ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-030 |
133-010 |
-0-020 |
0.0% |
133-000 |
High |
133-180 |
133-065 |
-0-115 |
-0.3% |
133-095 |
Low |
133-000 |
132-280 |
-0-040 |
-0.1% |
132-255 |
Close |
133-025 |
133-035 |
0-010 |
0.0% |
133-000 |
Range |
0-180 |
0-105 |
-0-075 |
-41.7% |
0-160 |
ATR |
0-150 |
0-146 |
-0-003 |
-2.1% |
0-000 |
Volume |
1,431,798 |
1,010,240 |
-421,558 |
-29.4% |
5,527,872 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-015 |
133-290 |
133-093 |
|
R3 |
133-230 |
133-185 |
133-064 |
|
R2 |
133-125 |
133-125 |
133-054 |
|
R1 |
133-080 |
133-080 |
133-045 |
133-102 |
PP |
133-020 |
133-020 |
133-020 |
133-031 |
S1 |
132-295 |
132-295 |
133-025 |
132-318 |
S2 |
132-235 |
132-235 |
133-016 |
|
S3 |
132-130 |
132-190 |
133-006 |
|
S4 |
132-025 |
132-085 |
132-297 |
|
|
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 |
133-180 |
132-245 |
0-255 |
0.6% |
0-121 |
0.3% |
43% |
False |
False |
1,077,444 |
10 |
133-180 |
132-105 |
1-075 |
0.9% |
0-130 |
0.3% |
63% |
False |
False |
1,101,086 |
20 |
133-180 |
131-190 |
1-310 |
1.5% |
0-150 |
0.4% |
77% |
False |
False |
1,135,457 |
40 |
133-180 |
130-000 |
3-180 |
2.7% |
0-152 |
0.4% |
87% |
False |
False |
1,166,489 |
60 |
133-180 |
129-190 |
3-310 |
3.0% |
0-153 |
0.4% |
89% |
False |
False |
828,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-191 |
2.618 |
134-020 |
1.618 |
133-235 |
1.000 |
133-170 |
0.618 |
133-130 |
HIGH |
133-065 |
0.618 |
133-025 |
0.500 |
133-012 |
0.382 |
133-000 |
LOW |
132-280 |
0.618 |
132-215 |
1.000 |
132-175 |
1.618 |
132-110 |
2.618 |
132-005 |
4.250 |
131-154 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-028 |
133-052 |
PP |
133-020 |
133-047 |
S1 |
133-012 |
133-041 |
|