ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-000 |
132-145 |
0-145 |
0.3% |
131-145 |
High |
132-170 |
132-280 |
0-110 |
0.3% |
132-110 |
Low |
131-265 |
132-105 |
0-160 |
0.4% |
131-030 |
Close |
132-130 |
132-270 |
0-140 |
0.3% |
131-315 |
Range |
0-225 |
0-175 |
-0-050 |
-22.2% |
1-080 |
ATR |
0-164 |
0-165 |
0-001 |
0.5% |
0-000 |
Volume |
1,314,995 |
1,620,438 |
305,443 |
23.2% |
4,960,534 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-103 |
134-042 |
133-046 |
|
R3 |
133-248 |
133-187 |
132-318 |
|
R2 |
133-073 |
133-073 |
132-302 |
|
R1 |
133-012 |
133-012 |
132-286 |
133-042 |
PP |
132-218 |
132-218 |
132-218 |
132-234 |
S1 |
132-157 |
132-157 |
132-254 |
132-188 |
S2 |
132-043 |
132-043 |
132-238 |
|
S3 |
131-188 |
131-302 |
132-222 |
|
S4 |
131-013 |
131-127 |
132-174 |
|
|
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 |
132-280 |
131-235 |
1-045 |
0.9% |
0-164 |
0.4% |
97% |
True |
False |
1,091,759 |
10 |
132-280 |
131-030 |
1-250 |
1.3% |
0-165 |
0.4% |
98% |
True |
False |
1,142,978 |
20 |
132-280 |
130-000 |
2-280 |
2.2% |
0-170 |
0.4% |
99% |
True |
False |
1,209,848 |
40 |
132-280 |
129-280 |
3-000 |
2.3% |
0-154 |
0.4% |
99% |
True |
False |
843,561 |
60 |
132-280 |
129-190 |
3-090 |
2.5% |
0-142 |
0.3% |
99% |
True |
False |
565,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-064 |
2.618 |
134-098 |
1.618 |
133-243 |
1.000 |
133-135 |
0.618 |
133-068 |
HIGH |
132-280 |
0.618 |
132-213 |
0.500 |
132-192 |
0.382 |
132-172 |
LOW |
132-105 |
0.618 |
131-317 |
1.000 |
131-250 |
1.618 |
131-142 |
2.618 |
130-287 |
4.250 |
130-001 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-244 |
132-218 |
PP |
132-218 |
132-165 |
S1 |
132-192 |
132-112 |
|