ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
122-270 |
123-125 |
0-175 |
0.4% |
123-275 |
High |
123-150 |
123-265 |
0-115 |
0.3% |
123-285 |
Low |
122-255 |
123-105 |
0-170 |
0.4% |
122-070 |
Close |
123-125 |
123-135 |
0-010 |
0.0% |
122-300 |
Range |
0-215 |
0-160 |
-0-055 |
-25.6% |
1-215 |
ATR |
0-238 |
0-232 |
-0-006 |
-2.3% |
0-000 |
Volume |
1,271,479 |
1,108,657 |
-162,822 |
-12.8% |
5,760,921 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-008 |
124-232 |
123-223 |
|
R3 |
124-168 |
124-072 |
123-179 |
|
R2 |
124-008 |
124-008 |
123-164 |
|
R1 |
123-232 |
123-232 |
123-150 |
123-280 |
PP |
123-168 |
123-168 |
123-168 |
123-192 |
S1 |
123-072 |
123-072 |
123-120 |
123-120 |
S2 |
123-008 |
123-008 |
123-106 |
|
S3 |
122-168 |
122-232 |
123-091 |
|
S4 |
122-008 |
122-072 |
123-047 |
|
|
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 |
125-305 |
2.618 |
125-044 |
1.618 |
124-204 |
1.000 |
124-105 |
0.618 |
124-044 |
HIGH |
123-265 |
0.618 |
123-204 |
0.500 |
123-185 |
0.382 |
123-166 |
LOW |
123-105 |
0.618 |
123-006 |
1.000 |
122-265 |
1.618 |
122-166 |
2.618 |
122-006 |
4.250 |
121-065 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
123-185 |
123-122 |
PP |
123-168 |
123-110 |
S1 |
123-152 |
123-098 |
|