ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
125-160 |
126-180 |
1-020 |
0.8% |
126-200 |
High |
126-200 |
126-205 |
0-005 |
0.0% |
126-260 |
Low |
125-050 |
126-055 |
1-005 |
0.8% |
125-050 |
Close |
126-185 |
126-110 |
-0-075 |
-0.2% |
126-185 |
Range |
1-150 |
0-150 |
-1-000 |
-68.1% |
1-210 |
ATR |
0-257 |
0-249 |
-0-008 |
-3.0% |
0-000 |
Volume |
1,561,903 |
699,487 |
-862,416 |
-55.2% |
5,980,935 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-253 |
127-172 |
126-192 |
|
R3 |
127-103 |
127-022 |
126-151 |
|
R2 |
126-273 |
126-273 |
126-138 |
|
R1 |
126-192 |
126-192 |
126-124 |
126-158 |
PP |
126-123 |
126-123 |
126-123 |
126-106 |
S1 |
126-042 |
126-042 |
126-096 |
126-008 |
S2 |
125-293 |
125-293 |
126-082 |
|
S3 |
125-143 |
125-212 |
126-069 |
|
S4 |
124-313 |
125-062 |
126-028 |
|
|
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 |
126-210 |
125-050 |
1-160 |
1.2% |
0-289 |
0.7% |
79% |
False |
False |
1,200,489 |
10 |
127-070 |
125-050 |
2-020 |
1.6% |
0-232 |
0.6% |
58% |
False |
False |
1,049,432 |
20 |
127-100 |
125-040 |
2-060 |
1.7% |
0-212 |
0.5% |
56% |
False |
False |
994,011 |
40 |
129-255 |
124-115 |
5-140 |
4.3% |
0-258 |
0.6% |
36% |
False |
False |
1,212,518 |
60 |
131-290 |
124-115 |
7-175 |
6.0% |
0-257 |
0.6% |
26% |
False |
False |
1,077,814 |
80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-215 |
0.5% |
23% |
False |
False |
809,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-202 |
2.618 |
127-278 |
1.618 |
127-128 |
1.000 |
127-035 |
0.618 |
126-298 |
HIGH |
126-205 |
0.618 |
126-148 |
0.500 |
126-130 |
0.382 |
126-112 |
LOW |
126-055 |
0.618 |
125-282 |
1.000 |
125-225 |
1.618 |
125-132 |
2.618 |
124-302 |
4.250 |
124-058 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
126-130 |
126-062 |
PP |
126-123 |
126-015 |
S1 |
126-117 |
125-288 |
|