ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-315 |
126-250 |
-0-065 |
-0.2% |
126-050 |
| High |
127-090 |
127-050 |
-0-040 |
-0.1% |
127-100 |
| Low |
126-195 |
126-225 |
0-030 |
0.1% |
125-260 |
| Close |
126-240 |
127-030 |
0-110 |
0.3% |
127-030 |
| Range |
0-215 |
0-145 |
-0-070 |
-32.6% |
1-160 |
| ATR |
0-273 |
0-264 |
-0-009 |
-3.3% |
0-000 |
| Volume |
1,011,918 |
654,620 |
-357,298 |
-35.3% |
4,559,687 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-110 |
128-055 |
127-110 |
|
| R3 |
127-285 |
127-230 |
127-070 |
|
| R2 |
127-140 |
127-140 |
127-057 |
|
| R1 |
127-085 |
127-085 |
127-043 |
127-112 |
| PP |
126-315 |
126-315 |
126-315 |
127-009 |
| S1 |
126-260 |
126-260 |
127-017 |
126-288 |
| S2 |
126-170 |
126-170 |
127-003 |
|
| S3 |
126-025 |
126-115 |
126-310 |
|
| S4 |
125-200 |
125-290 |
126-270 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-077 |
130-213 |
127-294 |
|
| R3 |
129-237 |
129-053 |
127-162 |
|
| R2 |
128-077 |
128-077 |
127-118 |
|
| R1 |
127-213 |
127-213 |
127-074 |
127-305 |
| PP |
126-237 |
126-237 |
126-237 |
126-282 |
| S1 |
126-053 |
126-053 |
126-306 |
126-145 |
| S2 |
125-077 |
125-077 |
126-262 |
|
| S3 |
123-237 |
124-213 |
126-218 |
|
| S4 |
122-077 |
123-053 |
126-086 |
|
|
| 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% |
0-210 |
0.5% |
85% |
False |
False |
911,937 |
| 10 |
127-100 |
124-115 |
2-305 |
2.3% |
0-214 |
0.5% |
93% |
False |
False |
983,334 |
| 20 |
127-120 |
124-115 |
3-005 |
2.4% |
0-276 |
0.7% |
91% |
False |
False |
1,185,985 |
| 40 |
130-250 |
124-115 |
6-135 |
5.1% |
0-276 |
0.7% |
43% |
False |
False |
1,327,184 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-236 |
0.6% |
32% |
False |
False |
894,339 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-196 |
0.5% |
32% |
False |
False |
671,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-026 |
|
2.618 |
128-110 |
|
1.618 |
127-285 |
|
1.000 |
127-195 |
|
0.618 |
127-140 |
|
HIGH |
127-050 |
|
0.618 |
126-315 |
|
0.500 |
126-298 |
|
0.382 |
126-280 |
|
LOW |
126-225 |
|
0.618 |
126-135 |
|
1.000 |
126-080 |
|
1.618 |
125-310 |
|
2.618 |
125-165 |
|
4.250 |
124-249 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-012 |
127-002 |
| PP |
126-315 |
126-293 |
| S1 |
126-298 |
126-265 |
|