ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
126-005 |
-0-065 |
-0.2% |
129-180 |
| High |
126-080 |
126-175 |
0-095 |
0.2% |
129-245 |
| Low |
125-005 |
125-165 |
0-160 |
0.4% |
126-005 |
| Close |
125-305 |
125-225 |
-0-080 |
-0.2% |
126-085 |
| Range |
1-075 |
1-010 |
-0-065 |
-16.5% |
3-240 |
| ATR |
0-285 |
0-288 |
0-003 |
1.1% |
0-000 |
| Volume |
1,973,159 |
1,599,760 |
-373,399 |
-18.9% |
7,995,758 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-005 |
128-125 |
126-086 |
|
| R3 |
127-315 |
127-115 |
125-316 |
|
| R2 |
126-305 |
126-305 |
125-286 |
|
| R1 |
126-105 |
126-105 |
125-255 |
126-040 |
| PP |
125-295 |
125-295 |
125-295 |
125-262 |
| S1 |
125-095 |
125-095 |
125-195 |
125-030 |
| S2 |
124-285 |
124-285 |
125-164 |
|
| S3 |
123-275 |
124-085 |
125-134 |
|
| S4 |
122-265 |
123-075 |
125-044 |
|
|
| 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% |
1-102 |
1.0% |
16% |
False |
False |
1,921,410 |
| 10 |
129-255 |
125-005 |
4-250 |
3.8% |
0-306 |
0.8% |
14% |
False |
False |
1,571,645 |
| 20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-292 |
0.7% |
13% |
False |
False |
1,660,281 |
| 40 |
133-000 |
125-005 |
7-315 |
6.4% |
0-240 |
0.6% |
9% |
False |
False |
884,811 |
| 60 |
133-000 |
125-005 |
7-315 |
6.4% |
0-186 |
0.5% |
9% |
False |
False |
590,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-298 |
|
2.618 |
129-079 |
|
1.618 |
128-069 |
|
1.000 |
127-185 |
|
0.618 |
127-059 |
|
HIGH |
126-175 |
|
0.618 |
126-049 |
|
0.500 |
126-010 |
|
0.382 |
125-291 |
|
LOW |
125-165 |
|
0.618 |
124-281 |
|
1.000 |
124-155 |
|
1.618 |
123-271 |
|
2.618 |
122-261 |
|
4.250 |
121-042 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-010 |
126-062 |
| PP |
125-295 |
126-010 |
| S1 |
125-260 |
125-278 |
|