ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-025 |
124-100 |
0-075 |
0.2% |
125-000 |
High |
124-195 |
124-110 |
-0-085 |
-0.2% |
125-000 |
Low |
124-010 |
123-310 |
-0-020 |
-0.1% |
123-105 |
Close |
124-155 |
124-050 |
-0-105 |
-0.3% |
124-025 |
Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
1-215 |
ATR |
0-243 |
0-238 |
-0-006 |
-2.3% |
0-000 |
Volume |
17,549 |
54,748 |
37,199 |
212.0% |
353,186 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-090 |
125-030 |
124-116 |
|
R3 |
124-290 |
124-230 |
124-083 |
|
R2 |
124-170 |
124-170 |
124-072 |
|
R1 |
124-110 |
124-110 |
124-061 |
124-080 |
PP |
124-050 |
124-050 |
124-050 |
124-035 |
S1 |
123-310 |
123-310 |
124-039 |
123-280 |
S2 |
123-250 |
123-250 |
124-028 |
|
S3 |
123-130 |
123-190 |
124-017 |
|
S4 |
123-010 |
123-070 |
123-304 |
|
|
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 |
124-230 |
123-105 |
1-125 |
1.1% |
0-239 |
0.6% |
60% |
False |
False |
49,520 |
10 |
125-280 |
123-105 |
2-175 |
2.1% |
0-236 |
0.6% |
33% |
False |
False |
693,205 |
20 |
126-165 |
123-105 |
3-060 |
2.6% |
0-233 |
0.6% |
26% |
False |
False |
952,624 |
40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-211 |
0.5% |
21% |
False |
False |
943,470 |
60 |
129-245 |
123-105 |
6-140 |
5.2% |
0-240 |
0.6% |
13% |
False |
False |
1,062,746 |
80 |
131-200 |
123-105 |
8-095 |
6.7% |
0-245 |
0.6% |
10% |
False |
False |
1,092,551 |
100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-220 |
0.6% |
9% |
False |
False |
876,328 |
120 |
133-000 |
123-105 |
9-215 |
7.8% |
0-194 |
0.5% |
9% |
False |
False |
730,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-300 |
2.618 |
125-104 |
1.618 |
124-304 |
1.000 |
124-230 |
0.618 |
124-184 |
HIGH |
124-110 |
0.618 |
124-064 |
0.500 |
124-050 |
0.382 |
124-036 |
LOW |
123-310 |
0.618 |
123-236 |
1.000 |
123-190 |
1.618 |
123-116 |
2.618 |
122-316 |
4.250 |
122-120 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
124-050 |
124-036 |
PP |
124-050 |
124-022 |
S1 |
124-050 |
124-008 |
|