ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
123-125 |
123-120 |
-0-005 |
0.0% |
122-315 |
High |
123-265 |
123-220 |
-0-045 |
-0.1% |
123-265 |
Low |
123-105 |
122-300 |
-0-125 |
-0.3% |
122-250 |
Close |
123-135 |
123-175 |
0-040 |
0.1% |
123-175 |
Range |
0-160 |
0-240 |
0-080 |
50.0% |
1-015 |
ATR |
0-232 |
0-233 |
0-001 |
0.2% |
0-000 |
Volume |
1,108,657 |
993,840 |
-114,817 |
-10.4% |
5,229,802 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-205 |
125-110 |
123-307 |
|
R3 |
124-285 |
124-190 |
123-241 |
|
R2 |
124-045 |
124-045 |
123-219 |
|
R1 |
123-270 |
123-270 |
123-197 |
123-318 |
PP |
123-125 |
123-125 |
123-125 |
123-149 |
S1 |
123-030 |
123-030 |
123-153 |
123-078 |
S2 |
122-205 |
122-205 |
123-131 |
|
S3 |
121-285 |
122-110 |
123-109 |
|
S4 |
121-045 |
121-190 |
123-043 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-168 |
126-027 |
124-039 |
|
R3 |
125-153 |
125-012 |
123-267 |
|
R2 |
124-138 |
124-138 |
123-236 |
|
R1 |
123-317 |
123-317 |
123-206 |
124-068 |
PP |
123-123 |
123-123 |
123-123 |
123-159 |
S1 |
122-302 |
122-302 |
123-144 |
123-052 |
S2 |
122-108 |
122-108 |
123-114 |
|
S3 |
121-093 |
121-287 |
123-083 |
|
S4 |
120-078 |
120-272 |
122-311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-265 |
122-250 |
1-015 |
0.8% |
0-192 |
0.5% |
73% |
False |
False |
1,045,960 |
10 |
124-150 |
122-070 |
2-080 |
1.8% |
0-233 |
0.6% |
59% |
False |
False |
1,228,500 |
20 |
124-240 |
122-070 |
2-170 |
2.0% |
0-236 |
0.6% |
52% |
False |
False |
813,815 |
40 |
126-140 |
122-070 |
4-070 |
3.4% |
0-206 |
0.5% |
31% |
False |
False |
410,627 |
60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-172 |
0.4% |
31% |
False |
False |
273,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-280 |
2.618 |
125-208 |
1.618 |
124-288 |
1.000 |
124-140 |
0.618 |
124-048 |
HIGH |
123-220 |
0.618 |
123-128 |
0.500 |
123-100 |
0.382 |
123-072 |
LOW |
122-300 |
0.618 |
122-152 |
1.000 |
122-060 |
1.618 |
121-232 |
2.618 |
120-312 |
4.250 |
119-240 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
123-150 |
123-150 |
PP |
123-125 |
123-125 |
S1 |
123-100 |
123-100 |
|