ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-240 |
0-190 |
0.5% |
125-005 |
| High |
125-280 |
125-270 |
-0-010 |
0.0% |
125-090 |
| Low |
125-010 |
125-045 |
0-035 |
0.1% |
124-000 |
| Close |
125-235 |
125-085 |
-0-150 |
-0.4% |
124-275 |
| Range |
0-270 |
0-225 |
-0-045 |
-16.7% |
1-090 |
| ATR |
0-227 |
0-226 |
0-000 |
0.0% |
0-000 |
| Volume |
1,923,633 |
2,402,128 |
478,495 |
24.9% |
6,038,064 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-168 |
127-032 |
125-209 |
|
| R3 |
126-263 |
126-127 |
125-147 |
|
| R2 |
126-038 |
126-038 |
125-126 |
|
| R1 |
125-222 |
125-222 |
125-106 |
125-178 |
| PP |
125-133 |
125-133 |
125-133 |
125-111 |
| S1 |
124-317 |
124-317 |
125-064 |
124-272 |
| S2 |
124-228 |
124-228 |
125-044 |
|
| S3 |
124-003 |
124-092 |
125-023 |
|
| S4 |
123-098 |
123-187 |
124-281 |
|
|
| 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 |
125-280 |
124-000 |
1-280 |
1.5% |
0-227 |
0.6% |
68% |
False |
False |
1,621,199 |
| 10 |
125-280 |
124-000 |
1-280 |
1.5% |
0-238 |
0.6% |
68% |
False |
False |
1,427,027 |
| 20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-218 |
0.5% |
42% |
False |
False |
1,191,963 |
| 40 |
127-100 |
124-000 |
3-100 |
2.6% |
0-222 |
0.6% |
38% |
False |
False |
1,094,307 |
| 60 |
130-150 |
124-000 |
6-150 |
5.2% |
0-243 |
0.6% |
20% |
False |
False |
1,236,774 |
| 80 |
132-050 |
124-000 |
8-050 |
6.5% |
0-238 |
0.6% |
16% |
False |
False |
1,061,726 |
| 100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-208 |
0.5% |
14% |
False |
False |
850,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-266 |
|
2.618 |
127-219 |
|
1.618 |
126-314 |
|
1.000 |
126-175 |
|
0.618 |
126-089 |
|
HIGH |
125-270 |
|
0.618 |
125-184 |
|
0.500 |
125-158 |
|
0.382 |
125-131 |
|
LOW |
125-045 |
|
0.618 |
124-226 |
|
1.000 |
124-140 |
|
1.618 |
124-001 |
|
2.618 |
123-096 |
|
4.250 |
122-049 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-158 |
125-108 |
| PP |
125-133 |
125-100 |
| S1 |
125-109 |
125-092 |
|