ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
124-010 |
124-050 |
0-040 |
0.1% |
122-315 |
| High |
124-115 |
125-290 |
1-175 |
1.2% |
123-265 |
| Low |
123-315 |
123-235 |
-0-080 |
-0.2% |
122-250 |
| Close |
124-045 |
125-185 |
1-140 |
1.2% |
123-175 |
| Range |
0-120 |
2-055 |
1-255 |
479.2% |
1-015 |
| ATR |
0-236 |
0-269 |
0-033 |
13.9% |
0-000 |
| Volume |
852,762 |
1,795,124 |
942,362 |
110.5% |
5,229,802 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-188 |
130-242 |
126-247 |
|
| R3 |
129-133 |
128-187 |
126-056 |
|
| R2 |
127-078 |
127-078 |
125-312 |
|
| R1 |
126-132 |
126-132 |
125-249 |
126-265 |
| PP |
125-023 |
125-023 |
125-023 |
125-090 |
| S1 |
124-077 |
124-077 |
125-121 |
124-210 |
| S2 |
122-288 |
122-288 |
125-058 |
|
| S3 |
120-233 |
122-022 |
124-314 |
|
| S4 |
118-178 |
119-287 |
124-123 |
|
|
| 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 |
125-290 |
122-300 |
2-310 |
2.4% |
0-297 |
0.7% |
89% |
True |
False |
1,227,229 |
| 10 |
125-290 |
122-070 |
3-220 |
2.9% |
0-278 |
0.7% |
91% |
True |
False |
1,235,114 |
| 20 |
125-290 |
122-070 |
3-220 |
2.9% |
0-258 |
0.6% |
91% |
True |
False |
1,011,436 |
| 40 |
126-070 |
122-070 |
4-000 |
3.2% |
0-226 |
0.6% |
84% |
False |
False |
511,383 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-190 |
0.5% |
79% |
False |
False |
341,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-044 |
|
2.618 |
131-190 |
|
1.618 |
129-135 |
|
1.000 |
128-025 |
|
0.618 |
127-080 |
|
HIGH |
125-290 |
|
0.618 |
125-025 |
|
0.500 |
124-262 |
|
0.382 |
124-180 |
|
LOW |
123-235 |
|
0.618 |
122-125 |
|
1.000 |
121-180 |
|
1.618 |
120-070 |
|
2.618 |
118-015 |
|
4.250 |
114-161 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-104 |
125-104 |
| PP |
125-023 |
125-023 |
| S1 |
124-262 |
124-262 |
|