ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-260 |
132-135 |
-0-125 |
-0.3% |
131-235 |
High |
132-275 |
132-210 |
-0-065 |
-0.2% |
133-115 |
Low |
132-110 |
132-105 |
-0-005 |
0.0% |
131-235 |
Close |
132-135 |
132-175 |
0-040 |
0.1% |
133-050 |
Range |
0-165 |
0-105 |
-0-060 |
-36.4% |
1-200 |
ATR |
0-164 |
0-159 |
-0-004 |
-2.6% |
0-000 |
Volume |
1,279,043 |
1,069,875 |
-209,168 |
-16.4% |
5,920,016 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-158 |
133-112 |
132-233 |
|
R3 |
133-053 |
133-007 |
132-204 |
|
R2 |
132-268 |
132-268 |
132-194 |
|
R1 |
132-222 |
132-222 |
132-185 |
132-245 |
PP |
132-163 |
132-163 |
132-163 |
132-175 |
S1 |
132-117 |
132-117 |
132-165 |
132-140 |
S2 |
132-058 |
132-058 |
132-156 |
|
S3 |
131-273 |
132-012 |
132-146 |
|
S4 |
131-168 |
131-227 |
132-117 |
|
|
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% |
0-150 |
0.4% |
21% |
False |
True |
1,189,573 |
10 |
133-115 |
131-235 |
1-200 |
1.2% |
0-157 |
0.4% |
50% |
False |
False |
1,140,666 |
20 |
133-115 |
130-035 |
3-080 |
2.5% |
0-165 |
0.4% |
75% |
False |
False |
1,195,705 |
40 |
133-115 |
129-280 |
3-155 |
2.6% |
0-159 |
0.4% |
77% |
False |
False |
990,202 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-150 |
0.4% |
78% |
False |
False |
663,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-016 |
2.618 |
133-165 |
1.618 |
133-060 |
1.000 |
132-315 |
0.618 |
132-275 |
HIGH |
132-210 |
0.618 |
132-170 |
0.500 |
132-158 |
0.382 |
132-145 |
LOW |
132-105 |
0.618 |
132-040 |
1.000 |
132-000 |
1.618 |
131-255 |
2.618 |
131-150 |
4.250 |
130-299 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-169 |
132-215 |
PP |
132-163 |
132-202 |
S1 |
132-158 |
132-188 |
|