ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-185 |
126-115 |
-0-070 |
-0.2% |
126-120 |
| High |
127-025 |
126-195 |
-0-150 |
-0.4% |
127-025 |
| Low |
126-060 |
124-155 |
-1-225 |
-1.3% |
124-155 |
| Close |
126-115 |
124-210 |
-1-225 |
-1.3% |
124-210 |
| Range |
0-285 |
2-040 |
1-075 |
138.6% |
2-190 |
| ATR |
0-275 |
0-303 |
0-029 |
10.6% |
0-000 |
| Volume |
874,195 |
1,729,783 |
855,588 |
97.9% |
4,269,014 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-200 |
130-085 |
125-264 |
|
| R3 |
129-160 |
128-045 |
125-077 |
|
| R2 |
127-120 |
127-120 |
125-015 |
|
| R1 |
126-005 |
126-005 |
124-272 |
125-202 |
| PP |
125-080 |
125-080 |
125-080 |
125-019 |
| S1 |
123-285 |
123-285 |
124-148 |
123-162 |
| S2 |
123-040 |
123-040 |
124-085 |
|
| S3 |
121-000 |
121-245 |
124-023 |
|
| S4 |
118-280 |
119-205 |
123-156 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-060 |
131-165 |
126-026 |
|
| R3 |
130-190 |
128-295 |
125-118 |
|
| R2 |
128-000 |
128-000 |
125-042 |
|
| R1 |
126-105 |
126-105 |
124-286 |
125-278 |
| PP |
125-130 |
125-130 |
125-130 |
125-056 |
| S1 |
123-235 |
123-235 |
124-134 |
123-088 |
| S2 |
122-260 |
122-260 |
124-058 |
|
| S3 |
120-070 |
121-045 |
123-302 |
|
| S4 |
117-200 |
118-175 |
123-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-025 |
124-155 |
2-190 |
2.1% |
1-004 |
0.8% |
7% |
False |
True |
1,141,016 |
| 10 |
127-120 |
124-155 |
2-285 |
2.3% |
1-016 |
0.8% |
6% |
False |
True |
1,388,635 |
| 20 |
130-035 |
124-155 |
5-200 |
4.5% |
0-307 |
0.8% |
3% |
False |
True |
1,481,178 |
| 40 |
132-050 |
124-155 |
7-215 |
6.2% |
0-274 |
0.7% |
2% |
False |
True |
1,093,801 |
| 60 |
133-000 |
124-155 |
8-165 |
6.8% |
0-212 |
0.5% |
2% |
False |
True |
731,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-205 |
|
2.618 |
132-055 |
|
1.618 |
130-015 |
|
1.000 |
128-235 |
|
0.618 |
127-295 |
|
HIGH |
126-195 |
|
0.618 |
125-255 |
|
0.500 |
125-175 |
|
0.382 |
125-095 |
|
LOW |
124-155 |
|
0.618 |
123-055 |
|
1.000 |
122-115 |
|
1.618 |
121-015 |
|
2.618 |
118-295 |
|
4.250 |
115-145 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-175 |
125-250 |
| PP |
125-080 |
125-130 |
| S1 |
124-305 |
125-010 |
|