ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-120 |
126-210 |
0-090 |
0.2% |
126-070 |
High |
126-220 |
126-260 |
0-040 |
0.1% |
126-295 |
Low |
125-310 |
126-135 |
0-145 |
0.4% |
125-005 |
Close |
126-170 |
126-195 |
0-025 |
0.1% |
126-180 |
Range |
0-230 |
0-125 |
-0-105 |
-45.7% |
1-290 |
ATR |
0-285 |
0-274 |
-0-011 |
-4.0% |
0-000 |
Volume |
852,394 |
812,642 |
-39,752 |
-4.7% |
7,725,372 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-252 |
127-188 |
126-264 |
|
R3 |
127-127 |
127-063 |
126-229 |
|
R2 |
127-002 |
127-002 |
126-218 |
|
R1 |
126-258 |
126-258 |
126-206 |
126-228 |
PP |
126-197 |
126-197 |
126-197 |
126-181 |
S1 |
126-133 |
126-133 |
126-184 |
126-102 |
S2 |
126-072 |
126-072 |
126-172 |
|
S3 |
125-267 |
126-008 |
126-161 |
|
S4 |
125-142 |
125-203 |
126-126 |
|
|
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% |
0-248 |
0.6% |
80% |
False |
False |
1,163,497 |
10 |
129-120 |
125-005 |
4-115 |
3.4% |
1-015 |
0.8% |
37% |
False |
False |
1,542,453 |
20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-286 |
0.7% |
29% |
False |
False |
1,521,707 |
40 |
132-050 |
125-005 |
7-045 |
5.6% |
0-255 |
0.6% |
22% |
False |
False |
1,029,145 |
60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-199 |
0.5% |
20% |
False |
False |
687,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-151 |
2.618 |
127-267 |
1.618 |
127-142 |
1.000 |
127-065 |
0.618 |
127-017 |
HIGH |
126-260 |
0.618 |
126-212 |
0.500 |
126-198 |
0.382 |
126-183 |
LOW |
126-135 |
0.618 |
126-058 |
1.000 |
126-010 |
1.618 |
125-253 |
2.618 |
125-128 |
4.250 |
124-244 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-198 |
126-178 |
PP |
126-197 |
126-160 |
S1 |
126-196 |
126-142 |
|