ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 03-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-095 |
123-275 |
-0-140 |
-0.4% |
123-220 |
High |
124-150 |
123-285 |
-0-185 |
-0.5% |
124-240 |
Low |
123-315 |
122-315 |
-1-000 |
-0.8% |
123-180 |
Close |
124-090 |
123-180 |
-0-230 |
-0.6% |
124-090 |
Range |
0-155 |
0-290 |
0-135 |
87.1% |
1-060 |
ATR |
0-216 |
0-230 |
0-014 |
6.6% |
0-000 |
Volume |
1,294,282 |
1,641,880 |
347,598 |
26.9% |
4,981,543 |
|
Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-063 |
125-252 |
124-020 |
|
R3 |
125-093 |
124-282 |
123-260 |
|
R2 |
124-123 |
124-123 |
123-233 |
|
R1 |
123-312 |
123-312 |
123-207 |
123-232 |
PP |
123-153 |
123-153 |
123-153 |
123-114 |
S1 |
123-022 |
123-022 |
123-153 |
122-262 |
S2 |
122-183 |
122-183 |
123-127 |
|
S3 |
121-213 |
122-052 |
123-100 |
|
S4 |
120-243 |
121-082 |
123-020 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-243 |
127-067 |
124-299 |
|
R3 |
126-183 |
126-007 |
124-194 |
|
R2 |
125-123 |
125-123 |
124-160 |
|
R1 |
124-267 |
124-267 |
124-125 |
125-035 |
PP |
124-063 |
124-063 |
124-063 |
124-108 |
S1 |
123-207 |
123-207 |
124-055 |
123-295 |
S2 |
123-003 |
123-003 |
124-020 |
|
S3 |
121-263 |
122-147 |
123-306 |
|
S4 |
120-203 |
121-087 |
123-201 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-238 |
2.618 |
126-084 |
1.618 |
125-114 |
1.000 |
124-255 |
0.618 |
124-144 |
HIGH |
123-285 |
0.618 |
123-174 |
0.500 |
123-140 |
0.382 |
123-106 |
LOW |
122-315 |
0.618 |
122-136 |
1.000 |
122-025 |
1.618 |
121-166 |
2.618 |
120-196 |
4.250 |
119-042 |
|
|
Fisher Pivots for day following 03-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
123-167 |
123-232 |
PP |
123-153 |
123-215 |
S1 |
123-140 |
123-198 |
|