ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
122-315 |
123-060 |
0-065 |
0.2% |
123-275 |
| High |
123-160 |
123-075 |
-0-085 |
-0.2% |
123-285 |
| Low |
122-280 |
122-250 |
-0-030 |
-0.1% |
122-070 |
| Close |
123-115 |
122-300 |
-0-135 |
-0.3% |
122-300 |
| Range |
0-200 |
0-145 |
-0-055 |
-27.5% |
1-215 |
| ATR |
0-244 |
0-240 |
-0-004 |
-1.7% |
0-000 |
| Volume |
822,326 |
1,033,500 |
211,174 |
25.7% |
5,760,921 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-110 |
124-030 |
123-060 |
|
| R3 |
123-285 |
123-205 |
123-020 |
|
| R2 |
123-140 |
123-140 |
123-007 |
|
| R1 |
123-060 |
123-060 |
122-313 |
123-028 |
| PP |
122-315 |
122-315 |
122-315 |
122-299 |
| S1 |
122-235 |
122-235 |
122-287 |
122-202 |
| S2 |
122-170 |
122-170 |
122-273 |
|
| S3 |
122-025 |
122-090 |
122-260 |
|
| S4 |
121-200 |
121-265 |
122-220 |
|
|
| 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 |
125-051 |
|
2.618 |
124-135 |
|
1.618 |
123-310 |
|
1.000 |
123-220 |
|
0.618 |
123-165 |
|
HIGH |
123-075 |
|
0.618 |
123-020 |
|
0.500 |
123-002 |
|
0.382 |
122-305 |
|
LOW |
122-250 |
|
0.618 |
122-160 |
|
1.000 |
122-105 |
|
1.618 |
122-015 |
|
2.618 |
121-190 |
|
4.250 |
120-274 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-002 |
122-299 |
| PP |
122-315 |
122-298 |
| S1 |
122-308 |
122-298 |
|