ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
129-180 |
129-070 |
-0-110 |
-0.3% |
129-000 |
| High |
129-245 |
129-100 |
-0-145 |
-0.3% |
129-255 |
| Low |
129-060 |
128-300 |
-0-080 |
-0.2% |
128-030 |
| Close |
129-100 |
129-075 |
-0-025 |
-0.1% |
129-195 |
| Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
1-225 |
| ATR |
0-232 |
0-224 |
-0-008 |
-3.4% |
0-000 |
| Volume |
933,241 |
1,028,386 |
95,145 |
10.2% |
7,579,732 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-092 |
130-043 |
129-141 |
|
| R3 |
129-292 |
129-243 |
129-108 |
|
| R2 |
129-172 |
129-172 |
129-097 |
|
| R1 |
129-123 |
129-123 |
129-086 |
129-148 |
| PP |
129-052 |
129-052 |
129-052 |
129-064 |
| S1 |
129-003 |
129-003 |
129-064 |
129-028 |
| S2 |
128-252 |
128-252 |
129-053 |
|
| S3 |
128-132 |
128-203 |
129-042 |
|
| S4 |
128-012 |
128-083 |
129-009 |
|
|
| 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 |
128-175 |
1-080 |
1.0% |
0-189 |
0.5% |
55% |
False |
False |
1,221,881 |
| 10 |
130-150 |
128-030 |
2-120 |
1.8% |
0-238 |
0.6% |
48% |
False |
False |
1,500,960 |
| 20 |
131-130 |
128-030 |
3-100 |
2.6% |
0-258 |
0.6% |
34% |
False |
False |
1,275,262 |
| 40 |
133-000 |
128-030 |
4-290 |
3.8% |
0-198 |
0.5% |
23% |
False |
False |
645,173 |
| 60 |
133-000 |
128-030 |
4-290 |
3.8% |
0-153 |
0.4% |
23% |
False |
False |
430,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-290 |
|
2.618 |
130-094 |
|
1.618 |
129-294 |
|
1.000 |
129-220 |
|
0.618 |
129-174 |
|
HIGH |
129-100 |
|
0.618 |
129-054 |
|
0.500 |
129-040 |
|
0.382 |
129-026 |
|
LOW |
128-300 |
|
0.618 |
128-226 |
|
1.000 |
128-180 |
|
1.618 |
128-106 |
|
2.618 |
127-306 |
|
4.250 |
127-110 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-063 |
129-118 |
| PP |
129-052 |
129-103 |
| S1 |
129-040 |
129-089 |
|