ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
127-040 |
126-070 |
-0-290 |
-0.7% |
129-180 |
High |
127-120 |
126-080 |
-1-040 |
-0.9% |
129-245 |
Low |
126-005 |
125-005 |
-1-000 |
-0.8% |
126-005 |
Close |
126-085 |
125-305 |
-0-100 |
-0.2% |
126-085 |
Range |
1-115 |
1-075 |
-0-040 |
-9.2% |
3-240 |
ATR |
0-276 |
0-285 |
0-009 |
3.2% |
0-000 |
Volume |
1,891,970 |
1,973,159 |
81,189 |
4.3% |
7,995,758 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-142 |
128-298 |
126-202 |
|
R3 |
128-067 |
127-223 |
126-094 |
|
R2 |
126-312 |
126-312 |
126-057 |
|
R1 |
126-148 |
126-148 |
126-021 |
126-032 |
PP |
125-237 |
125-237 |
125-237 |
125-179 |
S1 |
125-073 |
125-073 |
125-269 |
124-278 |
S2 |
124-162 |
124-162 |
125-233 |
|
S3 |
123-087 |
123-318 |
125-196 |
|
S4 |
122-012 |
122-243 |
125-088 |
|
|
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 |
129-120 |
125-005 |
4-115 |
3.5% |
1-060 |
0.9% |
22% |
False |
True |
1,807,135 |
10 |
129-255 |
125-005 |
4-250 |
3.8% |
0-302 |
0.7% |
20% |
False |
True |
1,618,468 |
20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-297 |
0.7% |
17% |
False |
True |
1,641,933 |
40 |
133-000 |
125-005 |
7-315 |
6.3% |
0-234 |
0.6% |
12% |
False |
True |
844,885 |
60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-182 |
0.5% |
12% |
False |
True |
564,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-159 |
2.618 |
129-154 |
1.618 |
128-079 |
1.000 |
127-155 |
0.618 |
127-004 |
HIGH |
126-080 |
0.618 |
125-249 |
0.500 |
125-202 |
0.382 |
125-156 |
LOW |
125-005 |
0.618 |
124-081 |
1.000 |
123-250 |
1.618 |
123-006 |
2.618 |
121-251 |
4.250 |
119-246 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
125-271 |
126-102 |
PP |
125-237 |
126-063 |
S1 |
125-202 |
126-024 |
|