ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
125-130 |
125-000 |
-0-130 |
-0.3% |
124-300 |
High |
125-185 |
125-000 |
-0-185 |
-0.5% |
125-280 |
Low |
125-015 |
124-045 |
-0-290 |
-0.7% |
124-255 |
Close |
125-110 |
124-210 |
-0-220 |
-0.5% |
125-110 |
Range |
0-170 |
0-275 |
0-105 |
61.8% |
1-025 |
ATR |
0-223 |
0-234 |
0-012 |
5.2% |
0-000 |
Volume |
406,590 |
177,881 |
-228,709 |
-56.3% |
7,585,284 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-057 |
126-248 |
125-041 |
|
R3 |
126-102 |
125-293 |
124-286 |
|
R2 |
125-147 |
125-147 |
124-260 |
|
R1 |
125-018 |
125-018 |
124-235 |
124-265 |
PP |
124-192 |
124-192 |
124-192 |
124-155 |
S1 |
124-063 |
124-063 |
124-185 |
123-310 |
S2 |
123-237 |
123-237 |
124-160 |
|
S3 |
122-282 |
123-108 |
124-134 |
|
S4 |
122-007 |
122-153 |
124-059 |
|
|
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 |
124-045 |
1-235 |
1.4% |
0-234 |
0.6% |
30% |
False |
True |
1,336,890 |
10 |
125-280 |
124-000 |
1-280 |
1.5% |
0-228 |
0.6% |
35% |
False |
False |
1,277,955 |
20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-202 |
0.5% |
22% |
False |
False |
1,129,807 |
40 |
127-100 |
124-000 |
3-100 |
2.7% |
0-207 |
0.5% |
20% |
False |
False |
1,061,909 |
60 |
129-255 |
124-000 |
5-255 |
4.7% |
0-239 |
0.6% |
11% |
False |
False |
1,184,948 |
80 |
131-290 |
124-000 |
7-290 |
6.3% |
0-243 |
0.6% |
8% |
False |
False |
1,090,812 |
100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-213 |
0.5% |
7% |
False |
False |
873,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-209 |
2.618 |
127-080 |
1.618 |
126-125 |
1.000 |
125-275 |
0.618 |
125-170 |
HIGH |
125-000 |
0.618 |
124-215 |
0.500 |
124-182 |
0.382 |
124-150 |
LOW |
124-045 |
0.618 |
123-195 |
1.000 |
123-090 |
1.618 |
122-240 |
2.618 |
121-285 |
4.250 |
120-156 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
124-201 |
124-275 |
PP |
124-192 |
124-253 |
S1 |
124-182 |
124-232 |
|