ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-190 |
126-185 |
-0-005 |
0.0% |
124-200 |
High |
126-265 |
127-100 |
0-155 |
0.4% |
126-255 |
Low |
126-140 |
126-110 |
-0-030 |
-0.1% |
124-115 |
Close |
126-190 |
127-005 |
0-135 |
0.3% |
126-030 |
Range |
0-125 |
0-310 |
0-185 |
148.0% |
2-140 |
ATR |
0-275 |
0-277 |
0-003 |
0.9% |
0-000 |
Volume |
843,310 |
1,287,702 |
444,392 |
52.7% |
5,273,658 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-255 |
129-120 |
127-176 |
|
R3 |
128-265 |
128-130 |
127-090 |
|
R2 |
127-275 |
127-275 |
127-062 |
|
R1 |
127-140 |
127-140 |
127-033 |
127-208 |
PP |
126-285 |
126-285 |
126-285 |
126-319 |
S1 |
126-150 |
126-150 |
126-297 |
126-218 |
S2 |
125-295 |
125-295 |
126-268 |
|
S3 |
124-305 |
125-160 |
126-240 |
|
S4 |
123-315 |
124-170 |
126-154 |
|
|
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 |
127-100 |
125-260 |
1-160 |
1.2% |
0-227 |
0.6% |
80% |
True |
False |
1,028,031 |
10 |
127-100 |
124-115 |
2-305 |
2.3% |
0-275 |
0.7% |
90% |
True |
False |
1,077,078 |
20 |
129-120 |
124-115 |
5-005 |
3.9% |
0-305 |
0.8% |
53% |
False |
False |
1,309,766 |
40 |
131-130 |
124-115 |
7-015 |
5.5% |
0-281 |
0.7% |
38% |
False |
False |
1,292,514 |
60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-233 |
0.6% |
31% |
False |
False |
866,704 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-191 |
0.5% |
31% |
False |
False |
650,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-138 |
2.618 |
129-272 |
1.618 |
128-282 |
1.000 |
128-090 |
0.618 |
127-292 |
HIGH |
127-100 |
0.618 |
126-302 |
0.500 |
126-265 |
0.382 |
126-228 |
LOW |
126-110 |
0.618 |
125-238 |
1.000 |
125-120 |
1.618 |
124-248 |
2.618 |
123-258 |
4.250 |
122-072 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-305 |
126-277 |
PP |
126-285 |
126-228 |
S1 |
126-265 |
126-180 |
|