ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-185 |
126-315 |
0-130 |
0.3% |
124-200 |
| High |
127-100 |
127-090 |
-0-010 |
0.0% |
126-255 |
| Low |
126-110 |
126-195 |
0-085 |
0.2% |
124-115 |
| Close |
127-005 |
126-240 |
-0-085 |
-0.2% |
126-030 |
| Range |
0-310 |
0-215 |
-0-095 |
-30.6% |
2-140 |
| ATR |
0-277 |
0-273 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,287,702 |
1,011,918 |
-275,784 |
-21.4% |
5,273,658 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-287 |
128-158 |
127-038 |
|
| R3 |
128-072 |
127-263 |
126-299 |
|
| R2 |
127-177 |
127-177 |
126-279 |
|
| R1 |
127-048 |
127-048 |
126-260 |
127-005 |
| PP |
126-282 |
126-282 |
126-282 |
126-260 |
| S1 |
126-153 |
126-153 |
126-220 |
126-110 |
| S2 |
126-067 |
126-067 |
126-201 |
|
| S3 |
125-172 |
125-258 |
126-181 |
|
| S4 |
124-277 |
125-043 |
126-122 |
|
|
| 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% |
0-228 |
0.6% |
63% |
False |
False |
975,538 |
| 10 |
127-100 |
124-115 |
2-305 |
2.3% |
0-268 |
0.7% |
81% |
False |
False |
1,090,850 |
| 20 |
127-200 |
124-115 |
3-085 |
2.6% |
0-284 |
0.7% |
73% |
False |
False |
1,269,712 |
| 40 |
131-130 |
124-115 |
7-015 |
5.6% |
0-282 |
0.7% |
34% |
False |
False |
1,315,746 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-235 |
0.6% |
28% |
False |
False |
883,509 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-194 |
0.5% |
28% |
False |
False |
663,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-044 |
|
2.618 |
129-013 |
|
1.618 |
128-118 |
|
1.000 |
127-305 |
|
0.618 |
127-223 |
|
HIGH |
127-090 |
|
0.618 |
127-008 |
|
0.500 |
126-302 |
|
0.382 |
126-277 |
|
LOW |
126-195 |
|
0.618 |
126-062 |
|
1.000 |
125-300 |
|
1.618 |
125-167 |
|
2.618 |
124-272 |
|
4.250 |
123-241 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-302 |
126-265 |
| PP |
126-282 |
126-257 |
| S1 |
126-261 |
126-248 |
|