ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
127-010 |
126-140 |
-0-190 |
-0.5% |
126-050 |
| High |
127-015 |
126-215 |
-0-120 |
-0.3% |
127-100 |
| Low |
126-035 |
126-030 |
-0-005 |
0.0% |
125-260 |
| Close |
126-135 |
126-095 |
-0-040 |
-0.1% |
127-030 |
| Range |
0-300 |
0-185 |
-0-115 |
-38.3% |
1-160 |
| ATR |
0-247 |
0-242 |
-0-004 |
-1.8% |
0-000 |
| Volume |
1,133,171 |
1,201,656 |
68,485 |
6.0% |
4,559,687 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-028 |
127-247 |
126-197 |
|
| R3 |
127-163 |
127-062 |
126-146 |
|
| R2 |
126-298 |
126-298 |
126-129 |
|
| R1 |
126-197 |
126-197 |
126-112 |
126-155 |
| PP |
126-113 |
126-113 |
126-113 |
126-092 |
| S1 |
126-012 |
126-012 |
126-078 |
125-290 |
| S2 |
125-248 |
125-248 |
126-061 |
|
| S3 |
125-063 |
125-147 |
126-044 |
|
| S4 |
124-198 |
124-282 |
125-313 |
|
|
| 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 |
126-030 |
1-070 |
1.0% |
0-170 |
0.4% |
17% |
False |
True |
874,224 |
| 10 |
127-100 |
125-260 |
1-160 |
1.2% |
0-199 |
0.5% |
32% |
False |
False |
924,881 |
| 20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-235 |
0.6% |
66% |
False |
False |
1,028,180 |
| 40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-264 |
0.7% |
32% |
False |
False |
1,333,293 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-243 |
0.6% |
22% |
False |
False |
956,023 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-202 |
0.5% |
22% |
False |
False |
717,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-041 |
|
2.618 |
128-059 |
|
1.618 |
127-194 |
|
1.000 |
127-080 |
|
0.618 |
127-009 |
|
HIGH |
126-215 |
|
0.618 |
126-144 |
|
0.500 |
126-122 |
|
0.382 |
126-101 |
|
LOW |
126-030 |
|
0.618 |
125-236 |
|
1.000 |
125-165 |
|
1.618 |
125-051 |
|
2.618 |
124-186 |
|
4.250 |
123-204 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-122 |
126-210 |
| PP |
126-113 |
126-172 |
| S1 |
126-104 |
126-133 |
|