ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 12-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-135 |
132-175 |
0-040 |
0.1% |
133-020 |
High |
132-210 |
133-010 |
0-120 |
0.3% |
133-055 |
Low |
132-105 |
132-165 |
0-060 |
0.1% |
132-105 |
Close |
132-175 |
132-315 |
0-140 |
0.3% |
132-315 |
Range |
0-105 |
0-165 |
0-060 |
57.1% |
0-270 |
ATR |
0-159 |
0-160 |
0-000 |
0.2% |
0-000 |
Volume |
1,069,875 |
1,055,008 |
-14,867 |
-1.4% |
5,422,121 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-125 |
134-065 |
133-086 |
|
R3 |
133-280 |
133-220 |
133-040 |
|
R2 |
133-115 |
133-115 |
133-025 |
|
R1 |
133-055 |
133-055 |
133-010 |
133-085 |
PP |
132-270 |
132-270 |
132-270 |
132-285 |
S1 |
132-210 |
132-210 |
132-300 |
132-240 |
S2 |
132-105 |
132-105 |
132-285 |
|
S3 |
131-260 |
132-045 |
132-270 |
|
S4 |
131-095 |
131-200 |
132-224 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-115 |
135-005 |
133-144 |
|
R3 |
134-165 |
134-055 |
133-069 |
|
R2 |
133-215 |
133-215 |
133-044 |
|
R1 |
133-105 |
133-105 |
133-020 |
133-025 |
PP |
132-265 |
132-265 |
132-265 |
132-225 |
S1 |
132-155 |
132-155 |
132-290 |
132-075 |
S2 |
131-315 |
131-315 |
132-266 |
|
S3 |
131-045 |
131-205 |
132-241 |
|
S4 |
130-095 |
130-255 |
132-166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-055 |
132-105 |
0-270 |
0.6% |
0-137 |
0.3% |
78% |
False |
False |
1,084,424 |
10 |
133-115 |
131-235 |
1-200 |
1.2% |
0-159 |
0.4% |
77% |
False |
False |
1,134,213 |
20 |
133-115 |
130-125 |
2-310 |
2.2% |
0-166 |
0.4% |
87% |
False |
False |
1,184,156 |
40 |
133-115 |
129-290 |
3-145 |
2.6% |
0-160 |
0.4% |
89% |
False |
False |
1,016,112 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-152 |
0.4% |
90% |
False |
False |
681,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-071 |
2.618 |
134-122 |
1.618 |
133-277 |
1.000 |
133-175 |
0.618 |
133-112 |
HIGH |
133-010 |
0.618 |
132-267 |
0.500 |
132-248 |
0.382 |
132-228 |
LOW |
132-165 |
0.618 |
132-063 |
1.000 |
132-000 |
1.618 |
131-218 |
2.618 |
131-053 |
4.250 |
130-104 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
132-292 |
132-282 |
PP |
132-270 |
132-250 |
S1 |
132-248 |
132-218 |
|