ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
123-305 |
124-200 |
0-215 |
0.5% |
123-300 |
| High |
124-240 |
124-230 |
-0-010 |
0.0% |
124-040 |
| Low |
123-265 |
123-310 |
0-045 |
0.1% |
122-240 |
| Close |
124-195 |
124-030 |
-0-165 |
-0.4% |
123-200 |
| Range |
0-295 |
0-240 |
-0-055 |
-18.6% |
1-120 |
| ATR |
0-216 |
0-218 |
0-002 |
0.8% |
0-000 |
| Volume |
833,107 |
1,523,083 |
689,976 |
82.8% |
276,234 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-163 |
126-017 |
124-162 |
|
| R3 |
125-243 |
125-097 |
124-096 |
|
| R2 |
125-003 |
125-003 |
124-074 |
|
| R1 |
124-177 |
124-177 |
124-052 |
124-130 |
| PP |
124-083 |
124-083 |
124-083 |
124-060 |
| S1 |
123-257 |
123-257 |
124-008 |
123-210 |
| S2 |
123-163 |
123-163 |
123-306 |
|
| S3 |
122-243 |
123-017 |
123-284 |
|
| S4 |
122-003 |
122-097 |
123-218 |
|
|
| 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 |
127-290 |
|
2.618 |
126-218 |
|
1.618 |
125-298 |
|
1.000 |
125-150 |
|
0.618 |
125-058 |
|
HIGH |
124-230 |
|
0.618 |
124-138 |
|
0.500 |
124-110 |
|
0.382 |
124-082 |
|
LOW |
123-310 |
|
0.618 |
123-162 |
|
1.000 |
123-070 |
|
1.618 |
122-242 |
|
2.618 |
122-002 |
|
4.250 |
120-250 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-110 |
124-050 |
| PP |
124-083 |
124-043 |
| S1 |
124-057 |
124-037 |
|