ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-190 |
124-050 |
-0-140 |
-0.4% |
124-300 |
High |
124-220 |
124-070 |
-0-150 |
-0.4% |
125-280 |
Low |
124-035 |
123-130 |
-0-225 |
-0.6% |
124-255 |
Close |
124-060 |
123-170 |
-0-210 |
-0.5% |
125-110 |
Range |
0-185 |
0-260 |
0-075 |
40.5% |
1-025 |
ATR |
0-231 |
0-233 |
0-002 |
0.9% |
0-000 |
Volume |
50,762 |
68,251 |
17,489 |
34.5% |
7,585,284 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-050 |
125-210 |
123-313 |
|
R3 |
125-110 |
124-270 |
123-242 |
|
R2 |
124-170 |
124-170 |
123-218 |
|
R1 |
124-010 |
124-010 |
123-194 |
123-280 |
PP |
123-230 |
123-230 |
123-230 |
123-205 |
S1 |
123-070 |
123-070 |
123-146 |
123-020 |
S2 |
122-290 |
122-290 |
123-122 |
|
S3 |
122-030 |
122-130 |
123-098 |
|
S4 |
121-090 |
121-190 |
123-027 |
|
|
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 |
125-185 |
123-130 |
2-055 |
1.8% |
0-224 |
0.6% |
6% |
False |
True |
495,540 |
10 |
125-280 |
123-130 |
2-150 |
2.0% |
0-226 |
0.6% |
5% |
False |
True |
1,058,370 |
20 |
126-315 |
123-130 |
3-185 |
2.9% |
0-212 |
0.5% |
3% |
False |
True |
1,054,835 |
40 |
127-100 |
123-130 |
3-290 |
3.2% |
0-209 |
0.5% |
3% |
False |
True |
1,015,484 |
60 |
129-255 |
123-130 |
6-125 |
5.2% |
0-238 |
0.6% |
2% |
False |
True |
1,129,732 |
80 |
131-200 |
123-130 |
8-070 |
6.7% |
0-244 |
0.6% |
2% |
False |
True |
1,092,055 |
100 |
133-000 |
123-130 |
9-190 |
7.8% |
0-215 |
0.5% |
1% |
False |
True |
875,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-215 |
2.618 |
126-111 |
1.618 |
125-171 |
1.000 |
125-010 |
0.618 |
124-231 |
HIGH |
124-070 |
0.618 |
123-291 |
0.500 |
123-260 |
0.382 |
123-229 |
LOW |
123-130 |
0.618 |
122-289 |
1.000 |
122-190 |
1.618 |
122-029 |
2.618 |
121-089 |
4.250 |
119-305 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
123-260 |
124-065 |
PP |
123-230 |
123-313 |
S1 |
123-200 |
123-242 |
|