ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
125-195 |
126-070 |
0-195 |
0.5% |
129-180 |
High |
126-140 |
126-250 |
0-110 |
0.3% |
129-245 |
Low |
125-105 |
126-020 |
0-235 |
0.6% |
126-005 |
Close |
126-050 |
126-205 |
0-155 |
0.4% |
126-085 |
Range |
1-035 |
0-230 |
-0-125 |
-35.2% |
3-240 |
ATR |
0-293 |
0-289 |
-0-005 |
-1.5% |
0-000 |
Volume |
1,407,693 |
1,308,690 |
-99,003 |
-7.0% |
7,995,758 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-208 |
128-117 |
127-012 |
|
R3 |
127-298 |
127-207 |
126-268 |
|
R2 |
127-068 |
127-068 |
126-247 |
|
R1 |
126-297 |
126-297 |
126-226 |
127-022 |
PP |
126-158 |
126-158 |
126-158 |
126-181 |
S1 |
126-067 |
126-067 |
126-184 |
126-112 |
S2 |
125-248 |
125-248 |
126-163 |
|
S3 |
125-018 |
125-157 |
126-142 |
|
S4 |
124-108 |
124-247 |
126-078 |
|
|
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 |
127-120 |
125-005 |
2-115 |
1.9% |
1-029 |
0.9% |
69% |
False |
False |
1,636,254 |
10 |
129-255 |
125-005 |
4-250 |
3.8% |
0-318 |
0.8% |
34% |
False |
False |
1,538,251 |
20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-296 |
0.7% |
30% |
False |
False |
1,649,794 |
40 |
132-300 |
125-005 |
7-295 |
6.3% |
0-250 |
0.6% |
21% |
False |
False |
952,458 |
60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-194 |
0.5% |
20% |
False |
False |
636,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-268 |
2.618 |
128-212 |
1.618 |
127-302 |
1.000 |
127-160 |
0.618 |
127-072 |
HIGH |
126-250 |
0.618 |
126-162 |
0.500 |
126-135 |
0.382 |
126-108 |
LOW |
126-020 |
0.618 |
125-198 |
1.000 |
125-110 |
1.618 |
124-288 |
2.618 |
124-058 |
4.250 |
123-002 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
126-182 |
126-142 |
PP |
126-158 |
126-080 |
S1 |
126-135 |
126-018 |
|