ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-010 |
124-200 |
0-190 |
0.5% |
125-000 |
High |
124-190 |
124-300 |
0-110 |
0.3% |
125-000 |
Low |
124-010 |
124-165 |
0-155 |
0.4% |
123-105 |
Close |
124-170 |
124-180 |
0-010 |
0.0% |
124-025 |
Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
1-215 |
ATR |
0-234 |
0-227 |
-0-007 |
-3.0% |
0-000 |
Volume |
35,930 |
12,783 |
-23,147 |
-64.4% |
353,186 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-300 |
125-215 |
124-254 |
|
R3 |
125-165 |
125-080 |
124-217 |
|
R2 |
125-030 |
125-030 |
124-205 |
|
R1 |
124-265 |
124-265 |
124-192 |
124-240 |
PP |
124-215 |
124-215 |
124-215 |
124-202 |
S1 |
124-130 |
124-130 |
124-168 |
124-105 |
S2 |
124-080 |
124-080 |
124-155 |
|
S3 |
123-265 |
123-315 |
124-143 |
|
S4 |
123-130 |
123-180 |
124-106 |
|
|
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 |
124-300 |
123-105 |
1-195 |
1.3% |
0-213 |
0.5% |
77% |
True |
False |
35,460 |
10 |
125-185 |
123-105 |
2-080 |
1.8% |
0-218 |
0.5% |
55% |
False |
False |
265,500 |
20 |
125-280 |
123-105 |
2-175 |
2.0% |
0-228 |
0.6% |
48% |
False |
False |
846,263 |
40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-208 |
0.5% |
31% |
False |
False |
891,413 |
60 |
129-120 |
123-105 |
6-015 |
4.9% |
0-240 |
0.6% |
20% |
False |
False |
1,030,864 |
80 |
131-130 |
123-105 |
8-025 |
6.5% |
0-244 |
0.6% |
15% |
False |
False |
1,091,963 |
100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-223 |
0.6% |
13% |
False |
False |
876,587 |
120 |
133-000 |
123-105 |
9-215 |
7.8% |
0-197 |
0.5% |
13% |
False |
False |
730,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-234 |
2.618 |
126-013 |
1.618 |
125-198 |
1.000 |
125-115 |
0.618 |
125-063 |
HIGH |
124-300 |
0.618 |
124-248 |
0.500 |
124-232 |
0.382 |
124-217 |
LOW |
124-165 |
0.618 |
124-082 |
1.000 |
124-030 |
1.618 |
123-267 |
2.618 |
123-132 |
4.250 |
122-231 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
124-232 |
124-168 |
PP |
124-215 |
124-157 |
S1 |
124-198 |
124-145 |
|