ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
123-030 |
122-095 |
-0-255 |
-0.6% |
123-275 |
High |
123-050 |
123-205 |
0-155 |
0.4% |
123-285 |
Low |
122-085 |
122-070 |
-0-015 |
0.0% |
122-070 |
Close |
122-130 |
122-300 |
0-170 |
0.4% |
122-300 |
Range |
0-285 |
1-135 |
0-170 |
59.6% |
1-215 |
ATR |
0-231 |
0-247 |
0-016 |
6.9% |
0-000 |
Volume |
1,372,113 |
1,715,575 |
343,462 |
25.0% |
5,760,921 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-063 |
126-157 |
123-230 |
|
R3 |
125-248 |
125-022 |
123-105 |
|
R2 |
124-113 |
124-113 |
123-063 |
|
R1 |
123-207 |
123-207 |
123-022 |
124-000 |
PP |
122-298 |
122-298 |
122-298 |
123-035 |
S1 |
122-072 |
122-072 |
122-258 |
122-185 |
S2 |
121-163 |
121-163 |
122-217 |
|
S3 |
120-028 |
120-257 |
122-175 |
|
S4 |
118-213 |
119-122 |
122-050 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-010 |
127-050 |
123-274 |
|
R3 |
126-115 |
125-155 |
123-127 |
|
R2 |
124-220 |
124-220 |
123-078 |
|
R1 |
123-260 |
123-260 |
123-029 |
123-132 |
PP |
123-005 |
123-005 |
123-005 |
122-261 |
S1 |
122-045 |
122-045 |
122-251 |
121-238 |
S2 |
121-110 |
121-110 |
122-202 |
|
S3 |
119-215 |
120-150 |
122-153 |
|
S4 |
118-000 |
118-255 |
122-006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-219 |
2.618 |
127-116 |
1.618 |
125-301 |
1.000 |
125-020 |
0.618 |
124-166 |
HIGH |
123-205 |
0.618 |
123-031 |
0.500 |
122-298 |
0.382 |
122-244 |
LOW |
122-070 |
0.618 |
121-109 |
1.000 |
120-255 |
1.618 |
119-294 |
2.618 |
118-159 |
4.250 |
116-056 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
122-299 |
122-299 |
PP |
122-298 |
122-298 |
S1 |
122-298 |
122-298 |
|