ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
124-300 |
125-050 |
0-070 |
0.2% |
125-005 |
| High |
125-085 |
125-280 |
0-195 |
0.5% |
125-090 |
| Low |
124-255 |
125-010 |
0-075 |
0.2% |
124-000 |
| Close |
125-015 |
125-235 |
0-220 |
0.5% |
124-275 |
| Range |
0-150 |
0-270 |
0-120 |
80.0% |
1-090 |
| ATR |
0-223 |
0-227 |
0-003 |
1.5% |
0-000 |
| Volume |
1,078,713 |
1,923,633 |
844,920 |
78.3% |
6,038,064 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-025 |
127-240 |
126-064 |
|
| R3 |
127-075 |
126-290 |
125-309 |
|
| R2 |
126-125 |
126-125 |
125-284 |
|
| R1 |
126-020 |
126-020 |
125-260 |
126-072 |
| PP |
125-175 |
125-175 |
125-175 |
125-201 |
| S1 |
125-070 |
125-070 |
125-210 |
125-122 |
| S2 |
124-225 |
124-225 |
125-186 |
|
| S3 |
123-275 |
124-120 |
125-161 |
|
| S4 |
123-005 |
123-170 |
125-086 |
|
|
| 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 |
125-280 |
124-000 |
1-280 |
1.5% |
0-236 |
0.6% |
93% |
True |
False |
1,396,389 |
| 10 |
125-290 |
124-000 |
1-290 |
1.5% |
0-226 |
0.6% |
91% |
False |
False |
1,265,316 |
| 20 |
126-315 |
124-000 |
2-315 |
2.4% |
0-224 |
0.6% |
58% |
False |
False |
1,154,856 |
| 40 |
127-100 |
124-000 |
3-100 |
2.6% |
0-219 |
0.5% |
52% |
False |
False |
1,054,570 |
| 60 |
130-150 |
124-000 |
6-150 |
5.1% |
0-242 |
0.6% |
27% |
False |
False |
1,218,651 |
| 80 |
132-050 |
124-000 |
8-050 |
6.5% |
0-237 |
0.6% |
21% |
False |
False |
1,031,941 |
| 100 |
133-000 |
124-000 |
9-000 |
7.2% |
0-206 |
0.5% |
19% |
False |
False |
826,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-148 |
|
2.618 |
128-027 |
|
1.618 |
127-077 |
|
1.000 |
126-230 |
|
0.618 |
126-127 |
|
HIGH |
125-280 |
|
0.618 |
125-177 |
|
0.500 |
125-145 |
|
0.382 |
125-113 |
|
LOW |
125-010 |
|
0.618 |
124-163 |
|
1.000 |
124-060 |
|
1.618 |
123-213 |
|
2.618 |
122-263 |
|
4.250 |
121-142 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-205 |
125-150 |
| PP |
125-175 |
125-065 |
| S1 |
125-145 |
124-300 |
|