ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 01-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-130 |
126-160 |
0-030 |
0.1% |
127-025 |
High |
126-200 |
126-175 |
-0-025 |
-0.1% |
127-100 |
Low |
125-170 |
125-115 |
-0-055 |
-0.1% |
126-030 |
Close |
126-140 |
125-120 |
-1-020 |
-0.8% |
126-220 |
Range |
1-030 |
1-060 |
0-030 |
8.6% |
1-070 |
ATR |
0-230 |
0-240 |
0-011 |
4.7% |
0-000 |
Volume |
1,660,001 |
1,340,420 |
-319,581 |
-19.3% |
4,417,102 |
|
Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-103 |
128-172 |
126-009 |
|
R3 |
128-043 |
127-112 |
125-224 |
|
R2 |
126-303 |
126-303 |
125-190 |
|
R1 |
126-052 |
126-052 |
125-155 |
125-308 |
PP |
125-243 |
125-243 |
125-243 |
125-211 |
S1 |
124-312 |
124-312 |
125-085 |
124-248 |
S2 |
124-183 |
124-183 |
125-050 |
|
S3 |
123-123 |
123-252 |
125-016 |
|
S4 |
122-063 |
122-192 |
124-231 |
|
|
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 |
125-115 |
1-145 |
1.2% |
0-216 |
0.5% |
1% |
False |
True |
1,023,926 |
10 |
127-100 |
125-115 |
1-305 |
1.6% |
0-193 |
0.5% |
1% |
False |
True |
949,075 |
20 |
127-100 |
124-115 |
2-305 |
2.4% |
0-230 |
0.6% |
34% |
False |
False |
1,019,963 |
40 |
130-150 |
124-115 |
6-035 |
4.9% |
0-261 |
0.7% |
17% |
False |
False |
1,255,255 |
60 |
132-050 |
124-115 |
7-255 |
6.2% |
0-250 |
0.6% |
13% |
False |
False |
1,040,406 |
80 |
133-000 |
124-115 |
8-205 |
6.9% |
0-209 |
0.5% |
12% |
False |
False |
781,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-190 |
2.618 |
129-210 |
1.618 |
128-150 |
1.000 |
127-235 |
0.618 |
127-090 |
HIGH |
126-175 |
0.618 |
126-030 |
0.500 |
125-305 |
0.382 |
125-260 |
LOW |
125-115 |
0.618 |
124-200 |
1.000 |
124-055 |
1.618 |
123-140 |
2.618 |
122-080 |
4.250 |
120-100 |
|
|
Fisher Pivots for day following 01-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
125-305 |
126-002 |
PP |
125-243 |
125-255 |
S1 |
125-182 |
125-188 |
|