ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
124-000 |
123-070 |
-0-250 |
-0.6% |
125-290 |
High |
124-020 |
123-120 |
-0-220 |
-0.6% |
126-020 |
Low |
123-070 |
122-270 |
-0-120 |
-0.3% |
123-180 |
Close |
123-180 |
123-000 |
-0-180 |
-0.5% |
123-280 |
Range |
0-270 |
0-170 |
-0-100 |
-37.0% |
2-160 |
ATR |
0-202 |
0-204 |
0-002 |
1.0% |
0-000 |
Volume |
42,839 |
92,068 |
49,229 |
114.9% |
77,517 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-213 |
124-117 |
123-094 |
|
R3 |
124-043 |
123-267 |
123-047 |
|
R2 |
123-193 |
123-193 |
123-031 |
|
R1 |
123-097 |
123-097 |
123-016 |
123-060 |
PP |
123-023 |
123-023 |
123-023 |
123-005 |
S1 |
122-247 |
122-247 |
122-304 |
122-210 |
S2 |
122-173 |
122-173 |
122-289 |
|
S3 |
122-003 |
122-077 |
122-273 |
|
S4 |
121-153 |
121-227 |
122-226 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-000 |
130-140 |
125-080 |
|
R3 |
129-160 |
127-300 |
124-180 |
|
R2 |
127-000 |
127-000 |
124-107 |
|
R1 |
125-140 |
125-140 |
124-033 |
124-310 |
PP |
124-160 |
124-160 |
124-160 |
124-085 |
S1 |
122-300 |
122-300 |
123-207 |
122-150 |
S2 |
122-000 |
122-000 |
123-133 |
|
S3 |
119-160 |
120-140 |
123-060 |
|
S4 |
117-000 |
117-300 |
122-160 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-202 |
2.618 |
124-245 |
1.618 |
124-075 |
1.000 |
123-290 |
0.618 |
123-225 |
HIGH |
123-120 |
0.618 |
123-055 |
0.500 |
123-035 |
0.382 |
123-015 |
LOW |
122-270 |
0.618 |
122-165 |
1.000 |
122-100 |
1.618 |
121-315 |
2.618 |
121-145 |
4.250 |
120-188 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
123-035 |
123-155 |
PP |
123-023 |
123-103 |
S1 |
123-012 |
123-052 |
|