ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-130 |
-0-010 |
0.0% |
127-025 |
High |
126-210 |
126-200 |
-0-010 |
0.0% |
127-100 |
Low |
126-115 |
125-170 |
-0-265 |
-0.7% |
126-030 |
Close |
126-135 |
126-140 |
0-005 |
0.0% |
126-220 |
Range |
0-095 |
1-030 |
0-255 |
268.4% |
1-070 |
ATR |
0-220 |
0-230 |
0-009 |
4.2% |
0-000 |
Volume |
740,638 |
1,660,001 |
919,363 |
124.1% |
4,417,102 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-153 |
129-017 |
127-012 |
|
R3 |
128-123 |
127-307 |
126-236 |
|
R2 |
127-093 |
127-093 |
126-204 |
|
R1 |
126-277 |
126-277 |
126-172 |
127-025 |
PP |
126-063 |
126-063 |
126-063 |
126-098 |
S1 |
125-247 |
125-247 |
126-108 |
125-315 |
S2 |
125-033 |
125-033 |
126-076 |
|
S3 |
124-003 |
124-217 |
126-044 |
|
S4 |
122-293 |
123-187 |
125-268 |
|
|
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 |
126-260 |
125-170 |
1-090 |
1.0% |
0-177 |
0.4% |
71% |
False |
True |
996,174 |
10 |
127-100 |
125-170 |
1-250 |
1.4% |
0-176 |
0.4% |
51% |
False |
True |
916,225 |
20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-226 |
0.6% |
70% |
False |
False |
996,651 |
40 |
130-150 |
124-115 |
6-035 |
4.8% |
0-256 |
0.6% |
34% |
False |
False |
1,259,179 |
60 |
132-050 |
124-115 |
7-255 |
6.2% |
0-245 |
0.6% |
27% |
False |
False |
1,018,314 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-206 |
0.5% |
24% |
False |
False |
764,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-088 |
2.618 |
129-156 |
1.618 |
128-126 |
1.000 |
127-230 |
0.618 |
127-096 |
HIGH |
126-200 |
0.618 |
126-066 |
0.500 |
126-025 |
0.382 |
125-304 |
LOW |
125-170 |
0.618 |
124-274 |
1.000 |
124-140 |
1.618 |
123-244 |
2.618 |
122-214 |
4.250 |
120-282 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
126-102 |
126-112 |
PP |
126-063 |
126-083 |
S1 |
126-025 |
126-055 |
|