ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
123-120 |
124-065 |
0-265 |
0.7% |
122-315 |
High |
123-220 |
124-250 |
1-030 |
0.9% |
123-265 |
Low |
122-300 |
123-300 |
1-000 |
0.8% |
122-250 |
Close |
123-175 |
123-310 |
0-135 |
0.3% |
123-175 |
Range |
0-240 |
0-270 |
0-030 |
12.5% |
1-015 |
ATR |
0-233 |
0-244 |
0-012 |
5.0% |
0-000 |
Volume |
993,840 |
1,385,764 |
391,924 |
39.4% |
5,229,802 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-243 |
126-067 |
124-138 |
|
R3 |
125-293 |
125-117 |
124-064 |
|
R2 |
125-023 |
125-023 |
124-040 |
|
R1 |
124-167 |
124-167 |
124-015 |
124-120 |
PP |
124-073 |
124-073 |
124-073 |
124-050 |
S1 |
123-217 |
123-217 |
123-285 |
123-170 |
S2 |
123-123 |
123-123 |
123-260 |
|
S3 |
122-173 |
122-267 |
123-236 |
|
S4 |
121-223 |
121-317 |
123-162 |
|
|
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 |
124-250 |
122-250 |
2-000 |
1.6% |
0-206 |
0.5% |
59% |
True |
False |
1,158,648 |
10 |
124-250 |
122-070 |
2-180 |
2.1% |
0-244 |
0.6% |
68% |
True |
False |
1,237,648 |
20 |
124-250 |
122-070 |
2-180 |
2.1% |
0-236 |
0.6% |
68% |
True |
False |
881,713 |
40 |
126-140 |
122-070 |
4-070 |
3.4% |
0-210 |
0.5% |
41% |
False |
False |
445,245 |
60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-176 |
0.4% |
41% |
False |
False |
297,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-118 |
2.618 |
126-317 |
1.618 |
126-047 |
1.000 |
125-200 |
0.618 |
125-097 |
HIGH |
124-250 |
0.618 |
124-147 |
0.500 |
124-115 |
0.382 |
124-083 |
LOW |
123-300 |
0.618 |
123-133 |
1.000 |
123-030 |
1.618 |
122-183 |
2.618 |
121-233 |
4.250 |
120-112 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
124-115 |
123-298 |
PP |
124-073 |
123-287 |
S1 |
124-032 |
123-275 |
|