ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
123-275 |
123-170 |
-0-105 |
-0.3% |
123-220 |
| High |
123-285 |
123-190 |
-0-095 |
-0.2% |
124-240 |
| Low |
122-315 |
123-005 |
0-010 |
0.0% |
123-180 |
| Close |
123-180 |
123-030 |
-0-150 |
-0.4% |
124-090 |
| Range |
0-290 |
0-185 |
-0-105 |
-36.2% |
1-060 |
| ATR |
0-230 |
0-227 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,641,880 |
1,031,353 |
-610,527 |
-37.2% |
4,981,543 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-310 |
124-195 |
123-132 |
|
| R3 |
124-125 |
124-010 |
123-081 |
|
| R2 |
123-260 |
123-260 |
123-064 |
|
| R1 |
123-145 |
123-145 |
123-047 |
123-110 |
| PP |
123-075 |
123-075 |
123-075 |
123-058 |
| S1 |
122-280 |
122-280 |
123-013 |
122-245 |
| S2 |
122-210 |
122-210 |
122-316 |
|
| S3 |
122-025 |
122-095 |
122-299 |
|
| S4 |
121-160 |
121-230 |
122-248 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-243 |
127-067 |
124-299 |
|
| R3 |
126-183 |
126-007 |
124-194 |
|
| R2 |
125-123 |
125-123 |
124-160 |
|
| R1 |
124-267 |
124-267 |
124-125 |
125-035 |
| PP |
124-063 |
124-063 |
124-063 |
124-108 |
| S1 |
123-207 |
123-207 |
124-055 |
123-295 |
| S2 |
123-003 |
123-003 |
124-020 |
|
| S3 |
121-263 |
122-147 |
123-306 |
|
| S4 |
120-203 |
121-087 |
123-201 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-016 |
|
2.618 |
125-034 |
|
1.618 |
124-169 |
|
1.000 |
124-055 |
|
0.618 |
123-304 |
|
HIGH |
123-190 |
|
0.618 |
123-119 |
|
0.500 |
123-098 |
|
0.382 |
123-076 |
|
LOW |
123-005 |
|
0.618 |
122-211 |
|
1.000 |
122-140 |
|
1.618 |
122-026 |
|
2.618 |
121-161 |
|
4.250 |
120-179 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-098 |
123-232 |
| PP |
123-075 |
123-165 |
| S1 |
123-052 |
123-098 |
|