ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
131-235 |
132-060 |
0-145 |
0.3% |
131-145 |
High |
132-080 |
132-080 |
0-000 |
0.0% |
132-110 |
Low |
131-235 |
131-290 |
0-055 |
0.1% |
131-030 |
Close |
132-040 |
131-315 |
-0-045 |
-0.1% |
131-315 |
Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
1-080 |
ATR |
0-164 |
0-160 |
-0-004 |
-2.3% |
0-000 |
Volume |
511,658 |
892,169 |
380,511 |
74.4% |
4,960,534 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-025 |
132-280 |
132-056 |
|
R3 |
132-235 |
132-170 |
132-025 |
|
R2 |
132-125 |
132-125 |
132-015 |
|
R1 |
132-060 |
132-060 |
132-005 |
132-038 |
PP |
132-015 |
132-015 |
132-015 |
132-004 |
S1 |
131-270 |
131-270 |
131-305 |
131-248 |
S2 |
131-225 |
131-225 |
131-295 |
|
S3 |
131-115 |
131-160 |
131-285 |
|
S4 |
131-005 |
131-050 |
131-254 |
|
|
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 |
131-100 |
1-010 |
0.8% |
0-157 |
0.4% |
65% |
False |
False |
1,001,543 |
10 |
132-110 |
131-025 |
1-085 |
1.0% |
0-164 |
0.4% |
72% |
False |
False |
1,115,573 |
20 |
132-110 |
130-000 |
2-110 |
1.8% |
0-162 |
0.4% |
85% |
False |
False |
1,162,210 |
40 |
132-110 |
129-190 |
2-240 |
2.1% |
0-156 |
0.4% |
87% |
False |
False |
770,998 |
60 |
132-110 |
129-190 |
2-240 |
2.1% |
0-136 |
0.3% |
87% |
False |
False |
516,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-228 |
2.618 |
133-048 |
1.618 |
132-258 |
1.000 |
132-190 |
0.618 |
132-148 |
HIGH |
132-080 |
0.618 |
132-038 |
0.500 |
132-025 |
0.382 |
132-012 |
LOW |
131-290 |
0.618 |
131-222 |
1.000 |
131-180 |
1.618 |
131-112 |
2.618 |
131-002 |
4.250 |
130-142 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-025 |
132-012 |
PP |
132-015 |
132-007 |
S1 |
132-005 |
132-001 |
|