ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
123-300 |
123-160 |
-0-140 |
-0.4% |
125-290 |
| High |
123-300 |
124-040 |
0-060 |
0.2% |
126-020 |
| Low |
123-110 |
123-160 |
0-050 |
0.1% |
123-180 |
| Close |
123-140 |
124-010 |
0-190 |
0.5% |
123-280 |
| Range |
0-190 |
0-200 |
0-010 |
5.3% |
2-160 |
| ATR |
0-195 |
0-197 |
0-002 |
0.9% |
0-000 |
| Volume |
24,758 |
28,665 |
3,907 |
15.8% |
77,517 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-243 |
125-167 |
124-120 |
|
| R3 |
125-043 |
124-287 |
124-065 |
|
| R2 |
124-163 |
124-163 |
124-047 |
|
| R1 |
124-087 |
124-087 |
124-028 |
124-125 |
| PP |
123-283 |
123-283 |
123-283 |
123-302 |
| S1 |
123-207 |
123-207 |
123-312 |
123-245 |
| S2 |
123-083 |
123-083 |
123-293 |
|
| S3 |
122-203 |
123-007 |
123-275 |
|
| S4 |
122-003 |
122-127 |
123-220 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-000 |
130-140 |
125-080 |
|
| R3 |
129-160 |
127-300 |
124-180 |
|
| R2 |
127-000 |
127-000 |
124-107 |
|
| R1 |
125-140 |
125-140 |
124-033 |
124-310 |
| PP |
124-160 |
124-160 |
124-160 |
124-085 |
| S1 |
122-300 |
122-300 |
123-207 |
122-150 |
| S2 |
122-000 |
122-000 |
123-133 |
|
| S3 |
119-160 |
120-140 |
123-060 |
|
| S4 |
117-000 |
117-300 |
122-160 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-250 |
|
2.618 |
125-244 |
|
1.618 |
125-044 |
|
1.000 |
124-240 |
|
0.618 |
124-164 |
|
HIGH |
124-040 |
|
0.618 |
123-284 |
|
0.500 |
123-260 |
|
0.382 |
123-236 |
|
LOW |
123-160 |
|
0.618 |
123-036 |
|
1.000 |
122-280 |
|
1.618 |
122-156 |
|
2.618 |
121-276 |
|
4.250 |
120-270 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-307 |
123-313 |
| PP |
123-283 |
123-297 |
| S1 |
123-260 |
123-280 |
|