ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-190 |
126-200 |
0-010 |
0.0% |
127-025 |
| High |
126-260 |
126-260 |
0-000 |
0.0% |
127-100 |
| Low |
126-145 |
126-120 |
-0-025 |
-0.1% |
126-030 |
| Close |
126-220 |
126-170 |
-0-050 |
-0.1% |
126-220 |
| Range |
0-115 |
0-140 |
0-025 |
21.7% |
1-070 |
| ATR |
0-237 |
0-230 |
-0-007 |
-2.9% |
0-000 |
| Volume |
700,602 |
677,973 |
-22,629 |
-3.2% |
4,417,102 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-207 |
126-247 |
|
| R3 |
127-143 |
127-067 |
126-208 |
|
| R2 |
127-003 |
127-003 |
126-196 |
|
| R1 |
126-247 |
126-247 |
126-183 |
126-215 |
| PP |
126-183 |
126-183 |
126-183 |
126-168 |
| S1 |
126-107 |
126-107 |
126-157 |
126-075 |
| S2 |
126-043 |
126-043 |
126-144 |
|
| S3 |
125-223 |
125-287 |
126-132 |
|
| S4 |
125-083 |
125-147 |
126-093 |
|
|
| 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 |
127-070 |
126-030 |
1-040 |
0.9% |
0-176 |
0.4% |
39% |
False |
False |
898,374 |
| 10 |
127-100 |
126-030 |
1-070 |
1.0% |
0-176 |
0.4% |
36% |
False |
False |
889,262 |
| 20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-221 |
0.5% |
74% |
False |
False |
959,871 |
| 40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-257 |
0.6% |
36% |
False |
False |
1,283,904 |
| 60 |
132-300 |
124-115 |
8-185 |
6.8% |
0-244 |
0.6% |
25% |
False |
False |
978,733 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-203 |
0.5% |
25% |
False |
False |
735,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-215 |
|
2.618 |
127-307 |
|
1.618 |
127-167 |
|
1.000 |
127-080 |
|
0.618 |
127-027 |
|
HIGH |
126-260 |
|
0.618 |
126-207 |
|
0.500 |
126-190 |
|
0.382 |
126-173 |
|
LOW |
126-120 |
|
0.618 |
126-033 |
|
1.000 |
125-300 |
|
1.618 |
125-213 |
|
2.618 |
125-073 |
|
4.250 |
124-165 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-190 |
126-162 |
| PP |
126-183 |
126-153 |
| S1 |
126-177 |
126-145 |
|