ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-160 |
-0-040 |
-0.1% |
124-025 |
| High |
124-300 |
124-260 |
-0-040 |
-0.1% |
124-300 |
| Low |
124-165 |
124-050 |
-0-115 |
-0.3% |
123-310 |
| Close |
124-180 |
124-215 |
0-035 |
0.1% |
124-215 |
| Range |
0-135 |
0-210 |
0-075 |
55.6% |
0-310 |
| ATR |
0-227 |
0-225 |
-0-001 |
-0.5% |
0-000 |
| Volume |
12,783 |
10,108 |
-2,675 |
-20.9% |
131,118 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-165 |
126-080 |
125-010 |
|
| R3 |
125-275 |
125-190 |
124-273 |
|
| R2 |
125-065 |
125-065 |
124-254 |
|
| R1 |
124-300 |
124-300 |
124-234 |
125-022 |
| PP |
124-175 |
124-175 |
124-175 |
124-196 |
| S1 |
124-090 |
124-090 |
124-196 |
124-132 |
| S2 |
123-285 |
123-285 |
124-176 |
|
| S3 |
123-075 |
123-200 |
124-157 |
|
| S4 |
122-185 |
122-310 |
124-100 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-138 |
127-007 |
125-066 |
|
| R3 |
126-148 |
126-017 |
124-300 |
|
| R2 |
125-158 |
125-158 |
124-272 |
|
| R1 |
125-027 |
125-027 |
124-243 |
125-092 |
| PP |
124-168 |
124-168 |
124-168 |
124-201 |
| S1 |
124-037 |
124-037 |
124-187 |
124-102 |
| S2 |
123-178 |
123-178 |
124-158 |
|
| S3 |
122-188 |
123-047 |
124-130 |
|
| S4 |
121-198 |
122-057 |
124-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
123-310 |
0-310 |
0.8% |
0-166 |
0.4% |
73% |
False |
False |
26,223 |
| 10 |
125-185 |
123-105 |
2-080 |
1.8% |
0-216 |
0.5% |
60% |
False |
False |
89,089 |
| 20 |
125-280 |
123-105 |
2-175 |
2.0% |
0-222 |
0.6% |
53% |
False |
False |
762,655 |
| 40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-208 |
0.5% |
34% |
False |
False |
866,367 |
| 60 |
127-200 |
123-105 |
4-095 |
3.4% |
0-233 |
0.6% |
31% |
False |
False |
1,000,816 |
| 80 |
131-130 |
123-105 |
8-025 |
6.5% |
0-245 |
0.6% |
17% |
False |
False |
1,091,057 |
| 100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-224 |
0.6% |
14% |
False |
False |
876,652 |
| 120 |
133-000 |
123-105 |
9-215 |
7.8% |
0-198 |
0.5% |
14% |
False |
False |
730,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-192 |
|
2.618 |
126-170 |
|
1.618 |
125-280 |
|
1.000 |
125-150 |
|
0.618 |
125-070 |
|
HIGH |
124-260 |
|
0.618 |
124-180 |
|
0.500 |
124-155 |
|
0.382 |
124-130 |
|
LOW |
124-050 |
|
0.618 |
123-240 |
|
1.000 |
123-160 |
|
1.618 |
123-030 |
|
2.618 |
122-140 |
|
4.250 |
121-118 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-195 |
124-195 |
| PP |
124-175 |
124-175 |
| S1 |
124-155 |
124-155 |
|