ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
125-225 |
125-085 |
-0-140 |
-0.3% |
124-025 |
High |
125-255 |
125-145 |
-0-110 |
-0.3% |
124-300 |
Low |
125-010 |
125-035 |
0-025 |
0.1% |
123-310 |
Close |
125-020 |
125-070 |
0-050 |
0.1% |
124-215 |
Range |
0-245 |
0-110 |
-0-135 |
-55.1% |
0-310 |
ATR |
0-235 |
0-227 |
-0-008 |
-3.3% |
0-000 |
Volume |
15,130 |
8,527 |
-6,603 |
-43.6% |
131,118 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-093 |
126-032 |
125-130 |
|
R3 |
125-303 |
125-242 |
125-100 |
|
R2 |
125-193 |
125-193 |
125-090 |
|
R1 |
125-132 |
125-132 |
125-080 |
125-108 |
PP |
125-083 |
125-083 |
125-083 |
125-071 |
S1 |
125-022 |
125-022 |
125-060 |
124-318 |
S2 |
124-293 |
124-293 |
125-050 |
|
S3 |
124-183 |
124-232 |
125-040 |
|
S4 |
124-073 |
124-122 |
125-010 |
|
|
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 |
124-010 |
1-245 |
1.4% |
0-176 |
0.4% |
67% |
False |
False |
16,495 |
10 |
125-255 |
123-105 |
2-150 |
2.0% |
0-208 |
0.5% |
77% |
False |
False |
33,008 |
20 |
125-280 |
123-105 |
2-175 |
2.0% |
0-218 |
0.5% |
74% |
False |
False |
655,481 |
40 |
127-070 |
123-105 |
3-285 |
3.1% |
0-211 |
0.5% |
49% |
False |
False |
835,513 |
60 |
127-100 |
123-105 |
3-315 |
3.2% |
0-226 |
0.6% |
47% |
False |
False |
930,858 |
80 |
130-205 |
123-105 |
7-100 |
5.8% |
0-241 |
0.6% |
26% |
False |
False |
1,086,092 |
100 |
133-000 |
123-105 |
9-215 |
7.7% |
0-227 |
0.6% |
20% |
False |
False |
876,820 |
120 |
133-000 |
123-105 |
9-215 |
7.7% |
0-201 |
0.5% |
20% |
False |
False |
731,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-292 |
2.618 |
126-113 |
1.618 |
126-003 |
1.000 |
125-255 |
0.618 |
125-213 |
HIGH |
125-145 |
0.618 |
125-103 |
0.500 |
125-090 |
0.382 |
125-077 |
LOW |
125-035 |
0.618 |
124-287 |
1.000 |
124-245 |
1.618 |
124-177 |
2.618 |
124-067 |
4.250 |
123-208 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
125-090 |
125-044 |
PP |
125-083 |
125-018 |
S1 |
125-077 |
124-312 |
|