ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-020 |
132-245 |
-0-095 |
-0.2% |
131-235 |
High |
133-055 |
133-005 |
-0-050 |
-0.1% |
133-115 |
Low |
132-235 |
132-215 |
-0-020 |
0.0% |
131-235 |
Close |
132-275 |
132-260 |
-0-015 |
0.0% |
133-050 |
Range |
0-140 |
0-110 |
-0-030 |
-21.4% |
1-200 |
ATR |
0-168 |
0-164 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,005,707 |
1,012,488 |
6,781 |
0.7% |
5,920,016 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-277 |
133-218 |
133-000 |
|
R3 |
133-167 |
133-108 |
132-290 |
|
R2 |
133-057 |
133-057 |
132-280 |
|
R1 |
132-318 |
132-318 |
132-270 |
133-028 |
PP |
132-267 |
132-267 |
132-267 |
132-281 |
S1 |
132-208 |
132-208 |
132-250 |
132-238 |
S2 |
132-157 |
132-157 |
132-240 |
|
S3 |
132-047 |
132-098 |
132-230 |
|
S4 |
131-257 |
131-308 |
132-200 |
|
|
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% |
64% |
False |
False |
1,306,876 |
10 |
133-115 |
131-100 |
2-015 |
1.5% |
0-166 |
0.4% |
73% |
False |
False |
1,154,209 |
20 |
133-115 |
130-015 |
3-100 |
2.5% |
0-167 |
0.4% |
83% |
False |
False |
1,188,706 |
40 |
133-115 |
129-280 |
3-155 |
2.6% |
0-156 |
0.4% |
84% |
False |
False |
932,266 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-149 |
0.3% |
85% |
False |
False |
624,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-152 |
2.618 |
133-293 |
1.618 |
133-183 |
1.000 |
133-115 |
0.618 |
133-073 |
HIGH |
133-005 |
0.618 |
132-283 |
0.500 |
132-270 |
0.382 |
132-257 |
LOW |
132-215 |
0.618 |
132-147 |
1.000 |
132-105 |
1.618 |
132-037 |
2.618 |
131-247 |
4.250 |
131-068 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-270 |
133-000 |
PP |
132-267 |
132-300 |
S1 |
132-263 |
132-280 |
|