ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
128-200 |
129-080 |
0-200 |
0.5% |
129-000 |
| High |
129-145 |
129-255 |
0-110 |
0.3% |
129-255 |
| Low |
128-180 |
129-075 |
0-215 |
0.5% |
128-030 |
| Close |
129-005 |
129-195 |
0-190 |
0.5% |
129-195 |
| Range |
0-285 |
0-180 |
-0-105 |
-36.8% |
1-225 |
| ATR |
0-234 |
0-235 |
0-001 |
0.5% |
0-000 |
| Volume |
1,655,883 |
1,097,459 |
-558,424 |
-33.7% |
7,579,732 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-075 |
130-315 |
129-294 |
|
| R3 |
130-215 |
130-135 |
129-244 |
|
| R2 |
130-035 |
130-035 |
129-228 |
|
| R1 |
129-275 |
129-275 |
129-212 |
129-315 |
| PP |
129-175 |
129-175 |
129-175 |
129-195 |
| S1 |
129-095 |
129-095 |
129-178 |
129-135 |
| S2 |
128-315 |
128-315 |
129-162 |
|
| S3 |
128-135 |
128-235 |
129-146 |
|
| S4 |
127-275 |
128-055 |
129-096 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-088 |
133-207 |
130-175 |
|
| R3 |
132-183 |
131-302 |
130-025 |
|
| R2 |
130-278 |
130-278 |
129-295 |
|
| R1 |
130-077 |
130-077 |
129-245 |
130-178 |
| PP |
129-053 |
129-053 |
129-053 |
129-104 |
| S1 |
128-172 |
128-172 |
129-145 |
128-272 |
| S2 |
127-148 |
127-148 |
129-095 |
|
| S3 |
125-243 |
126-267 |
129-045 |
|
| S4 |
124-018 |
125-042 |
128-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-255 |
128-030 |
1-225 |
1.3% |
0-226 |
0.5% |
89% |
True |
False |
1,515,946 |
| 10 |
130-150 |
128-030 |
2-120 |
1.8% |
0-254 |
0.6% |
64% |
False |
False |
1,643,759 |
| 20 |
131-200 |
128-030 |
3-170 |
2.7% |
0-261 |
0.6% |
43% |
False |
False |
1,181,966 |
| 40 |
133-000 |
128-030 |
4-290 |
3.8% |
0-191 |
0.5% |
31% |
False |
False |
596,702 |
| 60 |
133-000 |
128-030 |
4-290 |
3.8% |
0-148 |
0.4% |
31% |
False |
False |
398,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-060 |
|
2.618 |
131-086 |
|
1.618 |
130-226 |
|
1.000 |
130-115 |
|
0.618 |
130-046 |
|
HIGH |
129-255 |
|
0.618 |
129-186 |
|
0.500 |
129-165 |
|
0.382 |
129-144 |
|
LOW |
129-075 |
|
0.618 |
128-284 |
|
1.000 |
128-215 |
|
1.618 |
128-104 |
|
2.618 |
127-244 |
|
4.250 |
126-270 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-185 |
129-148 |
| PP |
129-175 |
129-102 |
| S1 |
129-165 |
129-055 |
|