ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-225 |
126-120 |
-0-105 |
-0.3% |
126-070 |
High |
126-295 |
126-220 |
-0-075 |
-0.2% |
126-295 |
Low |
125-315 |
125-310 |
-0-005 |
0.0% |
125-005 |
Close |
126-180 |
126-170 |
-0-010 |
0.0% |
126-180 |
Range |
0-300 |
0-230 |
-0-070 |
-23.3% |
1-290 |
ATR |
0-289 |
0-285 |
-0-004 |
-1.5% |
0-000 |
Volume |
1,436,070 |
852,394 |
-583,676 |
-40.6% |
7,725,372 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-177 |
128-083 |
126-296 |
|
R3 |
127-267 |
127-173 |
126-233 |
|
R2 |
127-037 |
127-037 |
126-212 |
|
R1 |
126-263 |
126-263 |
126-191 |
126-310 |
PP |
126-127 |
126-127 |
126-127 |
126-150 |
S1 |
126-033 |
126-033 |
126-149 |
126-080 |
S2 |
125-217 |
125-217 |
126-128 |
|
S3 |
124-307 |
125-123 |
126-107 |
|
S4 |
124-077 |
124-213 |
126-044 |
|
|
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 |
125-105 |
1-190 |
1.3% |
0-289 |
0.7% |
75% |
False |
False |
1,320,921 |
10 |
129-120 |
125-005 |
4-115 |
3.4% |
1-014 |
0.8% |
35% |
False |
False |
1,564,028 |
20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-287 |
0.7% |
28% |
False |
False |
1,546,813 |
40 |
132-050 |
125-005 |
7-045 |
5.6% |
0-254 |
0.6% |
21% |
False |
False |
1,009,313 |
60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-198 |
0.5% |
19% |
False |
False |
674,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-238 |
2.618 |
128-182 |
1.618 |
127-272 |
1.000 |
127-130 |
0.618 |
127-042 |
HIGH |
126-220 |
0.618 |
126-132 |
0.500 |
126-105 |
0.382 |
126-078 |
LOW |
125-310 |
0.618 |
125-168 |
1.000 |
125-080 |
1.618 |
124-258 |
2.618 |
124-028 |
4.250 |
122-292 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-148 |
126-161 |
PP |
126-127 |
126-152 |
S1 |
126-105 |
126-142 |
|