ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-000 |
124-190 |
-0-130 |
-0.3% |
124-300 |
| High |
125-000 |
124-220 |
-0-100 |
-0.3% |
125-280 |
| Low |
124-045 |
124-035 |
-0-010 |
0.0% |
124-255 |
| Close |
124-210 |
124-060 |
-0-150 |
-0.4% |
125-110 |
| Range |
0-275 |
0-185 |
-0-090 |
-32.7% |
1-025 |
| ATR |
0-234 |
0-231 |
-0-004 |
-1.5% |
0-000 |
| Volume |
177,881 |
50,762 |
-127,119 |
-71.5% |
7,585,284 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-020 |
125-225 |
124-162 |
|
| R3 |
125-155 |
125-040 |
124-111 |
|
| R2 |
124-290 |
124-290 |
124-094 |
|
| R1 |
124-175 |
124-175 |
124-077 |
124-140 |
| PP |
124-105 |
124-105 |
124-105 |
124-088 |
| S1 |
123-310 |
123-310 |
124-043 |
123-275 |
| S2 |
123-240 |
123-240 |
124-026 |
|
| S3 |
123-055 |
123-125 |
124-009 |
|
| S4 |
122-190 |
122-260 |
123-278 |
|
|
| 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 |
125-270 |
124-035 |
1-235 |
1.4% |
0-217 |
0.5% |
5% |
False |
True |
962,316 |
| 10 |
125-280 |
124-000 |
1-280 |
1.5% |
0-226 |
0.6% |
10% |
False |
False |
1,179,352 |
| 20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-206 |
0.5% |
6% |
False |
False |
1,098,733 |
| 40 |
127-100 |
124-000 |
3-100 |
2.7% |
0-207 |
0.5% |
6% |
False |
False |
1,042,526 |
| 60 |
129-255 |
124-000 |
5-255 |
4.7% |
0-239 |
0.6% |
3% |
False |
False |
1,163,061 |
| 80 |
131-200 |
124-000 |
7-200 |
6.1% |
0-242 |
0.6% |
2% |
False |
False |
1,091,344 |
| 100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-213 |
0.5% |
2% |
False |
False |
874,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-046 |
|
2.618 |
126-064 |
|
1.618 |
125-199 |
|
1.000 |
125-085 |
|
0.618 |
125-014 |
|
HIGH |
124-220 |
|
0.618 |
124-149 |
|
0.500 |
124-128 |
|
0.382 |
124-106 |
|
LOW |
124-035 |
|
0.618 |
123-241 |
|
1.000 |
123-170 |
|
1.618 |
123-056 |
|
2.618 |
122-191 |
|
4.250 |
121-209 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-128 |
124-270 |
| PP |
124-105 |
124-200 |
| S1 |
124-082 |
124-130 |
|