ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-035 |
132-305 |
-0-050 |
-0.1% |
133-000 |
High |
133-040 |
133-080 |
0-040 |
0.1% |
133-095 |
Low |
132-290 |
132-245 |
-0-045 |
-0.1% |
132-255 |
Close |
133-000 |
133-030 |
0-030 |
0.1% |
133-000 |
Range |
0-070 |
0-155 |
0-085 |
121.4% |
0-160 |
ATR |
0-147 |
0-147 |
0-001 |
0.4% |
0-000 |
Volume |
878,731 |
916,075 |
37,344 |
4.2% |
5,527,872 |
|
Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-157 |
134-088 |
133-115 |
|
R3 |
134-002 |
133-253 |
133-073 |
|
R2 |
133-167 |
133-167 |
133-058 |
|
R1 |
133-098 |
133-098 |
133-044 |
133-132 |
PP |
133-012 |
133-012 |
133-012 |
133-029 |
S1 |
132-263 |
132-263 |
133-016 |
132-298 |
S2 |
132-177 |
132-177 |
133-002 |
|
S3 |
132-022 |
132-108 |
132-307 |
|
S4 |
131-187 |
131-273 |
132-265 |
|
|
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 |
132-245 |
0-170 |
0.4% |
0-124 |
0.3% |
62% |
False |
True |
1,035,464 |
10 |
133-095 |
132-105 |
0-310 |
0.7% |
0-130 |
0.3% |
79% |
False |
False |
1,086,036 |
20 |
133-115 |
131-030 |
2-085 |
1.7% |
0-153 |
0.4% |
88% |
False |
False |
1,137,330 |
40 |
133-115 |
130-000 |
3-115 |
2.5% |
0-158 |
0.4% |
92% |
False |
False |
1,159,761 |
60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-155 |
0.4% |
93% |
False |
False |
788,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-099 |
2.618 |
134-166 |
1.618 |
134-011 |
1.000 |
133-235 |
0.618 |
133-176 |
HIGH |
133-080 |
0.618 |
133-021 |
0.500 |
133-002 |
0.382 |
132-304 |
LOW |
132-245 |
0.618 |
132-149 |
1.000 |
132-090 |
1.618 |
131-314 |
2.618 |
131-159 |
4.250 |
130-226 |
|
|
Fisher Pivots for day following 22-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-021 |
133-021 |
PP |
133-012 |
133-012 |
S1 |
133-002 |
133-002 |
|