ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-245 |
132-260 |
0-015 |
0.0% |
131-235 |
High |
133-005 |
132-275 |
-0-050 |
-0.1% |
133-115 |
Low |
132-215 |
132-110 |
-0-105 |
-0.2% |
131-235 |
Close |
132-260 |
132-135 |
-0-125 |
-0.3% |
133-050 |
Range |
0-110 |
0-165 |
0-055 |
50.0% |
1-200 |
ATR |
0-164 |
0-164 |
0-000 |
0.1% |
0-000 |
Volume |
1,012,488 |
1,279,043 |
266,555 |
26.3% |
5,920,016 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-028 |
133-247 |
132-226 |
|
R3 |
133-183 |
133-082 |
132-180 |
|
R2 |
133-018 |
133-018 |
132-165 |
|
R1 |
132-237 |
132-237 |
132-150 |
132-205 |
PP |
132-173 |
132-173 |
132-173 |
132-158 |
S1 |
132-072 |
132-072 |
132-120 |
132-040 |
S2 |
132-008 |
132-008 |
132-105 |
|
S3 |
131-163 |
131-227 |
132-090 |
|
S4 |
130-318 |
131-062 |
132-044 |
|
|
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 |
132-105 |
1-010 |
0.8% |
0-164 |
0.4% |
9% |
False |
False |
1,299,686 |
10 |
133-115 |
131-190 |
1-245 |
1.3% |
0-170 |
0.4% |
47% |
False |
False |
1,169,827 |
20 |
133-115 |
130-035 |
3-080 |
2.5% |
0-167 |
0.4% |
71% |
False |
False |
1,205,303 |
40 |
133-115 |
129-280 |
3-155 |
2.6% |
0-159 |
0.4% |
73% |
False |
False |
963,963 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-149 |
0.4% |
75% |
False |
False |
646,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-016 |
2.618 |
134-067 |
1.618 |
133-222 |
1.000 |
133-120 |
0.618 |
133-057 |
HIGH |
132-275 |
0.618 |
132-212 |
0.500 |
132-192 |
0.382 |
132-173 |
LOW |
132-110 |
0.618 |
132-008 |
1.000 |
131-265 |
1.618 |
131-163 |
2.618 |
130-318 |
4.250 |
130-049 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-192 |
132-242 |
PP |
132-173 |
132-207 |
S1 |
132-154 |
132-171 |
|