ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
132-305 |
133-030 |
0-045 |
0.1% |
133-000 |
| High |
133-080 |
133-180 |
0-100 |
0.2% |
133-095 |
| Low |
132-245 |
133-000 |
0-075 |
0.2% |
132-255 |
| Close |
133-030 |
133-025 |
-0-005 |
0.0% |
133-000 |
| Range |
0-155 |
0-180 |
0-025 |
16.1% |
0-160 |
| ATR |
0-147 |
0-150 |
0-002 |
1.6% |
0-000 |
| Volume |
916,075 |
1,431,798 |
515,723 |
56.3% |
5,527,872 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-288 |
134-177 |
133-124 |
|
| R3 |
134-108 |
133-317 |
133-074 |
|
| R2 |
133-248 |
133-248 |
133-058 |
|
| R1 |
133-137 |
133-137 |
133-042 |
133-102 |
| PP |
133-068 |
133-068 |
133-068 |
133-051 |
| S1 |
132-277 |
132-277 |
133-008 |
132-242 |
| S2 |
132-208 |
132-208 |
132-312 |
|
| S3 |
132-028 |
132-097 |
132-296 |
|
| S4 |
131-168 |
131-237 |
132-246 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-170 |
134-085 |
133-088 |
|
| R3 |
134-010 |
133-245 |
133-044 |
|
| R2 |
133-170 |
133-170 |
133-029 |
|
| R1 |
133-085 |
133-085 |
133-015 |
133-080 |
| PP |
133-010 |
133-010 |
133-010 |
133-008 |
| S1 |
132-245 |
132-245 |
132-305 |
132-240 |
| S2 |
132-170 |
132-170 |
132-291 |
|
| S3 |
132-010 |
132-085 |
132-276 |
|
| S4 |
131-170 |
131-245 |
132-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-180 |
132-245 |
0-255 |
0.6% |
0-130 |
0.3% |
39% |
True |
False |
1,120,082 |
| 10 |
133-180 |
132-105 |
1-075 |
0.9% |
0-136 |
0.3% |
61% |
True |
False |
1,127,967 |
| 20 |
133-180 |
131-100 |
2-080 |
1.7% |
0-152 |
0.4% |
78% |
True |
False |
1,141,088 |
| 40 |
133-180 |
130-000 |
3-180 |
2.7% |
0-153 |
0.4% |
86% |
True |
False |
1,175,906 |
| 60 |
133-180 |
129-190 |
3-310 |
3.0% |
0-154 |
0.4% |
88% |
True |
False |
812,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-305 |
|
2.618 |
135-011 |
|
1.618 |
134-151 |
|
1.000 |
134-040 |
|
0.618 |
133-291 |
|
HIGH |
133-180 |
|
0.618 |
133-111 |
|
0.500 |
133-090 |
|
0.382 |
133-069 |
|
LOW |
133-000 |
|
0.618 |
132-209 |
|
1.000 |
132-140 |
|
1.618 |
132-029 |
|
2.618 |
131-169 |
|
4.250 |
130-195 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
133-090 |
133-052 |
| PP |
133-068 |
133-043 |
| S1 |
133-047 |
133-034 |
|