ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-185 |
-0-025 |
-0.1% |
126-070 |
High |
126-260 |
127-025 |
0-085 |
0.2% |
126-295 |
Low |
126-135 |
126-060 |
-0-075 |
-0.2% |
125-005 |
Close |
126-195 |
126-115 |
-0-080 |
-0.2% |
126-180 |
Range |
0-125 |
0-285 |
0-160 |
128.0% |
1-290 |
ATR |
0-274 |
0-275 |
0-001 |
0.3% |
0-000 |
Volume |
812,642 |
874,195 |
61,553 |
7.6% |
7,725,372 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-068 |
128-217 |
126-272 |
|
R3 |
128-103 |
127-252 |
126-193 |
|
R2 |
127-138 |
127-138 |
126-167 |
|
R1 |
126-287 |
126-287 |
126-141 |
126-230 |
PP |
126-173 |
126-173 |
126-173 |
126-145 |
S1 |
126-002 |
126-002 |
126-089 |
125-265 |
S2 |
125-208 |
125-208 |
126-063 |
|
S3 |
124-243 |
125-037 |
126-037 |
|
S4 |
123-278 |
124-072 |
125-278 |
|
|
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 |
127-025 |
125-310 |
1-035 |
0.9% |
0-234 |
0.6% |
35% |
True |
False |
1,056,798 |
10 |
127-200 |
125-005 |
2-195 |
2.1% |
0-300 |
0.7% |
51% |
False |
False |
1,448,574 |
20 |
130-150 |
125-005 |
5-145 |
4.3% |
0-291 |
0.7% |
25% |
False |
False |
1,490,548 |
40 |
132-050 |
125-005 |
7-045 |
5.7% |
0-259 |
0.6% |
19% |
False |
False |
1,050,628 |
60 |
133-000 |
125-005 |
7-315 |
6.3% |
0-202 |
0.5% |
17% |
False |
False |
702,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-276 |
2.618 |
129-131 |
1.618 |
128-166 |
1.000 |
127-310 |
0.618 |
127-201 |
HIGH |
127-025 |
0.618 |
126-236 |
0.500 |
126-202 |
0.382 |
126-169 |
LOW |
126-060 |
0.618 |
125-204 |
1.000 |
125-095 |
1.618 |
124-239 |
2.618 |
123-274 |
4.250 |
122-129 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-202 |
126-168 |
PP |
126-173 |
126-150 |
S1 |
126-144 |
126-132 |
|