ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
123-220 |
123-305 |
0-085 |
0.2% |
123-300 |
| High |
124-020 |
124-240 |
0-220 |
0.6% |
124-040 |
| Low |
123-180 |
123-265 |
0-085 |
0.2% |
122-240 |
| Close |
123-270 |
124-195 |
0-245 |
0.6% |
123-200 |
| Range |
0-160 |
0-295 |
0-135 |
84.4% |
1-120 |
| ATR |
0-210 |
0-216 |
0-006 |
2.9% |
0-000 |
| Volume |
125,184 |
833,107 |
707,923 |
565.5% |
276,234 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-052 |
126-258 |
125-037 |
|
| R3 |
126-077 |
125-283 |
124-276 |
|
| R2 |
125-102 |
125-102 |
124-249 |
|
| R1 |
124-308 |
124-308 |
124-222 |
125-045 |
| PP |
124-127 |
124-127 |
124-127 |
124-155 |
| S1 |
124-013 |
124-013 |
124-168 |
124-070 |
| S2 |
123-152 |
123-152 |
124-141 |
|
| S3 |
122-177 |
123-038 |
124-114 |
|
| S4 |
121-202 |
122-063 |
124-033 |
|
|
| 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 |
128-214 |
|
2.618 |
127-052 |
|
1.618 |
126-077 |
|
1.000 |
125-215 |
|
0.618 |
125-102 |
|
HIGH |
124-240 |
|
0.618 |
124-127 |
|
0.500 |
124-092 |
|
0.382 |
124-058 |
|
LOW |
123-265 |
|
0.618 |
123-083 |
|
1.000 |
122-290 |
|
1.618 |
122-108 |
|
2.618 |
121-133 |
|
4.250 |
119-291 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-161 |
124-103 |
| PP |
124-127 |
124-012 |
| S1 |
124-092 |
123-240 |
|