ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-005 |
124-210 |
-0-115 |
-0.3% |
126-255 |
| High |
125-005 |
125-090 |
0-085 |
0.2% |
126-315 |
| Low |
124-155 |
124-210 |
0-055 |
0.1% |
124-210 |
| Close |
124-195 |
125-055 |
0-180 |
0.5% |
124-315 |
| Range |
0-170 |
0-200 |
0-030 |
17.6% |
2-105 |
| ATR |
0-218 |
0-218 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,021,671 |
1,036,793 |
15,122 |
1.5% |
5,736,202 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-292 |
126-213 |
125-165 |
|
| R3 |
126-092 |
126-013 |
125-110 |
|
| R2 |
125-212 |
125-212 |
125-092 |
|
| R1 |
125-133 |
125-133 |
125-073 |
125-172 |
| PP |
125-012 |
125-012 |
125-012 |
125-031 |
| S1 |
124-253 |
124-253 |
125-037 |
124-292 |
| S2 |
124-132 |
124-132 |
125-018 |
|
| S3 |
123-252 |
124-053 |
125-000 |
|
| S4 |
123-052 |
123-173 |
124-265 |
|
|
| 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 |
125-290 |
124-155 |
1-135 |
1.1% |
0-216 |
0.5% |
48% |
False |
False |
1,134,244 |
| 10 |
126-315 |
124-155 |
2-160 |
2.0% |
0-186 |
0.5% |
28% |
False |
False |
1,018,114 |
| 20 |
127-015 |
124-155 |
2-180 |
2.0% |
0-207 |
0.5% |
27% |
False |
False |
1,028,461 |
| 40 |
127-100 |
124-115 |
2-305 |
2.4% |
0-226 |
0.6% |
28% |
False |
False |
1,045,136 |
| 60 |
130-150 |
124-115 |
6-035 |
4.9% |
0-250 |
0.6% |
13% |
False |
False |
1,244,069 |
| 80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-230 |
0.6% |
9% |
False |
False |
945,011 |
| 100 |
133-000 |
124-115 |
8-205 |
6.9% |
0-200 |
0.5% |
9% |
False |
False |
756,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-300 |
|
2.618 |
126-294 |
|
1.618 |
126-094 |
|
1.000 |
125-290 |
|
0.618 |
125-214 |
|
HIGH |
125-090 |
|
0.618 |
125-014 |
|
0.500 |
124-310 |
|
0.382 |
124-286 |
|
LOW |
124-210 |
|
0.618 |
124-086 |
|
1.000 |
124-010 |
|
1.618 |
123-206 |
|
2.618 |
123-006 |
|
4.250 |
122-000 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-033 |
125-034 |
| PP |
125-012 |
125-013 |
| S1 |
124-310 |
124-312 |
|