ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-010 |
-0-055 |
-0.1% |
122-315 |
| High |
124-250 |
124-115 |
-0-135 |
-0.3% |
123-265 |
| Low |
123-300 |
123-315 |
0-015 |
0.0% |
122-250 |
| Close |
123-310 |
124-045 |
0-055 |
0.1% |
123-175 |
| Range |
0-270 |
0-120 |
-0-150 |
-55.6% |
1-015 |
| ATR |
0-244 |
0-236 |
-0-009 |
-3.5% |
0-000 |
| Volume |
1,385,764 |
852,762 |
-533,002 |
-38.5% |
5,229,802 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-092 |
125-028 |
124-111 |
|
| R3 |
124-292 |
124-228 |
124-078 |
|
| R2 |
124-172 |
124-172 |
124-067 |
|
| R1 |
124-108 |
124-108 |
124-056 |
124-140 |
| PP |
124-052 |
124-052 |
124-052 |
124-068 |
| S1 |
123-308 |
123-308 |
124-034 |
124-020 |
| S2 |
123-252 |
123-252 |
124-023 |
|
| S3 |
123-132 |
123-188 |
124-012 |
|
| S4 |
123-012 |
123-068 |
123-299 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
126-027 |
124-039 |
|
| R3 |
125-153 |
125-012 |
123-267 |
|
| R2 |
124-138 |
124-138 |
123-236 |
|
| R1 |
123-317 |
123-317 |
123-206 |
124-068 |
| PP |
123-123 |
123-123 |
123-123 |
123-159 |
| S1 |
122-302 |
122-302 |
123-144 |
123-052 |
| S2 |
122-108 |
122-108 |
123-114 |
|
| S3 |
121-093 |
121-287 |
123-083 |
|
| S4 |
120-078 |
120-272 |
122-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-250 |
122-255 |
1-315 |
1.6% |
0-201 |
0.5% |
68% |
False |
False |
1,122,500 |
| 10 |
124-250 |
122-070 |
2-180 |
2.1% |
0-228 |
0.6% |
75% |
False |
False |
1,158,736 |
| 20 |
124-250 |
122-070 |
2-180 |
2.1% |
0-233 |
0.6% |
75% |
False |
False |
923,113 |
| 40 |
126-110 |
122-070 |
4-040 |
3.3% |
0-211 |
0.5% |
47% |
False |
False |
466,549 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-178 |
0.4% |
45% |
False |
False |
311,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-305 |
|
2.618 |
125-109 |
|
1.618 |
124-309 |
|
1.000 |
124-235 |
|
0.618 |
124-189 |
|
HIGH |
124-115 |
|
0.618 |
124-069 |
|
0.500 |
124-055 |
|
0.382 |
124-041 |
|
LOW |
123-315 |
|
0.618 |
123-241 |
|
1.000 |
123-195 |
|
1.618 |
123-121 |
|
2.618 |
123-001 |
|
4.250 |
122-125 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
124-055 |
124-015 |
| PP |
124-052 |
123-305 |
| S1 |
124-048 |
123-275 |
|