ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
127-185 |
127-040 |
-0-145 |
-0.4% |
129-180 |
| High |
127-200 |
127-120 |
-0-080 |
-0.2% |
129-245 |
| Low |
126-205 |
126-005 |
-0-200 |
-0.5% |
126-005 |
| Close |
127-030 |
126-085 |
-0-265 |
-0.7% |
126-085 |
| Range |
0-315 |
1-115 |
0-120 |
38.1% |
3-240 |
| ATR |
0-264 |
0-276 |
0-012 |
4.6% |
0-000 |
| Volume |
2,329,173 |
1,891,970 |
-437,203 |
-18.8% |
7,995,758 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-202 |
129-258 |
127-004 |
|
| R3 |
129-087 |
128-143 |
126-205 |
|
| R2 |
127-292 |
127-292 |
126-165 |
|
| R1 |
127-028 |
127-028 |
126-125 |
126-262 |
| PP |
126-177 |
126-177 |
126-177 |
126-134 |
| S1 |
125-233 |
125-233 |
126-045 |
125-148 |
| S2 |
125-062 |
125-062 |
126-005 |
|
| S3 |
123-267 |
124-118 |
125-285 |
|
| S4 |
122-152 |
123-003 |
125-166 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-192 |
136-058 |
128-105 |
|
| R3 |
134-272 |
132-138 |
127-095 |
|
| R2 |
131-032 |
131-032 |
126-305 |
|
| R1 |
128-218 |
128-218 |
126-195 |
128-005 |
| PP |
127-112 |
127-112 |
127-112 |
127-005 |
| S1 |
124-298 |
124-298 |
125-295 |
124-085 |
| S2 |
123-192 |
123-192 |
125-185 |
|
| S3 |
119-272 |
121-058 |
125-075 |
|
| S4 |
116-032 |
117-138 |
124-065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-245 |
126-005 |
3-240 |
3.0% |
1-018 |
0.8% |
7% |
False |
True |
1,599,151 |
| 10 |
129-255 |
126-005 |
3-250 |
3.0% |
0-282 |
0.7% |
7% |
False |
True |
1,557,549 |
| 20 |
130-205 |
126-005 |
4-200 |
3.7% |
0-284 |
0.7% |
5% |
False |
True |
1,551,797 |
| 40 |
133-000 |
126-005 |
6-315 |
5.5% |
0-227 |
0.6% |
4% |
False |
True |
795,764 |
| 60 |
133-000 |
126-005 |
6-315 |
5.5% |
0-176 |
0.4% |
4% |
False |
True |
531,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-049 |
|
2.618 |
130-299 |
|
1.618 |
129-184 |
|
1.000 |
128-235 |
|
0.618 |
128-069 |
|
HIGH |
127-120 |
|
0.618 |
126-274 |
|
0.500 |
126-222 |
|
0.382 |
126-171 |
|
LOW |
126-005 |
|
0.618 |
125-056 |
|
1.000 |
124-210 |
|
1.618 |
123-261 |
|
2.618 |
122-146 |
|
4.250 |
120-076 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-222 |
127-222 |
| PP |
126-177 |
127-070 |
| S1 |
126-131 |
126-238 |
|