ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
123-135 |
124-025 |
0-210 |
0.5% |
125-000 |
| High |
124-230 |
124-195 |
-0-035 |
-0.1% |
125-000 |
| Low |
123-105 |
124-010 |
0-225 |
0.6% |
123-105 |
| Close |
124-025 |
124-155 |
0-130 |
0.3% |
124-025 |
| Range |
1-125 |
0-185 |
-0-260 |
-58.4% |
1-215 |
| ATR |
0-248 |
0-243 |
-0-004 |
-1.8% |
0-000 |
| Volume |
56,292 |
17,549 |
-38,743 |
-68.8% |
353,186 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-035 |
125-280 |
124-257 |
|
| R3 |
125-170 |
125-095 |
124-206 |
|
| R2 |
124-305 |
124-305 |
124-189 |
|
| R1 |
124-230 |
124-230 |
124-172 |
124-268 |
| PP |
124-120 |
124-120 |
124-120 |
124-139 |
| S1 |
124-045 |
124-045 |
124-138 |
124-082 |
| S2 |
123-255 |
123-255 |
124-121 |
|
| S3 |
123-070 |
123-180 |
124-104 |
|
| S4 |
122-205 |
122-315 |
124-053 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-048 |
128-092 |
124-319 |
|
| R3 |
127-153 |
126-197 |
124-172 |
|
| R2 |
125-258 |
125-258 |
124-123 |
|
| R1 |
124-302 |
124-302 |
124-074 |
124-172 |
| PP |
124-043 |
124-043 |
124-043 |
123-299 |
| S1 |
123-087 |
123-087 |
123-296 |
122-278 |
| S2 |
122-148 |
122-148 |
123-247 |
|
| S3 |
120-253 |
121-192 |
123-198 |
|
| S4 |
119-038 |
119-297 |
123-051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-000 |
123-105 |
1-215 |
1.3% |
0-270 |
0.7% |
69% |
False |
False |
74,147 |
| 10 |
125-280 |
123-105 |
2-175 |
2.0% |
0-240 |
0.6% |
45% |
False |
False |
795,601 |
| 20 |
126-315 |
123-105 |
3-210 |
2.9% |
0-235 |
0.6% |
32% |
False |
False |
986,514 |
| 40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-214 |
0.5% |
29% |
False |
False |
961,155 |
| 60 |
129-255 |
123-105 |
6-150 |
5.2% |
0-241 |
0.6% |
18% |
False |
False |
1,080,124 |
| 80 |
131-200 |
123-105 |
8-095 |
6.7% |
0-247 |
0.6% |
14% |
False |
False |
1,092,253 |
| 100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-219 |
0.6% |
12% |
False |
False |
875,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-021 |
|
2.618 |
126-039 |
|
1.618 |
125-174 |
|
1.000 |
125-060 |
|
0.618 |
124-309 |
|
HIGH |
124-195 |
|
0.618 |
124-124 |
|
0.500 |
124-102 |
|
0.382 |
124-081 |
|
LOW |
124-010 |
|
0.618 |
123-216 |
|
1.000 |
123-145 |
|
1.618 |
123-031 |
|
2.618 |
122-166 |
|
4.250 |
121-184 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-106 |
| PP |
124-120 |
124-057 |
| S1 |
124-102 |
124-008 |
|