ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
123-070 |
123-040 |
-0-030 |
-0.1% |
123-300 |
High |
123-120 |
123-260 |
0-140 |
0.4% |
124-040 |
Low |
122-270 |
122-240 |
-0-030 |
-0.1% |
122-240 |
Close |
123-000 |
123-200 |
0-200 |
0.5% |
123-200 |
Range |
0-170 |
1-020 |
0-170 |
100.0% |
1-120 |
ATR |
0-204 |
0-214 |
0-010 |
4.8% |
0-000 |
Volume |
92,068 |
87,904 |
-4,164 |
-4.5% |
276,234 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-187 |
126-053 |
124-067 |
|
R3 |
125-167 |
125-033 |
123-294 |
|
R2 |
124-147 |
124-147 |
123-262 |
|
R1 |
124-013 |
124-013 |
123-231 |
124-080 |
PP |
123-127 |
123-127 |
123-127 |
123-160 |
S1 |
122-313 |
122-313 |
123-169 |
123-060 |
S2 |
122-107 |
122-107 |
123-138 |
|
S3 |
121-087 |
121-293 |
123-106 |
|
S4 |
120-067 |
120-273 |
123-013 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-200 |
127-000 |
124-122 |
|
R3 |
126-080 |
125-200 |
124-001 |
|
R2 |
124-280 |
124-280 |
123-281 |
|
R1 |
124-080 |
124-080 |
123-240 |
123-280 |
PP |
123-160 |
123-160 |
123-160 |
123-100 |
S1 |
122-280 |
122-280 |
123-160 |
122-160 |
S2 |
122-040 |
122-040 |
123-119 |
|
S3 |
120-240 |
121-160 |
123-079 |
|
S4 |
119-120 |
120-040 |
122-278 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-105 |
2.618 |
126-190 |
1.618 |
125-170 |
1.000 |
124-280 |
0.618 |
124-150 |
HIGH |
123-260 |
0.618 |
123-130 |
0.500 |
123-090 |
0.382 |
123-050 |
LOW |
122-240 |
0.618 |
122-030 |
1.000 |
121-220 |
1.618 |
121-010 |
2.618 |
119-310 |
4.250 |
118-075 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
123-163 |
123-177 |
PP |
123-127 |
123-153 |
S1 |
123-090 |
123-130 |
|