ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 17-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-065 |
132-290 |
-0-095 |
-0.2% |
133-020 |
High |
133-085 |
133-095 |
0-010 |
0.0% |
133-055 |
Low |
132-255 |
132-265 |
0-010 |
0.0% |
132-105 |
Close |
132-305 |
133-020 |
0-035 |
0.1% |
132-315 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-270 |
ATR |
0-157 |
0-157 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,008,711 |
1,223,430 |
214,719 |
21.3% |
5,422,121 |
|
Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-150 |
134-075 |
133-102 |
|
R3 |
134-000 |
133-245 |
133-061 |
|
R2 |
133-170 |
133-170 |
133-048 |
|
R1 |
133-095 |
133-095 |
133-034 |
133-132 |
PP |
133-020 |
133-020 |
133-020 |
133-039 |
S1 |
132-265 |
132-265 |
133-006 |
132-302 |
S2 |
132-190 |
132-190 |
132-312 |
|
S3 |
132-040 |
132-115 |
132-299 |
|
S4 |
131-210 |
131-285 |
132-258 |
|
|
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 |
133-095 |
132-105 |
0-310 |
0.7% |
0-140 |
0.3% |
76% |
True |
False |
1,124,729 |
10 |
133-115 |
132-105 |
1-010 |
0.8% |
0-152 |
0.4% |
71% |
False |
False |
1,212,208 |
20 |
133-115 |
131-030 |
2-085 |
1.7% |
0-159 |
0.4% |
87% |
False |
False |
1,150,919 |
40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-160 |
0.4% |
91% |
False |
False |
1,101,703 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-154 |
0.4% |
92% |
False |
False |
739,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-092 |
2.618 |
134-168 |
1.618 |
134-018 |
1.000 |
133-245 |
0.618 |
133-188 |
HIGH |
133-095 |
0.618 |
133-038 |
0.500 |
133-020 |
0.382 |
133-002 |
LOW |
132-265 |
0.618 |
132-172 |
1.000 |
132-115 |
1.618 |
132-022 |
2.618 |
131-192 |
4.250 |
130-268 |
|
|
Fisher Pivots for day following 17-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-020 |
133-018 |
PP |
133-020 |
133-017 |
S1 |
133-020 |
133-015 |
|