ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
124-100 |
124-010 |
-0-090 |
-0.2% |
125-000 |
| High |
124-110 |
124-190 |
0-080 |
0.2% |
125-000 |
| Low |
123-310 |
124-010 |
0-020 |
0.1% |
123-105 |
| Close |
124-050 |
124-170 |
0-120 |
0.3% |
124-025 |
| Range |
0-120 |
0-180 |
0-060 |
50.0% |
1-215 |
| ATR |
0-238 |
0-234 |
-0-004 |
-1.7% |
0-000 |
| Volume |
54,748 |
35,930 |
-18,818 |
-34.4% |
353,186 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-023 |
125-277 |
124-269 |
|
| R3 |
125-163 |
125-097 |
124-220 |
|
| R2 |
124-303 |
124-303 |
124-203 |
|
| R1 |
124-237 |
124-237 |
124-186 |
124-270 |
| PP |
124-123 |
124-123 |
124-123 |
124-140 |
| S1 |
124-057 |
124-057 |
124-154 |
124-090 |
| S2 |
123-263 |
123-263 |
124-137 |
|
| S3 |
123-083 |
123-197 |
124-120 |
|
| S4 |
122-223 |
123-017 |
124-071 |
|
|
| 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% |
0-238 |
0.6% |
87% |
False |
False |
46,554 |
| 10 |
125-270 |
123-105 |
2-165 |
2.0% |
0-228 |
0.6% |
48% |
False |
False |
504,435 |
| 20 |
125-290 |
123-105 |
2-185 |
2.1% |
0-227 |
0.6% |
47% |
False |
False |
884,875 |
| 40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-212 |
0.5% |
30% |
False |
False |
923,286 |
| 60 |
129-120 |
123-105 |
6-015 |
4.9% |
0-240 |
0.6% |
20% |
False |
False |
1,047,790 |
| 80 |
131-130 |
123-105 |
8-025 |
6.5% |
0-244 |
0.6% |
15% |
False |
False |
1,092,326 |
| 100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-222 |
0.6% |
12% |
False |
False |
876,564 |
| 120 |
133-000 |
123-105 |
9-215 |
7.8% |
0-195 |
0.5% |
12% |
False |
False |
730,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-315 |
|
2.618 |
126-021 |
|
1.618 |
125-161 |
|
1.000 |
125-050 |
|
0.618 |
124-301 |
|
HIGH |
124-190 |
|
0.618 |
124-121 |
|
0.500 |
124-100 |
|
0.382 |
124-079 |
|
LOW |
124-010 |
|
0.618 |
123-219 |
|
1.000 |
123-150 |
|
1.618 |
123-039 |
|
2.618 |
122-179 |
|
4.250 |
121-205 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-147 |
124-144 |
| PP |
124-123 |
124-118 |
| S1 |
124-100 |
124-092 |
|