ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-190 |
0-050 |
0.1% |
127-025 |
High |
126-215 |
126-260 |
0-045 |
0.1% |
127-100 |
Low |
126-030 |
126-145 |
0-115 |
0.3% |
126-030 |
Close |
126-095 |
126-220 |
0-125 |
0.3% |
126-220 |
Range |
0-185 |
0-115 |
-0-070 |
-37.8% |
1-070 |
ATR |
0-242 |
0-237 |
-0-006 |
-2.3% |
0-000 |
Volume |
1,201,656 |
700,602 |
-501,054 |
-41.7% |
4,417,102 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-233 |
127-182 |
126-283 |
|
R3 |
127-118 |
127-067 |
126-252 |
|
R2 |
127-003 |
127-003 |
126-241 |
|
R1 |
126-272 |
126-272 |
126-231 |
126-298 |
PP |
126-208 |
126-208 |
126-208 |
126-221 |
S1 |
126-157 |
126-157 |
126-209 |
126-182 |
S2 |
126-093 |
126-093 |
126-199 |
|
S3 |
125-298 |
126-042 |
126-188 |
|
S4 |
125-183 |
125-247 |
126-157 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-113 |
129-237 |
127-114 |
|
R3 |
129-043 |
128-167 |
127-007 |
|
R2 |
127-293 |
127-293 |
126-292 |
|
R1 |
127-097 |
127-097 |
126-256 |
127-000 |
PP |
126-223 |
126-223 |
126-223 |
126-175 |
S1 |
126-027 |
126-027 |
126-184 |
125-250 |
S2 |
125-153 |
125-153 |
126-148 |
|
S3 |
124-083 |
124-277 |
126-113 |
|
S4 |
123-013 |
123-207 |
126-006 |
|
|
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% |
0-164 |
0.4% |
49% |
False |
False |
883,420 |
10 |
127-100 |
125-260 |
1-160 |
1.2% |
0-187 |
0.5% |
58% |
False |
False |
897,678 |
20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-229 |
0.6% |
79% |
False |
False |
997,776 |
40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-263 |
0.6% |
38% |
False |
False |
1,323,785 |
60 |
132-300 |
124-115 |
8-185 |
6.8% |
0-243 |
0.6% |
27% |
False |
False |
967,564 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-202 |
0.5% |
27% |
False |
False |
726,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-109 |
2.618 |
127-241 |
1.618 |
127-126 |
1.000 |
127-055 |
0.618 |
127-011 |
HIGH |
126-260 |
0.618 |
126-216 |
0.500 |
126-202 |
0.382 |
126-189 |
LOW |
126-145 |
0.618 |
126-074 |
1.000 |
126-030 |
1.618 |
125-279 |
2.618 |
125-164 |
4.250 |
124-296 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-214 |
126-208 |
PP |
126-208 |
126-195 |
S1 |
126-202 |
126-182 |
|