ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
129-065 |
127-185 |
-1-200 |
-1.3% |
129-000 |
| High |
129-120 |
127-200 |
-1-240 |
-1.4% |
129-255 |
| Low |
127-125 |
126-205 |
-0-240 |
-0.6% |
128-030 |
| Close |
127-290 |
127-030 |
-0-260 |
-0.6% |
129-195 |
| Range |
1-315 |
0-315 |
-1-000 |
-50.4% |
1-225 |
| ATR |
0-253 |
0-264 |
0-011 |
4.3% |
0-000 |
| Volume |
1,812,988 |
2,329,173 |
516,185 |
28.5% |
7,579,732 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-023 |
129-182 |
127-203 |
|
| R3 |
129-028 |
128-187 |
127-117 |
|
| R2 |
128-033 |
128-033 |
127-088 |
|
| R1 |
127-192 |
127-192 |
127-059 |
127-115 |
| PP |
127-038 |
127-038 |
127-038 |
127-000 |
| S1 |
126-197 |
126-197 |
127-001 |
126-120 |
| S2 |
126-043 |
126-043 |
126-292 |
|
| S3 |
125-048 |
125-202 |
126-263 |
|
| S4 |
124-053 |
124-207 |
126-177 |
|
|
| 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 |
126-205 |
3-050 |
2.5% |
0-287 |
0.7% |
14% |
False |
True |
1,440,249 |
| 10 |
130-035 |
126-205 |
3-150 |
2.7% |
0-277 |
0.7% |
13% |
False |
True |
1,573,720 |
| 20 |
130-250 |
126-205 |
4-045 |
3.3% |
0-276 |
0.7% |
11% |
False |
True |
1,468,384 |
| 40 |
133-000 |
126-205 |
6-115 |
5.0% |
0-217 |
0.5% |
7% |
False |
True |
748,516 |
| 60 |
133-000 |
126-205 |
6-115 |
5.0% |
0-169 |
0.4% |
7% |
False |
True |
499,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-259 |
|
2.618 |
130-065 |
|
1.618 |
129-070 |
|
1.000 |
128-195 |
|
0.618 |
128-075 |
|
HIGH |
127-200 |
|
0.618 |
127-080 |
|
0.500 |
127-042 |
|
0.382 |
127-005 |
|
LOW |
126-205 |
|
0.618 |
126-010 |
|
1.000 |
125-210 |
|
1.618 |
125-015 |
|
2.618 |
124-020 |
|
4.250 |
122-146 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-042 |
128-002 |
| PP |
127-038 |
127-225 |
| S1 |
127-034 |
127-128 |
|