |
124-295 |
| S2 |
124-182 |
124-182 |
124-308 |
|
| S3 |
124-032 |
124-108 |
124-294 |
|
| S4 |
123-202 |
123-278 |
124-252 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-178 |
127-317 |
125-180 |
|
| R3 |
127-088 |
126-227 |
125-068 |
|
| R2 |
125-318 |
125-318 |
125-030 |
|
| R1 |
125-137 |
125-137 |
124-313 |
125-022 |
| PP |
124-228 |
124-228 |
124-228 |
124-171 |
| S1 |
124-047 |
124-047 |
124-237 |
123-252 |
| S2 |
123-138 |
123-138 |
124-200 |
|
| S3 |
122-048 |
122-277 |
124-162 |
|
| S4 |
120-278 |
121-187 |
124-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-090 |
124-000 |
1-090 |
1.0% |
0-222 |
0.6% |
82% |
False |
False |
1,219,021 |
| 10 |
126-165 |
124-000 |
2-165 |
2.0% |
0-229 |
0.6% |
42% |
False |
False |
1,212,044 |
| 20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-215 |
0.5% |
35% |
False |
False |
1,095,707 |
| 40 |
127-100 |
124-000 |
3-100 |
2.6% |
0-218 |
0.5% |
32% |
False |
False |
1,027,789 |
| 60 |
130-150 |
124-000 |
6-150 |
5.2% |
0-243 |
0.6% |
16% |
False |
False |
1,221,171 |
| 80 |
132-300 |
124-000 |
8-300 |
7.1% |
0-237 |
0.6% |
12% |
False |
False |
1,007,977 |
| 100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-205 |
0.5% |
12% |
False |
False |
807,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-082 |
|
2.618 |
126-158 |
|
1.618 |
126-008 |
|
1.000 |
125-235 |
|
0.618 |
125-178 |
|
HIGH |
125-085 |
|
0.618 |
125-028 |
|
0.500 |
125-010 |
|
0.382 |
124-312 |
|
LOW |
124-255 |
|
0.618 |
124-162 |
|
1.000 |
124-105 |
|
1.618 |
124-012 |
|
2.618 |
123-182 |
|
4.250 |
122-258 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-013 |
124-291 |
| PP |
125-012 |
124-247 |
| S1 |
125-010 |
124-202 |
|