ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
125-000 |
0-130 |
0.3% |
125-190 |
| High |
124-200 |
125-150 |
0-270 |
0.7% |
125-230 |
| Low |
124-120 |
125-000 |
0-200 |
0.5% |
123-230 |
| Close |
124-120 |
125-150 |
1-030 |
0.9% |
123-240 |
| Range |
0-080 |
0-150 |
0-070 |
87.5% |
2-000 |
| ATR |
0-185 |
0-197 |
0-012 |
6.4% |
0-000 |
| Volume |
1,621 |
4,889 |
3,268 |
201.6% |
32 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-230 |
126-180 |
125-232 |
|
| R3 |
126-080 |
126-030 |
125-191 |
|
| R2 |
125-250 |
125-250 |
125-178 |
|
| R1 |
125-200 |
125-200 |
125-164 |
125-225 |
| PP |
125-100 |
125-100 |
125-100 |
125-112 |
| S1 |
125-050 |
125-050 |
125-136 |
125-075 |
| S2 |
124-270 |
124-270 |
125-122 |
|
| S3 |
124-120 |
124-220 |
125-109 |
|
| S4 |
123-290 |
124-070 |
125-068 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-127 |
129-023 |
124-272 |
|
| R3 |
128-127 |
127-023 |
124-096 |
|
| R2 |
126-127 |
126-127 |
124-037 |
|
| R1 |
125-023 |
125-023 |
123-299 |
124-235 |
| PP |
124-127 |
124-127 |
124-127 |
124-072 |
| S1 |
123-023 |
123-023 |
123-181 |
122-235 |
| S2 |
122-127 |
122-127 |
123-123 |
|
| S3 |
120-127 |
121-023 |
123-064 |
|
| S4 |
118-127 |
119-023 |
122-208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-148 |
|
2.618 |
126-223 |
|
1.618 |
126-073 |
|
1.000 |
125-300 |
|
0.618 |
125-243 |
|
HIGH |
125-150 |
|
0.618 |
125-093 |
|
0.500 |
125-075 |
|
0.382 |
125-057 |
|
LOW |
125-000 |
|
0.618 |
124-227 |
|
1.000 |
124-170 |
|
1.618 |
124-077 |
|
2.618 |
123-247 |
|
4.250 |
123-002 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-125 |
125-087 |
| PP |
125-100 |
125-023 |
| S1 |
125-075 |
124-280 |
|