ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-255 |
125-135 |
-0-120 |
-0.3% |
126-255 |
| High |
125-280 |
125-150 |
-0-130 |
-0.3% |
126-315 |
| Low |
124-260 |
124-210 |
-0-050 |
-0.1% |
124-210 |
| Close |
125-160 |
124-315 |
-0-165 |
-0.4% |
124-315 |
| Range |
1-020 |
0-260 |
-0-080 |
-23.5% |
2-105 |
| ATR |
0-218 |
0-222 |
0-004 |
1.7% |
0-000 |
| Volume |
1,682,284 |
1,145,450 |
-536,834 |
-31.9% |
5,736,202 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-152 |
127-013 |
125-138 |
|
| R3 |
126-212 |
126-073 |
125-066 |
|
| R2 |
125-272 |
125-272 |
125-043 |
|
| R1 |
125-133 |
125-133 |
125-019 |
125-072 |
| PP |
125-012 |
125-012 |
125-012 |
124-301 |
| S1 |
124-193 |
124-193 |
124-291 |
124-132 |
| S2 |
124-072 |
124-072 |
124-267 |
|
| S3 |
123-132 |
123-253 |
124-244 |
|
| S4 |
122-192 |
122-313 |
124-172 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-168 |
131-027 |
126-085 |
|
| R3 |
130-063 |
128-242 |
125-200 |
|
| R2 |
127-278 |
127-278 |
125-132 |
|
| R1 |
126-137 |
126-137 |
125-063 |
125-315 |
| PP |
125-173 |
125-173 |
125-173 |
125-102 |
| S1 |
124-032 |
124-032 |
124-247 |
123-210 |
| S2 |
123-068 |
123-068 |
124-178 |
|
| S3 |
120-283 |
121-247 |
124-110 |
|
| S4 |
118-178 |
119-142 |
123-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-315 |
124-210 |
2-105 |
1.9% |
0-234 |
0.6% |
14% |
False |
True |
1,147,240 |
| 10 |
126-315 |
124-210 |
2-105 |
1.9% |
0-173 |
0.4% |
14% |
False |
True |
949,440 |
| 20 |
127-100 |
124-210 |
2-210 |
2.1% |
0-199 |
0.5% |
12% |
False |
True |
994,622 |
| 40 |
127-120 |
124-115 |
3-005 |
2.4% |
0-237 |
0.6% |
21% |
False |
False |
1,090,303 |
| 60 |
130-250 |
124-115 |
6-135 |
5.1% |
0-250 |
0.6% |
10% |
False |
False |
1,216,330 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-227 |
0.6% |
7% |
False |
False |
919,409 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-196 |
0.5% |
7% |
False |
False |
736,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-295 |
|
2.618 |
127-191 |
|
1.618 |
126-251 |
|
1.000 |
126-090 |
|
0.618 |
125-311 |
|
HIGH |
125-150 |
|
0.618 |
125-051 |
|
0.500 |
125-020 |
|
0.382 |
124-309 |
|
LOW |
124-210 |
|
0.618 |
124-049 |
|
1.000 |
123-270 |
|
1.618 |
123-109 |
|
2.618 |
122-169 |
|
4.250 |
121-065 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-020 |
125-090 |
| PP |
125-012 |
125-058 |
| S1 |
125-003 |
125-027 |
|