ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-045 |
125-085 |
0-040 |
0.1% |
124-065 |
| High |
125-140 |
125-195 |
0-055 |
0.1% |
125-310 |
| Low |
124-295 |
125-025 |
0-050 |
0.1% |
123-235 |
| Close |
125-095 |
125-145 |
0-050 |
0.1% |
125-095 |
| Range |
0-165 |
0-170 |
0-005 |
3.0% |
2-075 |
| ATR |
0-261 |
0-255 |
-0-007 |
-2.5% |
0-000 |
| Volume |
911,777 |
643,931 |
-267,846 |
-29.4% |
6,382,768 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-312 |
126-238 |
125-238 |
|
| R3 |
126-142 |
126-068 |
125-192 |
|
| R2 |
125-292 |
125-292 |
125-176 |
|
| R1 |
125-218 |
125-218 |
125-161 |
125-255 |
| PP |
125-122 |
125-122 |
125-122 |
125-140 |
| S1 |
125-048 |
125-048 |
125-129 |
125-085 |
| S2 |
124-272 |
124-272 |
125-114 |
|
| S3 |
124-102 |
124-198 |
125-098 |
|
| S4 |
123-252 |
124-028 |
125-052 |
|
|
| 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% |
0-283 |
0.7% |
77% |
False |
False |
1,128,187 |
| 10 |
125-310 |
122-250 |
3-060 |
2.5% |
0-244 |
0.6% |
84% |
False |
False |
1,143,417 |
| 20 |
125-310 |
122-070 |
3-240 |
3.0% |
0-248 |
0.6% |
86% |
False |
False |
1,149,948 |
| 40 |
126-020 |
122-070 |
3-270 |
3.1% |
0-229 |
0.6% |
84% |
False |
False |
585,496 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-193 |
0.5% |
76% |
False |
False |
391,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-278 |
|
2.618 |
127-000 |
|
1.618 |
126-150 |
|
1.000 |
126-045 |
|
0.618 |
125-300 |
|
HIGH |
125-195 |
|
0.618 |
125-130 |
|
0.500 |
125-110 |
|
0.382 |
125-090 |
|
LOW |
125-025 |
|
0.618 |
124-240 |
|
1.000 |
124-175 |
|
1.618 |
124-070 |
|
2.618 |
123-220 |
|
4.250 |
122-262 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-133 |
125-144 |
| PP |
125-122 |
125-143 |
| S1 |
125-110 |
125-142 |
|