ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
126-045 |
126-005 |
-0-040 |
-0.1% |
125-085 |
| High |
126-080 |
126-155 |
0-075 |
0.2% |
126-155 |
| Low |
125-295 |
125-290 |
-0-005 |
0.0% |
125-025 |
| Close |
126-030 |
126-110 |
0-080 |
0.2% |
126-110 |
| Range |
0-105 |
0-185 |
0-080 |
76.2% |
1-130 |
| ATR |
0-235 |
0-231 |
-0-004 |
-1.5% |
0-000 |
| Volume |
928,675 |
869,080 |
-59,595 |
-6.4% |
4,309,385 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-313 |
127-237 |
126-212 |
|
| R3 |
127-128 |
127-052 |
126-161 |
|
| R2 |
126-263 |
126-263 |
126-144 |
|
| R1 |
126-187 |
126-187 |
126-127 |
126-225 |
| PP |
126-078 |
126-078 |
126-078 |
126-098 |
| S1 |
126-002 |
126-002 |
126-093 |
126-040 |
| S2 |
125-213 |
125-213 |
126-076 |
|
| S3 |
125-028 |
125-137 |
126-059 |
|
| S4 |
124-163 |
124-272 |
126-008 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-060 |
129-215 |
127-038 |
|
| R3 |
128-250 |
128-085 |
126-234 |
|
| R2 |
127-120 |
127-120 |
126-192 |
|
| R1 |
126-275 |
126-275 |
126-151 |
127-038 |
| PP |
125-310 |
125-310 |
125-310 |
126-031 |
| S1 |
125-145 |
125-145 |
126-069 |
125-228 |
| S2 |
124-180 |
124-180 |
126-028 |
|
| S3 |
123-050 |
124-015 |
125-306 |
|
| S4 |
121-240 |
122-205 |
125-182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-155 |
125-025 |
1-130 |
1.1% |
0-160 |
0.4% |
90% |
True |
False |
861,877 |
| 10 |
126-155 |
123-235 |
2-240 |
2.2% |
0-232 |
0.6% |
95% |
True |
False |
1,069,215 |
| 20 |
126-155 |
122-070 |
4-085 |
3.4% |
0-232 |
0.6% |
97% |
True |
False |
1,148,857 |
| 40 |
126-155 |
122-070 |
4-085 |
3.4% |
0-220 |
0.5% |
97% |
True |
False |
676,356 |
| 60 |
126-155 |
122-070 |
4-085 |
3.4% |
0-204 |
0.5% |
97% |
True |
False |
452,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-301 |
|
2.618 |
127-319 |
|
1.618 |
127-134 |
|
1.000 |
127-020 |
|
0.618 |
126-269 |
|
HIGH |
126-155 |
|
0.618 |
126-084 |
|
0.500 |
126-062 |
|
0.382 |
126-041 |
|
LOW |
125-290 |
|
0.618 |
125-176 |
|
1.000 |
125-105 |
|
1.618 |
124-311 |
|
2.618 |
124-126 |
|
4.250 |
123-144 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-094 |
126-088 |
| PP |
126-078 |
126-067 |
| S1 |
126-062 |
126-045 |
|