ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-060 |
132-000 |
-0-060 |
-0.1% |
131-145 |
High |
132-080 |
132-170 |
0-090 |
0.2% |
132-110 |
Low |
131-290 |
131-265 |
-0-025 |
-0.1% |
131-030 |
Close |
131-315 |
132-130 |
0-135 |
0.3% |
131-315 |
Range |
0-110 |
0-225 |
0-115 |
104.5% |
1-080 |
ATR |
0-160 |
0-164 |
0-005 |
2.9% |
0-000 |
Volume |
892,169 |
1,314,995 |
422,826 |
47.4% |
4,960,534 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-117 |
134-028 |
132-254 |
|
R3 |
133-212 |
133-123 |
132-192 |
|
R2 |
132-307 |
132-307 |
132-171 |
|
R1 |
132-218 |
132-218 |
132-151 |
132-262 |
PP |
132-082 |
132-082 |
132-082 |
132-104 |
S1 |
131-313 |
131-313 |
132-109 |
132-038 |
S2 |
131-177 |
131-177 |
132-089 |
|
S3 |
130-272 |
131-088 |
132-068 |
|
S4 |
130-047 |
130-183 |
132-006 |
|
|
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 |
132-170 |
131-190 |
0-300 |
0.7% |
0-175 |
0.4% |
87% |
True |
False |
1,039,969 |
10 |
132-170 |
131-030 |
1-140 |
1.1% |
0-166 |
0.4% |
91% |
True |
False |
1,089,630 |
20 |
132-170 |
130-000 |
2-170 |
1.9% |
0-168 |
0.4% |
95% |
True |
False |
1,181,552 |
40 |
132-170 |
129-280 |
2-210 |
2.0% |
0-154 |
0.4% |
95% |
True |
False |
803,611 |
60 |
132-170 |
129-190 |
2-300 |
2.2% |
0-139 |
0.3% |
96% |
True |
False |
538,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-166 |
2.618 |
134-119 |
1.618 |
133-214 |
1.000 |
133-075 |
0.618 |
132-309 |
HIGH |
132-170 |
0.618 |
132-084 |
0.500 |
132-058 |
0.382 |
132-031 |
LOW |
131-265 |
0.618 |
131-126 |
1.000 |
131-040 |
1.618 |
130-221 |
2.618 |
129-316 |
4.250 |
128-269 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-106 |
132-101 |
PP |
132-082 |
132-072 |
S1 |
132-058 |
132-042 |
|