ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-260 |
133-020 |
0-080 |
0.2% |
131-235 |
High |
133-115 |
133-055 |
-0-060 |
-0.1% |
133-115 |
Low |
132-205 |
132-235 |
0-030 |
0.1% |
131-235 |
Close |
133-050 |
132-275 |
-0-095 |
-0.2% |
133-050 |
Range |
0-230 |
0-140 |
-0-090 |
-39.1% |
1-200 |
ATR |
0-170 |
0-168 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,580,756 |
1,005,707 |
-575,049 |
-36.4% |
5,920,016 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-075 |
133-315 |
133-032 |
|
R3 |
133-255 |
133-175 |
132-314 |
|
R2 |
133-115 |
133-115 |
132-301 |
|
R1 |
133-035 |
133-035 |
132-288 |
133-005 |
PP |
132-295 |
132-295 |
132-295 |
132-280 |
S1 |
132-215 |
132-215 |
132-262 |
132-185 |
S2 |
132-155 |
132-155 |
132-249 |
|
S3 |
132-015 |
132-075 |
132-236 |
|
S4 |
131-195 |
131-255 |
132-198 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-200 |
137-005 |
134-016 |
|
R3 |
136-000 |
135-125 |
133-193 |
|
R2 |
134-120 |
134-120 |
133-145 |
|
R1 |
133-245 |
133-245 |
133-098 |
134-022 |
PP |
132-240 |
132-240 |
132-240 |
132-289 |
S1 |
132-045 |
132-045 |
133-002 |
132-142 |
S2 |
131-040 |
131-040 |
132-275 |
|
S3 |
129-160 |
130-165 |
132-227 |
|
S4 |
127-280 |
128-285 |
132-084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-115 |
131-265 |
1-170 |
1.2% |
0-176 |
0.4% |
67% |
False |
False |
1,282,813 |
10 |
133-115 |
131-030 |
2-085 |
1.7% |
0-176 |
0.4% |
78% |
False |
False |
1,188,625 |
20 |
133-115 |
130-015 |
3-100 |
2.5% |
0-166 |
0.4% |
85% |
False |
False |
1,175,533 |
40 |
133-115 |
129-280 |
3-155 |
2.6% |
0-157 |
0.4% |
86% |
False |
False |
907,294 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-147 |
0.3% |
87% |
False |
False |
608,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-010 |
2.618 |
134-102 |
1.618 |
133-282 |
1.000 |
133-195 |
0.618 |
133-142 |
HIGH |
133-055 |
0.618 |
133-002 |
0.500 |
132-305 |
0.382 |
132-288 |
LOW |
132-235 |
0.618 |
132-148 |
1.000 |
132-095 |
1.618 |
132-008 |
2.618 |
131-188 |
4.250 |
130-280 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-305 |
132-273 |
PP |
132-295 |
132-272 |
S1 |
132-285 |
132-270 |
|