ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
132-145 |
132-260 |
0-115 |
0.3% |
131-235 |
| High |
132-280 |
133-115 |
0-155 |
0.4% |
133-115 |
| Low |
132-105 |
132-205 |
0-100 |
0.2% |
131-235 |
| Close |
132-270 |
133-050 |
0-100 |
0.2% |
133-050 |
| Range |
0-175 |
0-230 |
0-055 |
31.4% |
1-200 |
| ATR |
0-165 |
0-170 |
0-005 |
2.8% |
0-000 |
| Volume |
1,620,438 |
1,580,756 |
-39,682 |
-2.4% |
5,920,016 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-067 |
134-288 |
133-176 |
|
| R3 |
134-157 |
134-058 |
133-113 |
|
| R2 |
133-247 |
133-247 |
133-092 |
|
| R1 |
133-148 |
133-148 |
133-071 |
133-198 |
| PP |
133-017 |
133-017 |
133-017 |
133-041 |
| S1 |
132-238 |
132-238 |
133-029 |
132-288 |
| S2 |
132-107 |
132-107 |
133-008 |
|
| S3 |
131-197 |
132-008 |
132-307 |
|
| S4 |
130-287 |
131-098 |
132-244 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-200 |
137-005 |
134-016 |
|
| R3 |
136-000 |
135-125 |
133-193 |
|
| R2 |
134-120 |
134-120 |
133-145 |
|
| R1 |
133-245 |
133-245 |
133-098 |
134-022 |
| PP |
132-240 |
132-240 |
132-240 |
132-289 |
| S1 |
132-045 |
132-045 |
133-002 |
132-142 |
| S2 |
131-040 |
131-040 |
132-275 |
|
| S3 |
129-160 |
130-165 |
132-227 |
|
| S4 |
127-280 |
128-285 |
132-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-115 |
131-235 |
1-200 |
1.2% |
0-181 |
0.4% |
88% |
True |
False |
1,184,003 |
| 10 |
133-115 |
131-030 |
2-085 |
1.7% |
0-176 |
0.4% |
91% |
True |
False |
1,189,066 |
| 20 |
133-115 |
130-000 |
3-115 |
2.5% |
0-171 |
0.4% |
94% |
True |
False |
1,220,631 |
| 40 |
133-115 |
129-280 |
3-155 |
2.6% |
0-157 |
0.4% |
94% |
True |
False |
882,504 |
| 60 |
133-115 |
129-190 |
3-245 |
2.8% |
0-145 |
0.3% |
95% |
True |
False |
591,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-132 |
|
2.618 |
135-077 |
|
1.618 |
134-167 |
|
1.000 |
134-025 |
|
0.618 |
133-257 |
|
HIGH |
133-115 |
|
0.618 |
133-027 |
|
0.500 |
133-000 |
|
0.382 |
132-293 |
|
LOW |
132-205 |
|
0.618 |
132-063 |
|
1.000 |
131-295 |
|
1.618 |
131-153 |
|
2.618 |
130-243 |
|
4.250 |
129-188 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-033 |
132-310 |
| PP |
133-017 |
132-250 |
| S1 |
133-000 |
132-190 |
|