ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-125 |
-0-025 |
-0.1% |
125-005 |
| High |
124-180 |
125-015 |
0-155 |
0.4% |
125-090 |
| Low |
124-025 |
124-000 |
-0-025 |
-0.1% |
124-000 |
| Close |
124-085 |
124-275 |
0-190 |
0.5% |
124-275 |
| Range |
0-155 |
1-015 |
0-180 |
116.1% |
1-090 |
| ATR |
0-221 |
0-229 |
0-008 |
3.7% |
0-000 |
| Volume |
1,225,230 |
1,476,295 |
251,065 |
20.5% |
6,038,064 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-248 |
127-117 |
125-139 |
|
| R3 |
126-233 |
126-102 |
125-047 |
|
| R2 |
125-218 |
125-218 |
125-016 |
|
| R1 |
125-087 |
125-087 |
124-306 |
125-152 |
| PP |
124-203 |
124-203 |
124-203 |
124-236 |
| S1 |
124-072 |
124-072 |
124-244 |
124-138 |
| S2 |
123-188 |
123-188 |
124-214 |
|
| S3 |
122-173 |
123-057 |
124-183 |
|
| S4 |
121-158 |
122-042 |
124-091 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-178 |
127-317 |
125-180 |
|
| R3 |
127-088 |
126-227 |
125-068 |
|
| R2 |
125-318 |
125-318 |
125-030 |
|
| R1 |
125-137 |
125-137 |
124-313 |
125-022 |
| PP |
124-228 |
124-228 |
124-228 |
124-171 |
| S1 |
124-047 |
124-047 |
124-237 |
123-252 |
| S2 |
123-138 |
123-138 |
124-200 |
|
| S3 |
122-048 |
122-277 |
124-162 |
|
| S4 |
120-278 |
121-187 |
124-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-090 |
124-000 |
1-090 |
1.0% |
0-226 |
0.6% |
67% |
False |
True |
1,207,612 |
| 10 |
126-315 |
124-000 |
2-315 |
2.4% |
0-230 |
0.6% |
29% |
False |
True |
1,177,426 |
| 20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-215 |
0.5% |
29% |
False |
True |
1,075,670 |
| 40 |
127-100 |
124-000 |
3-100 |
2.7% |
0-222 |
0.6% |
26% |
False |
True |
1,036,723 |
| 60 |
130-150 |
124-000 |
6-150 |
5.2% |
0-247 |
0.6% |
13% |
False |
True |
1,241,080 |
| 80 |
132-300 |
124-000 |
8-300 |
7.2% |
0-236 |
0.6% |
10% |
False |
True |
994,590 |
| 100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-205 |
0.5% |
10% |
False |
True |
796,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-159 |
|
2.618 |
127-252 |
|
1.618 |
126-237 |
|
1.000 |
126-030 |
|
0.618 |
125-222 |
|
HIGH |
125-015 |
|
0.618 |
124-207 |
|
0.500 |
124-168 |
|
0.382 |
124-128 |
|
LOW |
124-000 |
|
0.618 |
123-113 |
|
1.000 |
122-305 |
|
1.618 |
122-098 |
|
2.618 |
121-083 |
|
4.250 |
119-176 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-239 |
124-249 |
| PP |
124-203 |
124-223 |
| S1 |
124-168 |
124-198 |
|