ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-080 |
126-050 |
-0-030 |
-0.1% |
124-200 |
High |
126-255 |
126-195 |
-0-060 |
-0.1% |
126-255 |
Low |
126-020 |
125-260 |
-0-080 |
-0.2% |
124-115 |
Close |
126-030 |
126-160 |
0-130 |
0.3% |
126-030 |
Range |
0-235 |
0-255 |
0-020 |
8.5% |
2-140 |
ATR |
0-289 |
0-286 |
-0-002 |
-0.8% |
0-000 |
Volume |
972,626 |
762,137 |
-210,489 |
-21.6% |
5,273,658 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-223 |
128-127 |
126-300 |
|
R3 |
127-288 |
127-192 |
126-230 |
|
R2 |
127-033 |
127-033 |
126-207 |
|
R1 |
126-257 |
126-257 |
126-183 |
126-305 |
PP |
126-098 |
126-098 |
126-098 |
126-122 |
S1 |
126-002 |
126-002 |
126-137 |
126-050 |
S2 |
125-163 |
125-163 |
126-113 |
|
S3 |
124-228 |
125-067 |
126-090 |
|
S4 |
123-293 |
124-132 |
126-020 |
|
|
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 |
125-040 |
1-215 |
1.3% |
0-207 |
0.5% |
82% |
False |
False |
997,029 |
10 |
127-025 |
124-115 |
2-230 |
2.1% |
0-267 |
0.7% |
79% |
False |
False |
1,030,480 |
20 |
129-245 |
124-115 |
5-130 |
4.3% |
0-298 |
0.7% |
40% |
False |
False |
1,301,296 |
40 |
131-200 |
124-115 |
7-085 |
5.7% |
0-280 |
0.7% |
29% |
False |
False |
1,241,631 |
60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-227 |
0.6% |
25% |
False |
False |
831,567 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-186 |
0.5% |
25% |
False |
False |
623,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-319 |
2.618 |
128-223 |
1.618 |
127-288 |
1.000 |
127-130 |
0.618 |
127-033 |
HIGH |
126-195 |
0.618 |
126-098 |
0.500 |
126-068 |
0.382 |
126-037 |
LOW |
125-260 |
0.618 |
125-102 |
1.000 |
125-005 |
1.618 |
124-167 |
2.618 |
123-232 |
4.250 |
122-136 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-129 |
126-139 |
PP |
126-098 |
126-118 |
S1 |
126-068 |
126-098 |
|