ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
132-290 |
133-030 |
0-060 |
0.1% |
133-020 |
High |
133-095 |
133-075 |
-0-020 |
0.0% |
133-055 |
Low |
132-265 |
132-300 |
0-035 |
0.1% |
132-105 |
Close |
133-020 |
133-045 |
0-025 |
0.1% |
132-315 |
Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
0-270 |
ATR |
0-157 |
0-152 |
-0-004 |
-2.8% |
0-000 |
Volume |
1,223,430 |
1,150,376 |
-73,054 |
-6.0% |
5,422,121 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-318 |
133-277 |
133-097 |
|
R3 |
133-223 |
133-182 |
133-071 |
|
R2 |
133-128 |
133-128 |
133-062 |
|
R1 |
133-087 |
133-087 |
133-054 |
133-108 |
PP |
133-033 |
133-033 |
133-033 |
133-044 |
S1 |
132-312 |
132-312 |
133-036 |
133-012 |
S2 |
132-258 |
132-258 |
133-028 |
|
S3 |
132-163 |
132-217 |
133-019 |
|
S4 |
132-068 |
132-122 |
132-313 |
|
|
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 |
132-165 |
0-250 |
0.6% |
0-138 |
0.3% |
80% |
False |
False |
1,140,829 |
10 |
133-115 |
132-105 |
1-010 |
0.8% |
0-144 |
0.3% |
79% |
False |
False |
1,165,201 |
20 |
133-115 |
131-030 |
2-085 |
1.7% |
0-154 |
0.4% |
90% |
False |
False |
1,154,090 |
40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-159 |
0.4% |
93% |
False |
False |
1,129,690 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-154 |
0.4% |
94% |
False |
False |
758,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-159 |
2.618 |
134-004 |
1.618 |
133-229 |
1.000 |
133-170 |
0.618 |
133-134 |
HIGH |
133-075 |
0.618 |
133-039 |
0.500 |
133-028 |
0.382 |
133-016 |
LOW |
132-300 |
0.618 |
132-241 |
1.000 |
132-205 |
1.618 |
132-146 |
2.618 |
132-051 |
4.250 |
131-216 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-039 |
133-035 |
PP |
133-033 |
133-025 |
S1 |
133-028 |
133-015 |
|