ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
123-060 |
122-270 |
-0-110 |
-0.3% |
123-275 |
| High |
123-075 |
123-150 |
0-075 |
0.2% |
123-285 |
| Low |
122-250 |
122-255 |
0-005 |
0.0% |
122-070 |
| Close |
122-300 |
123-125 |
0-145 |
0.4% |
122-300 |
| Range |
0-145 |
0-215 |
0-070 |
48.3% |
1-215 |
| ATR |
0-240 |
0-238 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,033,500 |
1,271,479 |
237,979 |
23.0% |
5,760,921 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-075 |
124-315 |
123-243 |
|
| R3 |
124-180 |
124-100 |
123-184 |
|
| R2 |
123-285 |
123-285 |
123-164 |
|
| R1 |
123-205 |
123-205 |
123-145 |
123-245 |
| PP |
123-070 |
123-070 |
123-070 |
123-090 |
| S1 |
122-310 |
122-310 |
123-105 |
123-030 |
| S2 |
122-175 |
122-175 |
123-086 |
|
| S3 |
121-280 |
122-095 |
123-066 |
|
| S4 |
121-065 |
121-200 |
123-007 |
|
|
| 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 |
126-104 |
|
2.618 |
125-073 |
|
1.618 |
124-178 |
|
1.000 |
124-045 |
|
0.618 |
123-283 |
|
HIGH |
123-150 |
|
0.618 |
123-068 |
|
0.500 |
123-042 |
|
0.382 |
123-017 |
|
LOW |
122-255 |
|
0.618 |
122-122 |
|
1.000 |
122-040 |
|
1.618 |
121-227 |
|
2.618 |
121-012 |
|
4.250 |
119-301 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
123-098 |
123-098 |
| PP |
123-070 |
123-072 |
| S1 |
123-042 |
123-045 |
|