ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
126-160 |
125-160 |
-1-000 |
-0.8% |
126-200 |
High |
126-175 |
126-200 |
0-025 |
0.1% |
126-260 |
Low |
125-115 |
125-050 |
-0-065 |
-0.2% |
125-050 |
Close |
125-120 |
126-185 |
1-065 |
1.0% |
126-185 |
Range |
1-060 |
1-150 |
0-090 |
23.7% |
1-210 |
ATR |
0-240 |
0-257 |
0-016 |
6.8% |
0-000 |
Volume |
1,340,420 |
1,561,903 |
221,483 |
16.5% |
5,980,935 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-168 |
130-007 |
127-124 |
|
R3 |
129-018 |
128-177 |
126-314 |
|
R2 |
127-188 |
127-188 |
126-271 |
|
R1 |
127-027 |
127-027 |
126-228 |
127-108 |
PP |
126-038 |
126-038 |
126-038 |
126-079 |
S1 |
125-197 |
125-197 |
126-142 |
125-278 |
S2 |
124-208 |
124-208 |
126-099 |
|
S3 |
123-058 |
124-047 |
126-056 |
|
S4 |
121-228 |
122-217 |
125-246 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-048 |
130-167 |
127-156 |
|
R3 |
129-158 |
128-277 |
127-011 |
|
R2 |
127-268 |
127-268 |
126-282 |
|
R1 |
127-067 |
127-067 |
126-234 |
126-222 |
PP |
126-058 |
126-058 |
126-058 |
125-296 |
S1 |
125-177 |
125-177 |
126-136 |
125-012 |
S2 |
124-168 |
124-168 |
126-088 |
|
S3 |
122-278 |
123-287 |
126-039 |
|
S4 |
121-068 |
122-077 |
125-214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-260 |
125-050 |
1-210 |
1.3% |
0-287 |
0.7% |
86% |
False |
True |
1,196,187 |
10 |
127-100 |
125-050 |
2-050 |
1.7% |
0-226 |
0.6% |
66% |
False |
True |
1,039,803 |
20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-220 |
0.5% |
75% |
False |
False |
1,011,569 |
40 |
130-035 |
124-115 |
5-240 |
4.5% |
0-263 |
0.7% |
39% |
False |
False |
1,246,373 |
60 |
132-050 |
124-115 |
7-255 |
6.2% |
0-256 |
0.6% |
28% |
False |
False |
1,066,390 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-214 |
0.5% |
26% |
False |
False |
801,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-278 |
2.618 |
130-150 |
1.618 |
129-000 |
1.000 |
128-030 |
0.618 |
127-170 |
HIGH |
126-200 |
0.618 |
126-020 |
0.500 |
125-285 |
0.382 |
125-230 |
LOW |
125-050 |
0.618 |
124-080 |
1.000 |
123-220 |
1.618 |
122-250 |
2.618 |
121-100 |
4.250 |
118-292 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-112 |
126-112 |
PP |
126-038 |
126-038 |
S1 |
125-285 |
125-285 |
|