ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-290 |
125-190 |
-0-100 |
-0.2% |
125-180 |
| High |
126-020 |
125-190 |
-0-150 |
-0.4% |
125-310 |
| Low |
125-200 |
124-190 |
-1-010 |
-0.8% |
125-090 |
| Close |
125-230 |
124-230 |
-1-000 |
-0.8% |
125-290 |
| Range |
0-140 |
1-000 |
0-180 |
128.6% |
0-220 |
| ATR |
0-173 |
0-187 |
0-013 |
7.7% |
0-000 |
| Volume |
6,487 |
8,449 |
1,962 |
30.2% |
27,001 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-310 |
127-110 |
125-086 |
|
| R3 |
126-310 |
126-110 |
124-318 |
|
| R2 |
125-310 |
125-310 |
124-289 |
|
| R1 |
125-110 |
125-110 |
124-259 |
125-050 |
| PP |
124-310 |
124-310 |
124-310 |
124-280 |
| S1 |
124-110 |
124-110 |
124-201 |
124-050 |
| S2 |
123-310 |
123-310 |
124-171 |
|
| S3 |
122-310 |
123-110 |
124-142 |
|
| S4 |
121-310 |
122-110 |
124-054 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-250 |
127-170 |
126-091 |
|
| R3 |
127-030 |
126-270 |
126-030 |
|
| R2 |
126-130 |
126-130 |
126-010 |
|
| R1 |
126-050 |
126-050 |
125-310 |
126-090 |
| PP |
125-230 |
125-230 |
125-230 |
125-250 |
| S1 |
125-150 |
125-150 |
125-270 |
125-190 |
| S2 |
125-010 |
125-010 |
125-250 |
|
| S3 |
124-110 |
124-250 |
125-230 |
|
| S4 |
123-210 |
124-030 |
125-169 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-270 |
|
2.618 |
128-068 |
|
1.618 |
127-068 |
|
1.000 |
126-190 |
|
0.618 |
126-068 |
|
HIGH |
125-190 |
|
0.618 |
125-068 |
|
0.500 |
125-030 |
|
0.382 |
124-312 |
|
LOW |
124-190 |
|
0.618 |
123-312 |
|
1.000 |
123-190 |
|
1.618 |
122-312 |
|
2.618 |
121-312 |
|
4.250 |
120-110 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-030 |
125-105 |
| PP |
124-310 |
125-040 |
| S1 |
124-270 |
124-295 |
|