ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-030 |
133-035 |
0-005 |
0.0% |
133-000 |
High |
133-075 |
133-040 |
-0-035 |
-0.1% |
133-095 |
Low |
132-300 |
132-290 |
-0-010 |
0.0% |
132-255 |
Close |
133-045 |
133-000 |
-0-045 |
-0.1% |
133-000 |
Range |
0-095 |
0-070 |
-0-025 |
-26.3% |
0-160 |
ATR |
0-152 |
0-147 |
-0-006 |
-3.6% |
0-000 |
Volume |
1,150,376 |
878,731 |
-271,645 |
-23.6% |
5,527,872 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-213 |
133-177 |
133-038 |
|
R3 |
133-143 |
133-107 |
133-019 |
|
R2 |
133-073 |
133-073 |
133-013 |
|
R1 |
133-037 |
133-037 |
133-006 |
133-020 |
PP |
133-003 |
133-003 |
133-003 |
132-315 |
S1 |
132-287 |
132-287 |
132-314 |
132-270 |
S2 |
132-253 |
132-253 |
132-307 |
|
S3 |
132-183 |
132-217 |
132-301 |
|
S4 |
132-113 |
132-147 |
132-282 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-170 |
134-085 |
133-088 |
|
R3 |
134-010 |
133-245 |
133-044 |
|
R2 |
133-170 |
133-170 |
133-029 |
|
R1 |
133-085 |
133-085 |
133-015 |
133-080 |
PP |
133-010 |
133-010 |
133-010 |
133-008 |
S1 |
132-245 |
132-245 |
132-305 |
132-240 |
S2 |
132-170 |
132-170 |
132-291 |
|
S3 |
132-010 |
132-085 |
132-276 |
|
S4 |
131-170 |
131-245 |
132-232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-095 |
132-255 |
0-160 |
0.4% |
0-119 |
0.3% |
41% |
False |
False |
1,105,574 |
10 |
133-095 |
132-105 |
0-310 |
0.7% |
0-128 |
0.3% |
69% |
False |
False |
1,094,999 |
20 |
133-115 |
131-030 |
2-085 |
1.7% |
0-152 |
0.4% |
84% |
False |
False |
1,142,032 |
40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-157 |
0.4% |
89% |
False |
False |
1,149,782 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-155 |
0.4% |
90% |
False |
False |
773,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-018 |
2.618 |
133-223 |
1.618 |
133-153 |
1.000 |
133-110 |
0.618 |
133-083 |
HIGH |
133-040 |
0.618 |
133-013 |
0.500 |
133-005 |
0.382 |
132-317 |
LOW |
132-290 |
0.618 |
132-247 |
1.000 |
132-220 |
1.618 |
132-177 |
2.618 |
132-107 |
4.250 |
131-312 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-005 |
133-020 |
PP |
133-003 |
133-013 |
S1 |
133-002 |
133-007 |
|