ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-160 |
-0-010 |
0.0% |
126-140 |
| High |
125-200 |
125-170 |
-0-030 |
-0.1% |
126-140 |
| Low |
124-100 |
124-120 |
0-020 |
0.1% |
125-080 |
| Close |
125-160 |
124-120 |
-1-040 |
-0.9% |
125-250 |
| Range |
1-100 |
1-050 |
-0-050 |
-11.9% |
1-060 |
| ATR |
0-181 |
0-195 |
0-013 |
7.5% |
0-000 |
| Volume |
5,134 |
11,987 |
6,853 |
133.5% |
30,878 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-073 |
127-147 |
125-004 |
|
| R3 |
127-023 |
126-097 |
124-222 |
|
| R2 |
125-293 |
125-293 |
124-188 |
|
| R1 |
125-047 |
125-047 |
124-154 |
124-305 |
| PP |
124-243 |
124-243 |
124-243 |
124-212 |
| S1 |
123-317 |
123-317 |
124-086 |
123-255 |
| S2 |
123-193 |
123-193 |
124-052 |
|
| S3 |
122-143 |
122-267 |
124-018 |
|
| S4 |
121-093 |
121-217 |
123-236 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-123 |
128-247 |
126-139 |
|
| R3 |
128-063 |
127-187 |
126-034 |
|
| R2 |
127-003 |
127-003 |
126-000 |
|
| R1 |
126-127 |
126-127 |
125-285 |
126-035 |
| PP |
125-263 |
125-263 |
125-263 |
125-218 |
| S1 |
125-067 |
125-067 |
125-215 |
124-295 |
| S2 |
124-203 |
124-203 |
125-180 |
|
| S3 |
123-143 |
124-007 |
125-146 |
|
| S4 |
122-083 |
122-267 |
125-041 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-142 |
|
2.618 |
128-179 |
|
1.618 |
127-129 |
|
1.000 |
126-220 |
|
0.618 |
126-079 |
|
HIGH |
125-170 |
|
0.618 |
125-029 |
|
0.500 |
124-305 |
|
0.382 |
124-261 |
|
LOW |
124-120 |
|
0.618 |
123-211 |
|
1.000 |
123-070 |
|
1.618 |
122-161 |
|
2.618 |
121-111 |
|
4.250 |
119-148 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-305 |
125-010 |
| PP |
124-243 |
124-260 |
| S1 |
124-182 |
124-190 |
|