ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-275 |
126-045 |
0-090 |
0.2% |
124-065 |
| High |
126-100 |
126-080 |
-0-020 |
0.0% |
125-310 |
| Low |
125-255 |
125-295 |
0-040 |
0.1% |
123-235 |
| Close |
126-090 |
126-030 |
-0-060 |
-0.1% |
125-095 |
| Range |
0-165 |
0-105 |
-0-060 |
-36.4% |
2-075 |
| ATR |
0-244 |
0-235 |
-0-009 |
-3.8% |
0-000 |
| Volume |
977,861 |
928,675 |
-49,186 |
-5.0% |
6,382,768 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-023 |
126-292 |
126-088 |
|
| R3 |
126-238 |
126-187 |
126-059 |
|
| R2 |
126-133 |
126-133 |
126-049 |
|
| R1 |
126-082 |
126-082 |
126-040 |
126-055 |
| PP |
126-028 |
126-028 |
126-028 |
126-015 |
| S1 |
125-297 |
125-297 |
126-020 |
125-270 |
| S2 |
125-243 |
125-243 |
126-011 |
|
| S3 |
125-138 |
125-192 |
126-001 |
|
| S4 |
125-033 |
125-087 |
125-292 |
|
|
| 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 |
126-100 |
124-295 |
1-125 |
1.1% |
0-156 |
0.4% |
84% |
False |
False |
870,416 |
| 10 |
126-100 |
122-300 |
3-120 |
2.7% |
0-237 |
0.6% |
94% |
False |
False |
1,081,691 |
| 20 |
126-100 |
122-070 |
4-030 |
3.2% |
0-236 |
0.6% |
95% |
False |
False |
1,165,698 |
| 40 |
126-100 |
122-070 |
4-030 |
3.2% |
0-225 |
0.6% |
95% |
False |
False |
654,929 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-201 |
0.5% |
91% |
False |
False |
437,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-206 |
|
2.618 |
127-035 |
|
1.618 |
126-250 |
|
1.000 |
126-185 |
|
0.618 |
126-145 |
|
HIGH |
126-080 |
|
0.618 |
126-040 |
|
0.500 |
126-028 |
|
0.382 |
126-015 |
|
LOW |
125-295 |
|
0.618 |
125-230 |
|
1.000 |
125-190 |
|
1.618 |
125-125 |
|
2.618 |
125-020 |
|
4.250 |
124-169 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-029 |
126-010 |
| PP |
126-028 |
125-310 |
| S1 |
126-028 |
125-290 |
|