ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-200 |
126-140 |
-0-060 |
-0.1% |
127-025 |
High |
126-260 |
126-210 |
-0-050 |
-0.1% |
127-100 |
Low |
126-120 |
126-115 |
-0-005 |
0.0% |
126-030 |
Close |
126-170 |
126-135 |
-0-035 |
-0.1% |
126-220 |
Range |
0-140 |
0-095 |
-0-045 |
-32.1% |
1-070 |
ATR |
0-230 |
0-220 |
-0-010 |
-4.2% |
0-000 |
Volume |
677,973 |
740,638 |
62,665 |
9.2% |
4,417,102 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-118 |
127-062 |
126-187 |
|
R3 |
127-023 |
126-287 |
126-161 |
|
R2 |
126-248 |
126-248 |
126-152 |
|
R1 |
126-192 |
126-192 |
126-144 |
126-172 |
PP |
126-153 |
126-153 |
126-153 |
126-144 |
S1 |
126-097 |
126-097 |
126-126 |
126-078 |
S2 |
126-058 |
126-058 |
126-118 |
|
S3 |
125-283 |
126-002 |
126-109 |
|
S4 |
125-188 |
125-227 |
126-083 |
|
|
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 |
127-015 |
126-030 |
0-305 |
0.8% |
0-167 |
0.4% |
34% |
False |
False |
890,808 |
10 |
127-100 |
126-030 |
1-070 |
1.0% |
0-172 |
0.4% |
27% |
False |
False |
878,995 |
20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-214 |
0.5% |
70% |
False |
False |
954,283 |
40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-251 |
0.6% |
34% |
False |
False |
1,250,548 |
60 |
132-050 |
124-115 |
7-255 |
6.2% |
0-241 |
0.6% |
26% |
False |
False |
990,970 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-202 |
0.5% |
24% |
False |
False |
744,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-294 |
2.618 |
127-139 |
1.618 |
127-044 |
1.000 |
126-305 |
0.618 |
126-269 |
HIGH |
126-210 |
0.618 |
126-174 |
0.500 |
126-162 |
0.382 |
126-151 |
LOW |
126-115 |
0.618 |
126-056 |
1.000 |
126-020 |
1.618 |
125-281 |
2.618 |
125-186 |
4.250 |
125-031 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-162 |
126-188 |
PP |
126-153 |
126-170 |
S1 |
126-144 |
126-152 |
|