ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
125-085 |
125-095 |
0-010 |
0.0% |
124-025 |
High |
125-145 |
126-280 |
1-135 |
1.1% |
124-300 |
Low |
125-035 |
124-280 |
-0-075 |
-0.2% |
123-310 |
Close |
125-070 |
126-185 |
1-115 |
1.1% |
124-215 |
Range |
0-110 |
2-000 |
1-210 |
481.8% |
0-310 |
ATR |
0-227 |
0-257 |
0-029 |
13.0% |
0-000 |
Volume |
8,527 |
29,861 |
21,334 |
250.2% |
131,118 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-035 |
131-110 |
127-217 |
|
R3 |
130-035 |
129-110 |
127-041 |
|
R2 |
128-035 |
128-035 |
126-302 |
|
R1 |
127-110 |
127-110 |
126-244 |
127-232 |
PP |
126-035 |
126-035 |
126-035 |
126-096 |
S1 |
125-110 |
125-110 |
126-126 |
125-232 |
S2 |
124-035 |
124-035 |
126-068 |
|
S3 |
122-035 |
123-110 |
126-009 |
|
S4 |
120-035 |
121-110 |
125-153 |
|
|
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 |
126-280 |
124-050 |
2-230 |
2.1% |
0-268 |
0.7% |
89% |
True |
False |
15,281 |
10 |
126-280 |
123-105 |
3-175 |
2.8% |
0-253 |
0.6% |
92% |
True |
False |
30,917 |
20 |
126-280 |
123-105 |
3-175 |
2.8% |
0-240 |
0.6% |
92% |
True |
False |
605,135 |
40 |
127-015 |
123-105 |
3-230 |
2.9% |
0-223 |
0.6% |
87% |
False |
False |
816,798 |
60 |
127-100 |
123-105 |
3-315 |
3.1% |
0-230 |
0.6% |
82% |
False |
False |
898,469 |
80 |
130-150 |
123-105 |
7-045 |
5.6% |
0-247 |
0.6% |
46% |
False |
False |
1,084,335 |
100 |
133-000 |
123-105 |
9-215 |
7.6% |
0-232 |
0.6% |
34% |
False |
False |
877,036 |
120 |
133-000 |
123-105 |
9-215 |
7.6% |
0-206 |
0.5% |
34% |
False |
False |
731,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-120 |
2.618 |
132-036 |
1.618 |
130-036 |
1.000 |
128-280 |
0.618 |
128-036 |
HIGH |
126-280 |
0.618 |
126-036 |
0.500 |
125-280 |
0.382 |
125-204 |
LOW |
124-280 |
0.618 |
123-204 |
1.000 |
122-280 |
1.618 |
121-204 |
2.618 |
119-204 |
4.250 |
116-120 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
126-110 |
126-110 |
PP |
126-035 |
126-035 |
S1 |
125-280 |
125-280 |
|