ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
123-160 |
124-000 |
0-160 |
0.4% |
125-290 |
| High |
124-040 |
124-020 |
-0-020 |
-0.1% |
126-020 |
| Low |
123-160 |
123-070 |
-0-090 |
-0.2% |
123-180 |
| Close |
124-010 |
123-180 |
-0-150 |
-0.4% |
123-280 |
| Range |
0-200 |
0-270 |
0-070 |
35.0% |
2-160 |
| ATR |
0-197 |
0-202 |
0-005 |
2.6% |
0-000 |
| Volume |
28,665 |
42,839 |
14,174 |
49.4% |
77,517 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-047 |
125-223 |
124-008 |
|
| R3 |
125-097 |
124-273 |
123-254 |
|
| R2 |
124-147 |
124-147 |
123-230 |
|
| R1 |
124-003 |
124-003 |
123-205 |
123-260 |
| PP |
123-197 |
123-197 |
123-197 |
123-165 |
| S1 |
123-053 |
123-053 |
123-155 |
122-310 |
| S2 |
122-247 |
122-247 |
123-130 |
|
| S3 |
121-297 |
122-103 |
123-106 |
|
| S4 |
121-027 |
121-153 |
123-032 |
|
|
| 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 |
127-208 |
|
2.618 |
126-087 |
|
1.618 |
125-137 |
|
1.000 |
124-290 |
|
0.618 |
124-187 |
|
HIGH |
124-020 |
|
0.618 |
123-237 |
|
0.500 |
123-205 |
|
0.382 |
123-173 |
|
LOW |
123-070 |
|
0.618 |
122-223 |
|
1.000 |
122-120 |
|
1.618 |
121-273 |
|
2.618 |
121-003 |
|
4.250 |
119-202 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-205 |
123-215 |
| PP |
123-197 |
123-203 |
| S1 |
123-188 |
123-192 |
|