ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
125-240 |
125-120 |
-0-120 |
-0.3% |
125-005 |
High |
125-270 |
125-180 |
-0-090 |
-0.2% |
125-090 |
Low |
125-045 |
124-270 |
-0-095 |
-0.2% |
124-000 |
Close |
125-085 |
125-160 |
0-075 |
0.2% |
124-275 |
Range |
0-225 |
0-230 |
0-005 |
2.2% |
1-090 |
ATR |
0-226 |
0-227 |
0-000 |
0.1% |
0-000 |
Volume |
2,402,128 |
1,774,220 |
-627,908 |
-26.1% |
6,038,064 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-147 |
127-063 |
125-286 |
|
R3 |
126-237 |
126-153 |
125-223 |
|
R2 |
126-007 |
126-007 |
125-202 |
|
R1 |
125-243 |
125-243 |
125-181 |
125-285 |
PP |
125-097 |
125-097 |
125-097 |
125-118 |
S1 |
125-013 |
125-013 |
125-139 |
125-055 |
S2 |
124-187 |
124-187 |
125-118 |
|
S3 |
123-277 |
124-103 |
125-097 |
|
S4 |
123-047 |
123-193 |
125-034 |
|
|
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% |
0-242 |
0.6% |
80% |
False |
False |
1,730,997 |
10 |
125-280 |
124-000 |
1-280 |
1.5% |
0-226 |
0.6% |
80% |
False |
False |
1,436,220 |
20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-210 |
0.5% |
50% |
False |
False |
1,213,653 |
40 |
127-100 |
124-000 |
3-100 |
2.6% |
0-220 |
0.5% |
45% |
False |
False |
1,116,808 |
60 |
130-150 |
124-000 |
6-150 |
5.2% |
0-244 |
0.6% |
23% |
False |
False |
1,241,388 |
80 |
132-050 |
124-000 |
8-050 |
6.5% |
0-240 |
0.6% |
18% |
False |
False |
1,083,718 |
100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-210 |
0.5% |
17% |
False |
False |
868,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-198 |
2.618 |
127-142 |
1.618 |
126-232 |
1.000 |
126-090 |
0.618 |
126-002 |
HIGH |
125-180 |
0.618 |
125-092 |
0.500 |
125-065 |
0.382 |
125-038 |
LOW |
124-270 |
0.618 |
124-128 |
1.000 |
124-040 |
1.618 |
123-218 |
2.618 |
122-308 |
4.250 |
121-252 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
125-128 |
125-145 |
PP |
125-097 |
125-130 |
S1 |
125-065 |
125-115 |
|