ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
129-070 |
129-065 |
-0-005 |
0.0% |
129-000 |
| High |
129-100 |
129-120 |
0-020 |
0.0% |
129-255 |
| Low |
128-300 |
127-125 |
-1-175 |
-1.2% |
128-030 |
| Close |
129-075 |
127-290 |
-1-105 |
-1.0% |
129-195 |
| Range |
0-120 |
1-315 |
1-195 |
429.2% |
1-225 |
| ATR |
0-224 |
0-253 |
0-029 |
13.1% |
0-000 |
| Volume |
1,028,386 |
1,812,988 |
784,602 |
76.3% |
7,579,732 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-057 |
133-008 |
128-319 |
|
| R3 |
132-062 |
131-013 |
128-145 |
|
| R2 |
130-067 |
130-067 |
128-086 |
|
| R1 |
129-018 |
129-018 |
128-028 |
128-205 |
| PP |
128-072 |
128-072 |
128-072 |
128-005 |
| S1 |
127-023 |
127-023 |
127-232 |
126-210 |
| S2 |
126-077 |
126-077 |
127-174 |
|
| S3 |
124-082 |
125-028 |
127-115 |
|
| S4 |
122-087 |
123-033 |
126-261 |
|
|
| 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 |
127-125 |
2-130 |
1.9% |
0-281 |
0.7% |
21% |
False |
True |
1,305,591 |
| 10 |
130-150 |
127-125 |
3-025 |
2.4% |
0-282 |
0.7% |
17% |
False |
True |
1,532,521 |
| 20 |
131-130 |
127-125 |
4-005 |
3.1% |
0-280 |
0.7% |
13% |
False |
True |
1,361,780 |
| 40 |
133-000 |
127-125 |
5-195 |
4.4% |
0-211 |
0.5% |
9% |
False |
True |
690,407 |
| 60 |
133-000 |
127-125 |
5-195 |
4.4% |
0-164 |
0.4% |
9% |
False |
True |
461,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-259 |
|
2.618 |
134-182 |
|
1.618 |
132-187 |
|
1.000 |
131-115 |
|
0.618 |
130-192 |
|
HIGH |
129-120 |
|
0.618 |
128-197 |
|
0.500 |
128-122 |
|
0.382 |
128-048 |
|
LOW |
127-125 |
|
0.618 |
126-053 |
|
1.000 |
125-130 |
|
1.618 |
124-058 |
|
2.618 |
122-063 |
|
4.250 |
118-306 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
128-122 |
128-185 |
| PP |
128-072 |
128-113 |
| S1 |
128-021 |
128-042 |
|