ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
126-005 |
125-195 |
-0-130 |
-0.3% |
129-180 |
| High |
126-175 |
126-140 |
-0-035 |
-0.1% |
129-245 |
| Low |
125-165 |
125-105 |
-0-060 |
-0.1% |
126-005 |
| Close |
125-225 |
126-050 |
0-145 |
0.4% |
126-085 |
| Range |
1-010 |
1-035 |
0-025 |
7.6% |
3-240 |
| ATR |
0-288 |
0-293 |
0-005 |
1.7% |
0-000 |
| Volume |
1,599,760 |
1,407,693 |
-192,067 |
-12.0% |
7,995,758 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-268 |
126-245 |
|
| R3 |
128-062 |
127-233 |
126-148 |
|
| R2 |
127-027 |
127-027 |
126-115 |
|
| R1 |
126-198 |
126-198 |
126-083 |
126-272 |
| PP |
125-312 |
125-312 |
125-312 |
126-029 |
| S1 |
125-163 |
125-163 |
126-017 |
125-238 |
| S2 |
124-277 |
124-277 |
125-305 |
|
| S3 |
123-242 |
124-128 |
125-272 |
|
| S4 |
122-207 |
123-093 |
125-175 |
|
|
| 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 |
127-200 |
125-005 |
2-195 |
2.1% |
1-046 |
0.9% |
44% |
False |
False |
1,840,351 |
| 10 |
129-255 |
125-005 |
4-250 |
3.8% |
1-004 |
0.8% |
24% |
False |
False |
1,572,971 |
| 20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-294 |
0.7% |
21% |
False |
False |
1,638,406 |
| 40 |
133-000 |
125-005 |
7-315 |
6.3% |
0-247 |
0.6% |
14% |
False |
False |
919,944 |
| 60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-192 |
0.5% |
14% |
False |
False |
614,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-049 |
|
2.618 |
129-109 |
|
1.618 |
128-074 |
|
1.000 |
127-175 |
|
0.618 |
127-039 |
|
HIGH |
126-140 |
|
0.618 |
126-004 |
|
0.500 |
125-282 |
|
0.382 |
125-241 |
|
LOW |
125-105 |
|
0.618 |
124-206 |
|
1.000 |
124-070 |
|
1.618 |
123-171 |
|
2.618 |
122-136 |
|
4.250 |
120-196 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-021 |
126-010 |
| PP |
125-312 |
125-290 |
| S1 |
125-282 |
125-250 |
|