ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-050 |
126-190 |
0-140 |
0.3% |
124-200 |
High |
126-195 |
126-265 |
0-070 |
0.2% |
126-255 |
Low |
125-260 |
126-140 |
0-200 |
0.5% |
124-115 |
Close |
126-160 |
126-190 |
0-030 |
0.1% |
126-030 |
Range |
0-255 |
0-125 |
-0-130 |
-51.0% |
2-140 |
ATR |
0-286 |
0-275 |
-0-012 |
-4.0% |
0-000 |
Volume |
762,137 |
843,310 |
81,173 |
10.7% |
5,273,658 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-253 |
127-187 |
126-259 |
|
R3 |
127-128 |
127-062 |
126-224 |
|
R2 |
127-003 |
127-003 |
126-213 |
|
R1 |
126-257 |
126-257 |
126-201 |
126-252 |
PP |
126-198 |
126-198 |
126-198 |
126-196 |
S1 |
126-132 |
126-132 |
126-179 |
126-128 |
S2 |
126-073 |
126-073 |
126-167 |
|
S3 |
125-268 |
126-007 |
126-156 |
|
S4 |
125-143 |
125-202 |
126-121 |
|
|
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 |
126-265 |
125-050 |
1-215 |
1.3% |
0-201 |
0.5% |
86% |
True |
False |
1,000,480 |
10 |
127-025 |
124-115 |
2-230 |
2.1% |
0-256 |
0.6% |
82% |
False |
False |
1,029,572 |
20 |
129-120 |
124-115 |
5-005 |
4.0% |
0-296 |
0.7% |
45% |
False |
False |
1,296,800 |
40 |
131-130 |
124-115 |
7-015 |
5.6% |
0-277 |
0.7% |
32% |
False |
False |
1,261,367 |
60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-228 |
0.6% |
26% |
False |
False |
845,416 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-187 |
0.5% |
26% |
False |
False |
634,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-156 |
2.618 |
127-272 |
1.618 |
127-147 |
1.000 |
127-070 |
0.618 |
127-022 |
HIGH |
126-265 |
0.618 |
126-217 |
0.500 |
126-202 |
0.382 |
126-188 |
LOW |
126-140 |
0.618 |
126-063 |
1.000 |
126-015 |
1.618 |
125-258 |
2.618 |
125-133 |
4.250 |
124-249 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-202 |
126-161 |
PP |
126-198 |
126-132 |
S1 |
126-194 |
126-102 |
|