ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
126-080 |
0-120 |
0.3% |
124-200 |
| High |
126-160 |
126-255 |
0-095 |
0.2% |
126-255 |
| Low |
125-270 |
126-020 |
0-070 |
0.2% |
124-115 |
| Close |
126-100 |
126-030 |
-0-070 |
-0.2% |
126-030 |
| Range |
0-210 |
0-235 |
0-025 |
11.9% |
2-140 |
| ATR |
0-293 |
0-289 |
-0-004 |
-1.4% |
0-000 |
| Volume |
1,274,382 |
972,626 |
-301,756 |
-23.7% |
5,273,658 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-167 |
128-013 |
126-159 |
|
| R3 |
127-252 |
127-098 |
126-095 |
|
| R2 |
127-017 |
127-017 |
126-073 |
|
| R1 |
126-183 |
126-183 |
126-052 |
126-142 |
| PP |
126-102 |
126-102 |
126-102 |
126-081 |
| S1 |
125-268 |
125-268 |
126-008 |
125-228 |
| S2 |
125-187 |
125-187 |
125-307 |
|
| S3 |
124-272 |
125-033 |
125-285 |
|
| S4 |
124-037 |
124-118 |
125-221 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-020 |
132-005 |
127-139 |
|
| R3 |
130-200 |
129-185 |
126-244 |
|
| R2 |
128-060 |
128-060 |
126-173 |
|
| R1 |
127-045 |
127-045 |
126-102 |
127-212 |
| PP |
125-240 |
125-240 |
125-240 |
126-004 |
| S1 |
124-225 |
124-225 |
125-278 |
125-072 |
| S2 |
123-100 |
123-100 |
125-207 |
|
| S3 |
120-280 |
122-085 |
125-136 |
|
| S4 |
118-140 |
119-265 |
124-241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-255 |
124-115 |
2-140 |
1.9% |
0-219 |
0.5% |
71% |
True |
False |
1,054,731 |
| 10 |
127-025 |
124-115 |
2-230 |
2.2% |
0-272 |
0.7% |
64% |
False |
False |
1,097,874 |
| 20 |
129-255 |
124-115 |
5-140 |
4.3% |
0-295 |
0.7% |
32% |
False |
False |
1,318,063 |
| 40 |
131-200 |
124-115 |
7-085 |
5.8% |
0-280 |
0.7% |
24% |
False |
False |
1,223,351 |
| 60 |
133-000 |
124-115 |
8-205 |
6.9% |
0-223 |
0.6% |
20% |
False |
False |
818,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-294 |
|
2.618 |
128-230 |
|
1.618 |
127-315 |
|
1.000 |
127-170 |
|
0.618 |
127-080 |
|
HIGH |
126-255 |
|
0.618 |
126-165 |
|
0.500 |
126-138 |
|
0.382 |
126-110 |
|
LOW |
126-020 |
|
0.618 |
125-195 |
|
1.000 |
125-105 |
|
1.618 |
124-280 |
|
2.618 |
124-045 |
|
4.250 |
122-301 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-138 |
126-018 |
| PP |
126-102 |
126-005 |
| S1 |
126-066 |
125-312 |
|