ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
123-030 |
122-095 |
-0-255 |
-0.6% |
123-275 |
| High |
123-050 |
123-205 |
0-155 |
0.4% |
123-285 |
| Low |
122-085 |
122-070 |
-0-015 |
0.0% |
122-070 |
| Close |
122-130 |
122-300 |
0-170 |
0.4% |
122-300 |
| Range |
0-285 |
1-135 |
0-170 |
59.6% |
1-215 |
| ATR |
0-231 |
0-247 |
0-016 |
6.9% |
0-000 |
| Volume |
1,372,113 |
1,715,575 |
343,462 |
25.0% |
5,760,921 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-063 |
126-157 |
123-230 |
|
| R3 |
125-248 |
125-022 |
123-105 |
|
| R2 |
124-113 |
124-113 |
123-063 |
|
| R1 |
123-207 |
123-207 |
123-022 |
124-000 |
| PP |
122-298 |
122-298 |
122-298 |
123-035 |
| S1 |
122-072 |
122-072 |
122-258 |
122-185 |
| S2 |
121-163 |
121-163 |
122-217 |
|
| S3 |
120-028 |
120-257 |
122-175 |
|
| S4 |
118-213 |
119-122 |
122-050 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-010 |
127-050 |
123-274 |
|
| R3 |
126-115 |
125-155 |
123-127 |
|
| R2 |
124-220 |
124-220 |
123-078 |
|
| R1 |
123-260 |
123-260 |
123-029 |
123-132 |
| PP |
123-005 |
123-005 |
123-005 |
122-261 |
| S1 |
122-045 |
122-045 |
122-251 |
121-238 |
| S2 |
121-110 |
121-110 |
122-202 |
|
| S3 |
119-215 |
120-150 |
122-153 |
|
| S4 |
118-000 |
118-255 |
122-006 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-219 |
|
2.618 |
127-116 |
|
1.618 |
125-301 |
|
1.000 |
125-020 |
|
0.618 |
124-166 |
|
HIGH |
123-205 |
|
0.618 |
123-031 |
|
0.500 |
122-298 |
|
0.382 |
122-244 |
|
LOW |
122-070 |
|
0.618 |
121-109 |
|
1.000 |
120-255 |
|
1.618 |
119-294 |
|
2.618 |
118-159 |
|
4.250 |
116-056 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
122-299 |
122-299 |
| PP |
122-298 |
122-298 |
| S1 |
122-298 |
122-298 |
|