ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-085 |
125-170 |
0-085 |
0.2% |
124-065 |
| High |
125-195 |
126-015 |
0-140 |
0.3% |
125-310 |
| Low |
125-025 |
125-160 |
0-135 |
0.3% |
123-235 |
| Close |
125-145 |
125-300 |
0-155 |
0.4% |
125-095 |
| Range |
0-170 |
0-175 |
0-005 |
2.9% |
2-075 |
| ATR |
0-255 |
0-250 |
-0-005 |
-1.8% |
0-000 |
| Volume |
643,931 |
889,838 |
245,907 |
38.2% |
6,382,768 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-150 |
127-080 |
126-076 |
|
| R3 |
126-295 |
126-225 |
126-028 |
|
| R2 |
126-120 |
126-120 |
126-012 |
|
| R1 |
126-050 |
126-050 |
125-316 |
126-085 |
| PP |
125-265 |
125-265 |
125-265 |
125-282 |
| S1 |
125-195 |
125-195 |
125-284 |
125-230 |
| S2 |
125-090 |
125-090 |
125-268 |
|
| S3 |
124-235 |
125-020 |
125-252 |
|
| S4 |
124-060 |
124-165 |
125-204 |
|
|
| 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 |
126-015 |
123-235 |
2-100 |
1.8% |
0-294 |
0.7% |
95% |
True |
False |
1,135,602 |
| 10 |
126-015 |
122-255 |
3-080 |
2.6% |
0-248 |
0.6% |
97% |
True |
False |
1,129,051 |
| 20 |
126-015 |
122-070 |
3-265 |
3.0% |
0-249 |
0.6% |
97% |
True |
False |
1,188,180 |
| 40 |
126-020 |
122-070 |
3-270 |
3.1% |
0-231 |
0.6% |
97% |
False |
False |
607,629 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-196 |
0.5% |
88% |
False |
False |
405,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-119 |
|
2.618 |
127-153 |
|
1.618 |
126-298 |
|
1.000 |
126-190 |
|
0.618 |
126-123 |
|
HIGH |
126-015 |
|
0.618 |
125-268 |
|
0.500 |
125-248 |
|
0.382 |
125-227 |
|
LOW |
125-160 |
|
0.618 |
125-052 |
|
1.000 |
124-305 |
|
1.618 |
124-197 |
|
2.618 |
124-022 |
|
4.250 |
123-056 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-282 |
125-252 |
| PP |
125-265 |
125-203 |
| S1 |
125-248 |
125-155 |
|