ECBOT 10 Year T-Note Future March 2014
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 |
124-240 |
125-000 |
0-080 |
0.2% |
124-190 |
High |
124-240 |
125-000 |
0-080 |
0.2% |
125-000 |
Low |
124-240 |
125-000 |
0-080 |
0.2% |
124-190 |
Close |
124-240 |
125-000 |
0-080 |
0.2% |
125-000 |
Range |
|
|
|
|
|
ATR |
0-131 |
0-128 |
-0-004 |
-2.8% |
0-000 |
Volume |
1 |
4 |
3 |
300.0% |
8 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-000 |
125-000 |
125-000 |
|
R3 |
125-000 |
125-000 |
125-000 |
|
R2 |
125-000 |
125-000 |
125-000 |
|
R1 |
125-000 |
125-000 |
125-000 |
125-000 |
PP |
125-000 |
125-000 |
125-000 |
125-000 |
S1 |
125-000 |
125-000 |
125-000 |
125-000 |
S2 |
125-000 |
125-000 |
125-000 |
|
S3 |
125-000 |
125-000 |
125-000 |
|
S4 |
125-000 |
125-000 |
125-000 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-027 |
125-303 |
125-072 |
|
R3 |
125-217 |
125-173 |
125-036 |
|
R2 |
125-087 |
125-087 |
125-024 |
|
R1 |
125-043 |
125-043 |
125-012 |
125-065 |
PP |
124-277 |
124-277 |
124-277 |
124-288 |
S1 |
124-233 |
124-233 |
124-308 |
124-255 |
S2 |
124-147 |
124-147 |
124-296 |
|
S3 |
124-017 |
124-103 |
124-284 |
|
S4 |
123-207 |
123-293 |
124-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-000 |
2.618 |
125-000 |
1.618 |
125-000 |
1.000 |
125-000 |
0.618 |
125-000 |
HIGH |
125-000 |
0.618 |
125-000 |
0.500 |
125-000 |
0.382 |
125-000 |
LOW |
125-000 |
0.618 |
125-000 |
1.000 |
125-000 |
1.618 |
125-000 |
2.618 |
125-000 |
4.250 |
125-000 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
125-000 |
124-307 |
PP |
125-000 |
124-293 |
S1 |
125-000 |
124-280 |
|