ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-175 |
133-000 |
0-145 |
0.3% |
133-020 |
High |
133-010 |
133-090 |
0-080 |
0.2% |
133-055 |
Low |
132-165 |
132-280 |
0-115 |
0.3% |
132-105 |
Close |
132-315 |
133-015 |
0-020 |
0.0% |
132-315 |
Range |
0-165 |
0-130 |
-0-035 |
-21.2% |
0-270 |
ATR |
0-160 |
0-158 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,055,008 |
1,266,624 |
211,616 |
20.1% |
5,422,121 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-092 |
134-023 |
133-086 |
|
R3 |
133-282 |
133-213 |
133-051 |
|
R2 |
133-152 |
133-152 |
133-039 |
|
R1 |
133-083 |
133-083 |
133-027 |
133-118 |
PP |
133-022 |
133-022 |
133-022 |
133-039 |
S1 |
132-273 |
132-273 |
133-003 |
132-308 |
S2 |
132-212 |
132-212 |
132-311 |
|
S3 |
132-082 |
132-143 |
132-299 |
|
S4 |
131-272 |
132-013 |
132-264 |
|
|
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 |
133-090 |
132-105 |
0-305 |
0.7% |
0-135 |
0.3% |
75% |
True |
False |
1,136,607 |
10 |
133-115 |
131-265 |
1-170 |
1.2% |
0-156 |
0.4% |
80% |
False |
False |
1,209,710 |
20 |
133-115 |
131-025 |
2-090 |
1.7% |
0-163 |
0.4% |
86% |
False |
False |
1,185,510 |
40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-159 |
0.4% |
91% |
False |
False |
1,046,878 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-154 |
0.4% |
92% |
False |
False |
702,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-002 |
2.618 |
134-110 |
1.618 |
133-300 |
1.000 |
133-220 |
0.618 |
133-170 |
HIGH |
133-090 |
0.618 |
133-040 |
0.500 |
133-025 |
0.382 |
133-010 |
LOW |
132-280 |
0.618 |
132-200 |
1.000 |
132-150 |
1.618 |
132-070 |
2.618 |
131-260 |
4.250 |
131-048 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-025 |
132-309 |
PP |
133-022 |
132-283 |
S1 |
133-018 |
132-258 |
|