ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-010 |
133-015 |
0-005 |
0.0% |
133-000 |
High |
133-065 |
133-045 |
-0-020 |
0.0% |
133-095 |
Low |
132-280 |
132-285 |
0-005 |
0.0% |
132-255 |
Close |
133-035 |
133-020 |
-0-015 |
0.0% |
133-000 |
Range |
0-105 |
0-080 |
-0-025 |
-23.8% |
0-160 |
ATR |
0-146 |
0-142 |
-0-005 |
-3.2% |
0-000 |
Volume |
1,010,240 |
863,792 |
-146,448 |
-14.5% |
5,527,872 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-250 |
133-215 |
133-064 |
|
R3 |
133-170 |
133-135 |
133-042 |
|
R2 |
133-090 |
133-090 |
133-035 |
|
R1 |
133-055 |
133-055 |
133-027 |
133-072 |
PP |
133-010 |
133-010 |
133-010 |
133-019 |
S1 |
132-295 |
132-295 |
133-013 |
132-312 |
S2 |
132-250 |
132-250 |
133-005 |
|
S3 |
132-170 |
132-215 |
132-318 |
|
S4 |
132-090 |
132-135 |
132-296 |
|
|
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% |
0-118 |
0.3% |
37% |
False |
False |
1,020,127 |
10 |
133-180 |
132-165 |
1-015 |
0.8% |
0-128 |
0.3% |
52% |
False |
False |
1,080,478 |
20 |
133-180 |
131-235 |
1-265 |
1.4% |
0-142 |
0.3% |
73% |
False |
False |
1,110,572 |
40 |
133-180 |
130-000 |
3-180 |
2.7% |
0-150 |
0.4% |
86% |
False |
False |
1,157,080 |
60 |
133-180 |
129-190 |
3-310 |
3.0% |
0-153 |
0.4% |
87% |
False |
False |
842,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-065 |
2.618 |
133-254 |
1.618 |
133-174 |
1.000 |
133-125 |
0.618 |
133-094 |
HIGH |
133-045 |
0.618 |
133-014 |
0.500 |
133-005 |
0.382 |
132-316 |
LOW |
132-285 |
0.618 |
132-236 |
1.000 |
132-205 |
1.618 |
132-156 |
2.618 |
132-076 |
4.250 |
131-265 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-015 |
133-070 |
PP |
133-010 |
133-053 |
S1 |
133-005 |
133-037 |
|