ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-115 |
124-200 |
-1-235 |
-1.4% |
126-120 |
| High |
126-195 |
125-110 |
-1-085 |
-1.0% |
127-025 |
| Low |
124-155 |
124-115 |
-0-040 |
-0.1% |
124-155 |
| Close |
124-210 |
125-090 |
0-200 |
0.5% |
124-210 |
| Range |
2-040 |
0-315 |
-1-045 |
-53.7% |
2-190 |
| ATR |
0-303 |
0-304 |
0-001 |
0.3% |
0-000 |
| Volume |
1,729,783 |
1,050,649 |
-679,134 |
-39.3% |
4,269,014 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-303 |
127-192 |
125-263 |
|
| R3 |
126-308 |
126-197 |
125-177 |
|
| R2 |
125-313 |
125-313 |
125-148 |
|
| R1 |
125-202 |
125-202 |
125-119 |
125-258 |
| PP |
124-318 |
124-318 |
124-318 |
125-026 |
| S1 |
124-207 |
124-207 |
125-061 |
124-262 |
| S2 |
124-003 |
124-003 |
125-032 |
|
| S3 |
123-008 |
123-212 |
125-003 |
|
| S4 |
122-013 |
122-217 |
124-237 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-060 |
131-165 |
126-026 |
|
| R3 |
130-190 |
128-295 |
125-118 |
|
| R2 |
128-000 |
128-000 |
125-042 |
|
| R1 |
126-105 |
126-105 |
124-286 |
125-278 |
| PP |
125-130 |
125-130 |
125-130 |
125-056 |
| S1 |
123-235 |
123-235 |
124-134 |
123-088 |
| S2 |
122-260 |
122-260 |
124-058 |
|
| S3 |
120-070 |
121-045 |
123-302 |
|
| S4 |
117-200 |
118-175 |
123-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-025 |
124-115 |
2-230 |
2.2% |
1-007 |
0.8% |
34% |
False |
True |
1,063,932 |
| 10 |
127-025 |
124-115 |
2-230 |
2.2% |
1-004 |
0.8% |
34% |
False |
True |
1,304,503 |
| 20 |
129-255 |
124-115 |
5-140 |
4.3% |
0-303 |
0.8% |
17% |
False |
True |
1,431,026 |
| 40 |
131-290 |
124-115 |
7-175 |
6.0% |
0-280 |
0.7% |
12% |
False |
True |
1,119,716 |
| 60 |
133-000 |
124-115 |
8-205 |
6.9% |
0-217 |
0.5% |
11% |
False |
True |
748,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-169 |
|
2.618 |
127-295 |
|
1.618 |
126-300 |
|
1.000 |
126-105 |
|
0.618 |
125-305 |
|
HIGH |
125-110 |
|
0.618 |
124-310 |
|
0.500 |
124-272 |
|
0.382 |
124-235 |
|
LOW |
124-115 |
|
0.618 |
123-240 |
|
1.000 |
123-120 |
|
1.618 |
122-245 |
|
2.618 |
121-250 |
|
4.250 |
120-056 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-044 |
125-230 |
| PP |
124-318 |
125-183 |
| S1 |
124-272 |
125-137 |
|