ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
127-025 |
127-065 |
0-040 |
0.1% |
126-050 |
| High |
127-100 |
127-070 |
-0-030 |
-0.1% |
127-100 |
| Low |
127-020 |
126-250 |
-0-090 |
-0.2% |
125-260 |
| Close |
127-035 |
126-305 |
-0-050 |
-0.1% |
127-030 |
| Range |
0-080 |
0-140 |
0-060 |
75.0% |
1-160 |
| ATR |
0-251 |
0-243 |
-0-008 |
-3.2% |
0-000 |
| Volume |
603,203 |
778,470 |
175,267 |
29.1% |
4,559,687 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-095 |
128-020 |
127-062 |
|
| R3 |
127-275 |
127-200 |
127-024 |
|
| R2 |
127-135 |
127-135 |
127-011 |
|
| R1 |
127-060 |
127-060 |
126-318 |
127-028 |
| PP |
126-315 |
126-315 |
126-315 |
126-299 |
| S1 |
126-240 |
126-240 |
126-292 |
126-208 |
| S2 |
126-175 |
126-175 |
126-279 |
|
| S3 |
126-035 |
126-100 |
126-266 |
|
| S4 |
125-215 |
125-280 |
126-228 |
|
|
| 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 |
126-110 |
0-310 |
0.8% |
0-178 |
0.4% |
63% |
False |
False |
867,182 |
| 10 |
127-100 |
125-050 |
2-050 |
1.7% |
0-190 |
0.5% |
83% |
False |
False |
933,831 |
| 20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-245 |
0.6% |
88% |
False |
False |
1,061,812 |
| 40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-271 |
0.7% |
42% |
False |
False |
1,351,872 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-237 |
0.6% |
30% |
False |
False |
917,194 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-198 |
0.5% |
30% |
False |
False |
688,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-025 |
|
2.618 |
128-117 |
|
1.618 |
127-297 |
|
1.000 |
127-210 |
|
0.618 |
127-157 |
|
HIGH |
127-070 |
|
0.618 |
127-017 |
|
0.500 |
127-000 |
|
0.382 |
126-303 |
|
LOW |
126-250 |
|
0.618 |
126-163 |
|
1.000 |
126-110 |
|
1.618 |
126-023 |
|
2.618 |
125-203 |
|
4.250 |
124-295 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-000 |
127-002 |
| PP |
126-315 |
126-317 |
| S1 |
126-310 |
126-311 |
|