ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
125-120 |
125-130 |
0-010 |
0.0% |
124-300 |
High |
125-180 |
125-185 |
0-005 |
0.0% |
125-280 |
Low |
124-270 |
125-015 |
0-065 |
0.2% |
124-255 |
Close |
125-160 |
125-110 |
-0-050 |
-0.1% |
125-110 |
Range |
0-230 |
0-170 |
-0-060 |
-26.1% |
1-025 |
ATR |
0-227 |
0-223 |
-0-004 |
-1.8% |
0-000 |
Volume |
1,774,220 |
406,590 |
-1,367,630 |
-77.1% |
7,585,284 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-293 |
126-212 |
125-204 |
|
R3 |
126-123 |
126-042 |
125-157 |
|
R2 |
125-273 |
125-273 |
125-141 |
|
R1 |
125-192 |
125-192 |
125-126 |
125-148 |
PP |
125-103 |
125-103 |
125-103 |
125-081 |
S1 |
125-022 |
125-022 |
125-094 |
124-298 |
S2 |
124-253 |
124-253 |
125-079 |
|
S3 |
124-083 |
124-172 |
125-063 |
|
S4 |
123-233 |
124-002 |
125-016 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-183 |
128-012 |
125-300 |
|
R3 |
127-158 |
126-307 |
125-205 |
|
R2 |
126-133 |
126-133 |
125-173 |
|
R1 |
125-282 |
125-282 |
125-142 |
126-048 |
PP |
125-108 |
125-108 |
125-108 |
125-151 |
S1 |
124-257 |
124-257 |
125-078 |
125-022 |
S2 |
124-083 |
124-083 |
125-047 |
|
S3 |
123-058 |
123-232 |
125-015 |
|
S4 |
122-033 |
122-207 |
124-240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-280 |
124-255 |
1-025 |
0.9% |
0-209 |
0.5% |
51% |
False |
False |
1,517,056 |
10 |
125-280 |
124-000 |
1-280 |
1.5% |
0-218 |
0.5% |
72% |
False |
False |
1,362,334 |
20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-195 |
0.5% |
45% |
False |
False |
1,155,887 |
40 |
127-100 |
124-000 |
3-100 |
2.6% |
0-208 |
0.5% |
41% |
False |
False |
1,083,728 |
60 |
130-035 |
124-000 |
6-035 |
4.9% |
0-241 |
0.6% |
22% |
False |
False |
1,216,211 |
80 |
132-050 |
124-000 |
8-050 |
6.5% |
0-241 |
0.6% |
16% |
False |
False |
1,088,764 |
100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-210 |
0.5% |
15% |
False |
False |
872,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-268 |
2.618 |
126-310 |
1.618 |
126-140 |
1.000 |
126-035 |
0.618 |
125-290 |
HIGH |
125-185 |
0.618 |
125-120 |
0.500 |
125-100 |
0.382 |
125-080 |
LOW |
125-015 |
0.618 |
124-230 |
1.000 |
124-165 |
1.618 |
124-060 |
2.618 |
123-210 |
4.250 |
122-252 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
125-107 |
125-110 |
PP |
125-103 |
125-110 |
S1 |
125-100 |
125-110 |
|