ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
125-020 |
-0-220 |
-0.5% |
124-060 |
| High |
125-270 |
125-220 |
-0-050 |
-0.1% |
125-270 |
| Low |
125-080 |
125-020 |
-0-060 |
-0.1% |
124-060 |
| Close |
125-080 |
125-210 |
0-130 |
0.3% |
125-080 |
| Range |
0-190 |
0-200 |
0-010 |
5.3% |
1-210 |
| ATR |
0-196 |
0-196 |
0-000 |
0.1% |
0-000 |
| Volume |
2,300 |
634 |
-1,666 |
-72.4% |
9,793 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-110 |
127-040 |
126-000 |
|
| R3 |
126-230 |
126-160 |
125-265 |
|
| R2 |
126-030 |
126-030 |
125-247 |
|
| R1 |
125-280 |
125-280 |
125-228 |
125-315 |
| PP |
125-150 |
125-150 |
125-150 |
125-168 |
| S1 |
125-080 |
125-080 |
125-192 |
125-115 |
| S2 |
124-270 |
124-270 |
125-173 |
|
| S3 |
124-070 |
124-200 |
125-155 |
|
| S4 |
123-190 |
124-000 |
125-100 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-020 |
129-100 |
126-052 |
|
| R3 |
128-130 |
127-210 |
125-226 |
|
| R2 |
126-240 |
126-240 |
125-177 |
|
| R1 |
126-000 |
126-000 |
125-129 |
126-120 |
| PP |
125-030 |
125-030 |
125-030 |
125-090 |
| S1 |
124-110 |
124-110 |
125-031 |
124-230 |
| S2 |
123-140 |
123-140 |
124-303 |
|
| S3 |
121-250 |
122-220 |
124-254 |
|
| S4 |
120-040 |
121-010 |
124-108 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-110 |
|
2.618 |
127-104 |
|
1.618 |
126-224 |
|
1.000 |
126-100 |
|
0.618 |
126-024 |
|
HIGH |
125-220 |
|
0.618 |
125-144 |
|
0.500 |
125-120 |
|
0.382 |
125-096 |
|
LOW |
125-020 |
|
0.618 |
124-216 |
|
1.000 |
124-140 |
|
1.618 |
124-016 |
|
2.618 |
123-136 |
|
4.250 |
122-130 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-180 |
125-185 |
| PP |
125-150 |
125-160 |
| S1 |
125-120 |
125-135 |
|