ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
123-170 |
123-030 |
-0-140 |
-0.4% |
123-220 |
High |
123-190 |
123-050 |
-0-140 |
-0.4% |
124-240 |
Low |
123-005 |
122-085 |
-0-240 |
-0.6% |
123-180 |
Close |
123-030 |
122-130 |
-0-220 |
-0.6% |
124-090 |
Range |
0-185 |
0-285 |
0-100 |
54.1% |
1-060 |
ATR |
0-227 |
0-231 |
0-004 |
1.8% |
0-000 |
Volume |
1,031,353 |
1,372,113 |
340,760 |
33.0% |
4,981,543 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-090 |
124-235 |
122-287 |
|
R3 |
124-125 |
123-270 |
122-208 |
|
R2 |
123-160 |
123-160 |
122-182 |
|
R1 |
122-305 |
122-305 |
122-156 |
122-250 |
PP |
122-195 |
122-195 |
122-195 |
122-168 |
S1 |
122-020 |
122-020 |
122-104 |
121-285 |
S2 |
121-230 |
121-230 |
122-078 |
|
S3 |
120-265 |
121-055 |
122-052 |
|
S4 |
119-300 |
120-090 |
121-293 |
|
|
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 |
126-301 |
2.618 |
125-156 |
1.618 |
124-191 |
1.000 |
124-015 |
0.618 |
123-226 |
HIGH |
123-050 |
0.618 |
122-261 |
0.500 |
122-228 |
0.382 |
122-194 |
LOW |
122-085 |
0.618 |
121-229 |
1.000 |
121-120 |
1.618 |
120-264 |
2.618 |
119-299 |
4.250 |
118-154 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
122-228 |
123-025 |
PP |
122-195 |
122-273 |
S1 |
122-162 |
122-202 |
|