ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-160 |
125-225 |
1-065 |
1.0% |
124-025 |
High |
124-260 |
125-255 |
0-315 |
0.8% |
124-300 |
Low |
124-050 |
125-010 |
0-280 |
0.7% |
123-310 |
Close |
124-215 |
125-020 |
0-125 |
0.3% |
124-215 |
Range |
0-210 |
0-245 |
0-035 |
16.7% |
0-310 |
ATR |
0-225 |
0-235 |
0-010 |
4.3% |
0-000 |
Volume |
10,108 |
15,130 |
5,022 |
49.7% |
131,118 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-190 |
127-030 |
125-155 |
|
R3 |
126-265 |
126-105 |
125-087 |
|
R2 |
126-020 |
126-020 |
125-065 |
|
R1 |
125-180 |
125-180 |
125-042 |
125-138 |
PP |
125-095 |
125-095 |
125-095 |
125-074 |
S1 |
124-255 |
124-255 |
124-318 |
124-212 |
S2 |
124-170 |
124-170 |
124-295 |
|
S3 |
123-245 |
124-010 |
124-273 |
|
S4 |
123-000 |
123-085 |
124-205 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-138 |
127-007 |
125-066 |
|
R3 |
126-148 |
126-017 |
124-300 |
|
R2 |
125-158 |
125-158 |
124-272 |
|
R1 |
125-027 |
125-027 |
124-243 |
125-092 |
PP |
124-168 |
124-168 |
124-168 |
124-201 |
S1 |
124-037 |
124-037 |
124-187 |
124-102 |
S2 |
123-178 |
123-178 |
124-158 |
|
S3 |
122-188 |
123-047 |
124-130 |
|
S4 |
121-198 |
122-057 |
124-044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-255 |
123-310 |
1-265 |
1.5% |
0-178 |
0.4% |
60% |
True |
False |
25,739 |
10 |
125-255 |
123-105 |
2-150 |
2.0% |
0-224 |
0.6% |
70% |
True |
False |
49,943 |
20 |
125-280 |
123-105 |
2-175 |
2.0% |
0-221 |
0.6% |
68% |
False |
False |
706,139 |
40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-210 |
0.5% |
44% |
False |
False |
850,380 |
60 |
127-120 |
123-105 |
4-015 |
3.2% |
0-232 |
0.6% |
43% |
False |
False |
962,248 |
80 |
130-250 |
123-105 |
7-145 |
6.0% |
0-243 |
0.6% |
23% |
False |
False |
1,088,782 |
100 |
133-000 |
123-105 |
9-215 |
7.7% |
0-226 |
0.6% |
18% |
False |
False |
876,755 |
120 |
133-000 |
123-105 |
9-215 |
7.7% |
0-200 |
0.5% |
18% |
False |
False |
731,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-016 |
2.618 |
127-256 |
1.618 |
127-011 |
1.000 |
126-180 |
0.618 |
126-086 |
HIGH |
125-255 |
0.618 |
125-161 |
0.500 |
125-132 |
0.382 |
125-104 |
LOW |
125-010 |
0.618 |
124-179 |
1.000 |
124-085 |
1.618 |
123-254 |
2.618 |
123-009 |
4.250 |
121-249 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
125-132 |
125-011 |
PP |
125-095 |
125-002 |
S1 |
125-058 |
124-312 |
|