ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
123-040 |
123-220 |
0-180 |
0.5% |
123-300 |
| High |
123-260 |
124-020 |
0-080 |
0.2% |
124-040 |
| Low |
122-240 |
123-180 |
0-260 |
0.7% |
122-240 |
| Close |
123-200 |
123-270 |
0-070 |
0.2% |
123-200 |
| Range |
1-020 |
0-160 |
-0-180 |
-52.9% |
1-120 |
| ATR |
0-214 |
0-210 |
-0-004 |
-1.8% |
0-000 |
| Volume |
87,904 |
125,184 |
37,280 |
42.4% |
276,234 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-103 |
125-027 |
124-038 |
|
| R3 |
124-263 |
124-187 |
123-314 |
|
| R2 |
124-103 |
124-103 |
123-299 |
|
| R1 |
124-027 |
124-027 |
123-285 |
124-065 |
| PP |
123-263 |
123-263 |
123-263 |
123-282 |
| S1 |
123-187 |
123-187 |
123-255 |
123-225 |
| S2 |
123-103 |
123-103 |
123-241 |
|
| S3 |
122-263 |
123-027 |
123-226 |
|
| S4 |
122-103 |
122-187 |
123-182 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-200 |
127-000 |
124-122 |
|
| R3 |
126-080 |
125-200 |
124-001 |
|
| R2 |
124-280 |
124-280 |
123-281 |
|
| R1 |
124-080 |
124-080 |
123-240 |
123-280 |
| PP |
123-160 |
123-160 |
123-160 |
123-100 |
| S1 |
122-280 |
122-280 |
123-160 |
122-160 |
| S2 |
122-040 |
122-040 |
123-119 |
|
| S3 |
120-240 |
121-160 |
123-079 |
|
| S4 |
119-120 |
120-040 |
122-278 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-060 |
|
2.618 |
125-119 |
|
1.618 |
124-279 |
|
1.000 |
124-180 |
|
0.618 |
124-119 |
|
HIGH |
124-020 |
|
0.618 |
123-279 |
|
0.500 |
123-260 |
|
0.382 |
123-241 |
|
LOW |
123-180 |
|
0.618 |
123-081 |
|
1.000 |
123-020 |
|
1.618 |
122-241 |
|
2.618 |
122-081 |
|
4.250 |
121-140 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-267 |
123-223 |
| PP |
123-263 |
123-177 |
| S1 |
123-260 |
123-130 |
|