ECBOT 10 Year T-Note Future March 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
125-000 |
125-070 |
0-070 |
0.2% |
124-190 |
High |
125-000 |
125-070 |
0-070 |
0.2% |
125-000 |
Low |
125-000 |
125-000 |
0-000 |
0.0% |
124-190 |
Close |
125-000 |
125-030 |
0-030 |
0.1% |
125-000 |
Range |
0-000 |
0-070 |
0-070 |
|
0-130 |
ATR |
0-128 |
0-124 |
-0-004 |
-3.2% |
0-000 |
Volume |
4 |
2 |
-2 |
-50.0% |
8 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-243 |
125-207 |
125-068 |
|
R3 |
125-173 |
125-137 |
125-049 |
|
R2 |
125-103 |
125-103 |
125-043 |
|
R1 |
125-067 |
125-067 |
125-036 |
125-050 |
PP |
125-033 |
125-033 |
125-033 |
125-025 |
S1 |
124-317 |
124-317 |
125-024 |
124-300 |
S2 |
124-283 |
124-283 |
125-017 |
|
S3 |
124-213 |
124-247 |
125-011 |
|
S4 |
124-143 |
124-177 |
124-312 |
|
|
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 |
126-048 |
2.618 |
125-253 |
1.618 |
125-183 |
1.000 |
125-140 |
0.618 |
125-113 |
HIGH |
125-070 |
0.618 |
125-043 |
0.500 |
125-035 |
0.382 |
125-027 |
LOW |
125-000 |
0.618 |
124-277 |
1.000 |
124-250 |
1.618 |
124-207 |
2.618 |
124-137 |
4.250 |
124-022 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
125-035 |
125-018 |
PP |
125-033 |
125-007 |
S1 |
125-032 |
124-315 |
|