ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
125-220 |
1-170 |
1.2% |
122-315 |
| High |
125-290 |
125-310 |
0-020 |
0.0% |
123-265 |
| Low |
123-235 |
125-045 |
1-130 |
1.1% |
122-250 |
| Close |
125-185 |
125-065 |
-0-120 |
-0.3% |
123-175 |
| Range |
2-055 |
0-265 |
-1-110 |
-61.9% |
1-015 |
| ATR |
0-269 |
0-268 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,795,124 |
1,437,341 |
-357,783 |
-19.9% |
5,229,802 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-295 |
127-125 |
125-211 |
|
| R3 |
127-030 |
126-180 |
125-138 |
|
| R2 |
126-085 |
126-085 |
125-114 |
|
| R1 |
125-235 |
125-235 |
125-089 |
125-188 |
| PP |
125-140 |
125-140 |
125-140 |
125-116 |
| S1 |
124-290 |
124-290 |
125-041 |
124-242 |
| S2 |
124-195 |
124-195 |
125-016 |
|
| S3 |
123-250 |
124-025 |
124-312 |
|
| S4 |
122-305 |
123-080 |
124-239 |
|
|
| 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 |
125-310 |
122-300 |
3-010 |
2.4% |
0-318 |
0.8% |
75% |
True |
False |
1,292,966 |
| 10 |
125-310 |
122-070 |
3-240 |
3.0% |
0-276 |
0.7% |
80% |
True |
False |
1,241,636 |
| 20 |
125-310 |
122-070 |
3-240 |
3.0% |
0-257 |
0.6% |
80% |
True |
False |
1,081,161 |
| 40 |
126-020 |
122-070 |
3-270 |
3.1% |
0-226 |
0.6% |
78% |
False |
False |
547,145 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-191 |
0.5% |
70% |
False |
False |
365,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-156 |
|
2.618 |
128-044 |
|
1.618 |
127-099 |
|
1.000 |
126-255 |
|
0.618 |
126-154 |
|
HIGH |
125-310 |
|
0.618 |
125-209 |
|
0.500 |
125-178 |
|
0.382 |
125-146 |
|
LOW |
125-045 |
|
0.618 |
124-201 |
|
1.000 |
124-100 |
|
1.618 |
123-256 |
|
2.618 |
122-311 |
|
4.250 |
121-199 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-178 |
125-028 |
| PP |
125-140 |
124-310 |
| S1 |
125-102 |
124-272 |
|