ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
126-225 |
0-155 |
0.4% |
126-070 |
| High |
126-250 |
126-295 |
0-045 |
0.1% |
126-295 |
| Low |
126-020 |
125-315 |
-0-025 |
-0.1% |
125-005 |
| Close |
126-205 |
126-180 |
-0-025 |
-0.1% |
126-180 |
| Range |
0-230 |
0-300 |
0-070 |
30.4% |
1-290 |
| ATR |
0-289 |
0-289 |
0-001 |
0.3% |
0-000 |
| Volume |
1,308,690 |
1,436,070 |
127,380 |
9.7% |
7,725,372 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-278 |
127-025 |
|
| R3 |
128-117 |
127-298 |
126-262 |
|
| R2 |
127-137 |
127-137 |
126-235 |
|
| R1 |
126-318 |
126-318 |
126-208 |
126-238 |
| PP |
126-157 |
126-157 |
126-157 |
126-116 |
| S1 |
126-018 |
126-018 |
126-152 |
125-258 |
| S2 |
125-177 |
125-177 |
126-125 |
|
| S3 |
124-197 |
125-038 |
126-098 |
|
| S4 |
123-217 |
124-058 |
126-015 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-283 |
131-042 |
127-196 |
|
| R3 |
129-313 |
129-072 |
127-028 |
|
| R2 |
128-023 |
128-023 |
126-292 |
|
| R1 |
127-102 |
127-102 |
126-236 |
127-222 |
| PP |
126-053 |
126-053 |
126-053 |
126-114 |
| S1 |
125-132 |
125-132 |
126-124 |
125-252 |
| S2 |
124-083 |
124-083 |
126-068 |
|
| S3 |
122-113 |
123-162 |
126-012 |
|
| S4 |
120-143 |
121-192 |
125-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-295 |
125-005 |
1-290 |
1.5% |
1-002 |
0.8% |
81% |
True |
False |
1,545,074 |
| 10 |
129-245 |
125-005 |
4-240 |
3.8% |
1-010 |
0.8% |
33% |
False |
False |
1,572,113 |
| 20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-292 |
0.7% |
28% |
False |
False |
1,607,936 |
| 40 |
132-300 |
125-005 |
7-295 |
6.3% |
0-256 |
0.6% |
20% |
False |
False |
988,165 |
| 60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-197 |
0.5% |
19% |
False |
False |
660,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-290 |
|
2.618 |
129-120 |
|
1.618 |
128-140 |
|
1.000 |
127-275 |
|
0.618 |
127-160 |
|
HIGH |
126-295 |
|
0.618 |
126-180 |
|
0.500 |
126-145 |
|
0.382 |
126-110 |
|
LOW |
125-315 |
|
0.618 |
125-130 |
|
1.000 |
125-015 |
|
1.618 |
124-150 |
|
2.618 |
123-170 |
|
4.250 |
122-000 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-168 |
126-133 |
| PP |
126-157 |
126-087 |
| S1 |
126-145 |
126-040 |
|