ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-040 |
131-235 |
-0-125 |
-0.3% |
131-145 |
High |
132-110 |
132-080 |
-0-030 |
-0.1% |
132-110 |
Low |
131-285 |
131-235 |
-0-050 |
-0.1% |
131-030 |
Close |
131-315 |
132-040 |
0-045 |
0.1% |
131-315 |
Range |
0-145 |
0-165 |
0-020 |
13.8% |
1-080 |
ATR |
0-164 |
0-164 |
0-000 |
0.1% |
0-000 |
Volume |
1,119,537 |
511,658 |
-607,879 |
-54.3% |
4,960,534 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-187 |
133-118 |
132-131 |
|
R3 |
133-022 |
132-273 |
132-085 |
|
R2 |
132-177 |
132-177 |
132-070 |
|
R1 |
132-108 |
132-108 |
132-055 |
132-142 |
PP |
132-012 |
132-012 |
132-012 |
132-029 |
S1 |
131-263 |
131-263 |
132-025 |
131-298 |
S2 |
131-167 |
131-167 |
132-010 |
|
S3 |
131-002 |
131-098 |
131-315 |
|
S4 |
130-157 |
130-253 |
131-269 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-178 |
135-007 |
132-215 |
|
R3 |
134-098 |
133-247 |
132-105 |
|
R2 |
133-018 |
133-018 |
132-068 |
|
R1 |
132-167 |
132-167 |
132-032 |
132-252 |
PP |
131-258 |
131-258 |
131-258 |
131-301 |
S1 |
131-087 |
131-087 |
131-278 |
131-172 |
S2 |
130-178 |
130-178 |
131-242 |
|
S3 |
129-098 |
130-007 |
131-205 |
|
S4 |
128-018 |
128-247 |
131-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-110 |
131-030 |
1-080 |
0.9% |
0-177 |
0.4% |
83% |
False |
False |
1,094,438 |
10 |
132-110 |
131-025 |
1-085 |
1.0% |
0-171 |
0.4% |
83% |
False |
False |
1,161,309 |
20 |
132-110 |
130-000 |
2-110 |
1.8% |
0-164 |
0.4% |
91% |
False |
False |
1,156,983 |
40 |
132-110 |
129-190 |
2-240 |
2.1% |
0-160 |
0.4% |
92% |
False |
False |
748,938 |
60 |
132-110 |
129-190 |
2-240 |
2.1% |
0-136 |
0.3% |
92% |
False |
False |
501,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-141 |
2.618 |
133-192 |
1.618 |
133-027 |
1.000 |
132-245 |
0.618 |
132-182 |
HIGH |
132-080 |
0.618 |
132-017 |
0.500 |
131-318 |
0.382 |
131-298 |
LOW |
131-235 |
0.618 |
131-133 |
1.000 |
131-070 |
1.618 |
130-288 |
2.618 |
130-123 |
4.250 |
129-174 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-026 |
132-023 |
PP |
132-012 |
132-007 |
S1 |
131-318 |
131-310 |
|