ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
125-045 |
-0-175 |
-0.4% |
124-065 |
| High |
125-310 |
125-140 |
-0-170 |
-0.4% |
125-310 |
| Low |
125-045 |
124-295 |
-0-070 |
-0.2% |
123-235 |
| Close |
125-065 |
125-095 |
0-030 |
0.1% |
125-095 |
| Range |
0-265 |
0-165 |
-0-100 |
-37.7% |
2-075 |
| ATR |
0-268 |
0-261 |
-0-007 |
-2.8% |
0-000 |
| Volume |
1,437,341 |
911,777 |
-525,564 |
-36.6% |
6,382,768 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-245 |
126-175 |
125-186 |
|
| R3 |
126-080 |
126-010 |
125-140 |
|
| R2 |
125-235 |
125-235 |
125-125 |
|
| R1 |
125-165 |
125-165 |
125-110 |
125-200 |
| PP |
125-070 |
125-070 |
125-070 |
125-088 |
| S1 |
125-000 |
125-000 |
125-080 |
125-035 |
| S2 |
124-225 |
124-225 |
125-065 |
|
| S3 |
124-060 |
124-155 |
125-050 |
|
| S4 |
123-215 |
123-310 |
125-004 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-225 |
130-235 |
126-168 |
|
| R3 |
129-150 |
128-160 |
125-292 |
|
| R2 |
127-075 |
127-075 |
125-226 |
|
| R1 |
126-085 |
126-085 |
125-161 |
126-240 |
| PP |
125-000 |
125-000 |
125-000 |
125-078 |
| S1 |
124-010 |
124-010 |
125-029 |
124-165 |
| S2 |
122-245 |
122-245 |
124-284 |
|
| S3 |
120-170 |
121-255 |
124-218 |
|
| S4 |
118-095 |
119-180 |
124-022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-310 |
123-235 |
2-075 |
1.8% |
0-303 |
0.8% |
70% |
False |
False |
1,276,553 |
| 10 |
125-310 |
122-250 |
3-060 |
2.5% |
0-248 |
0.6% |
79% |
False |
False |
1,161,257 |
| 20 |
125-310 |
122-070 |
3-240 |
3.0% |
0-257 |
0.6% |
82% |
False |
False |
1,122,146 |
| 40 |
126-020 |
122-070 |
3-270 |
3.1% |
0-227 |
0.6% |
80% |
False |
False |
569,534 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-193 |
0.5% |
72% |
False |
False |
380,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-201 |
|
2.618 |
126-252 |
|
1.618 |
126-087 |
|
1.000 |
125-305 |
|
0.618 |
125-242 |
|
HIGH |
125-140 |
|
0.618 |
125-077 |
|
0.500 |
125-058 |
|
0.382 |
125-038 |
|
LOW |
124-295 |
|
0.618 |
124-193 |
|
1.000 |
124-130 |
|
1.618 |
124-028 |
|
2.618 |
123-183 |
|
4.250 |
122-234 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-082 |
125-048 |
| PP |
125-070 |
125-000 |
| S1 |
125-058 |
124-272 |
|