ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
127-065 |
127-010 |
-0-055 |
-0.1% |
126-050 |
High |
127-070 |
127-015 |
-0-055 |
-0.1% |
127-100 |
Low |
126-250 |
126-035 |
-0-215 |
-0.5% |
125-260 |
Close |
126-305 |
126-135 |
-0-170 |
-0.4% |
127-030 |
Range |
0-140 |
0-300 |
0-160 |
114.3% |
1-160 |
ATR |
0-243 |
0-247 |
0-004 |
1.7% |
0-000 |
Volume |
778,470 |
1,133,171 |
354,701 |
45.6% |
4,559,687 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-108 |
128-262 |
126-300 |
|
R3 |
128-128 |
127-282 |
126-218 |
|
R2 |
127-148 |
127-148 |
126-190 |
|
R1 |
126-302 |
126-302 |
126-162 |
126-235 |
PP |
126-168 |
126-168 |
126-168 |
126-135 |
S1 |
126-002 |
126-002 |
126-108 |
125-255 |
S2 |
125-188 |
125-188 |
126-080 |
|
S3 |
124-208 |
125-022 |
126-052 |
|
S4 |
123-228 |
124-042 |
125-290 |
|
|
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 |
126-035 |
1-065 |
1.0% |
0-176 |
0.4% |
26% |
False |
True |
836,276 |
10 |
127-100 |
125-260 |
1-160 |
1.2% |
0-202 |
0.5% |
41% |
False |
False |
932,153 |
20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-244 |
0.6% |
70% |
False |
False |
1,038,482 |
40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-268 |
0.7% |
34% |
False |
False |
1,349,382 |
60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-242 |
0.6% |
24% |
False |
False |
936,035 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-200 |
0.5% |
24% |
False |
False |
702,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-010 |
2.618 |
129-160 |
1.618 |
128-180 |
1.000 |
127-315 |
0.618 |
127-200 |
HIGH |
127-015 |
0.618 |
126-220 |
0.500 |
126-185 |
0.382 |
126-150 |
LOW |
126-035 |
0.618 |
125-170 |
1.000 |
125-055 |
1.618 |
124-190 |
2.618 |
123-210 |
4.250 |
122-040 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-185 |
126-228 |
PP |
126-168 |
126-197 |
S1 |
126-152 |
126-166 |
|