ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
129-080 |
129-180 |
0-100 |
0.2% |
129-000 |
| High |
129-255 |
129-245 |
-0-010 |
0.0% |
129-255 |
| Low |
129-075 |
129-060 |
-0-015 |
0.0% |
128-030 |
| Close |
129-195 |
129-100 |
-0-095 |
-0.2% |
129-195 |
| Range |
0-180 |
0-185 |
0-005 |
2.8% |
1-225 |
| ATR |
0-235 |
0-232 |
-0-004 |
-1.5% |
0-000 |
| Volume |
1,097,459 |
933,241 |
-164,218 |
-15.0% |
7,579,732 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-050 |
130-260 |
129-202 |
|
| R3 |
130-185 |
130-075 |
129-151 |
|
| R2 |
130-000 |
130-000 |
129-134 |
|
| R1 |
129-210 |
129-210 |
129-117 |
129-172 |
| PP |
129-135 |
129-135 |
129-135 |
129-116 |
| S1 |
129-025 |
129-025 |
129-083 |
128-308 |
| S2 |
128-270 |
128-270 |
129-066 |
|
| S3 |
128-085 |
128-160 |
129-049 |
|
| S4 |
127-220 |
127-295 |
128-318 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-088 |
133-207 |
130-175 |
|
| R3 |
132-183 |
131-302 |
130-025 |
|
| R2 |
130-278 |
130-278 |
129-295 |
|
| R1 |
130-077 |
130-077 |
129-245 |
130-178 |
| PP |
129-053 |
129-053 |
129-053 |
129-104 |
| S1 |
128-172 |
128-172 |
129-145 |
128-272 |
| S2 |
127-148 |
127-148 |
129-095 |
|
| S3 |
125-243 |
126-267 |
129-045 |
|
| S4 |
124-018 |
125-042 |
128-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-255 |
128-030 |
1-225 |
1.3% |
0-223 |
0.5% |
72% |
False |
False |
1,429,801 |
| 10 |
130-150 |
128-030 |
2-120 |
1.8% |
0-240 |
0.6% |
51% |
False |
False |
1,529,597 |
| 20 |
131-130 |
128-030 |
3-100 |
2.6% |
0-258 |
0.6% |
37% |
False |
False |
1,225,935 |
| 40 |
133-000 |
128-030 |
4-290 |
3.8% |
0-195 |
0.5% |
25% |
False |
False |
619,724 |
| 60 |
133-000 |
128-030 |
4-290 |
3.8% |
0-151 |
0.4% |
25% |
False |
False |
413,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-071 |
|
2.618 |
131-089 |
|
1.618 |
130-224 |
|
1.000 |
130-110 |
|
0.618 |
130-039 |
|
HIGH |
129-245 |
|
0.618 |
129-174 |
|
0.500 |
129-152 |
|
0.382 |
129-131 |
|
LOW |
129-060 |
|
0.618 |
128-266 |
|
1.000 |
128-195 |
|
1.618 |
128-081 |
|
2.618 |
127-216 |
|
4.250 |
126-234 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-152 |
129-086 |
| PP |
129-135 |
129-072 |
| S1 |
129-118 |
129-058 |
|