ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
125-095 |
0-215 |
0.5% |
126-120 |
| High |
125-110 |
125-195 |
0-085 |
0.2% |
127-025 |
| Low |
124-115 |
125-040 |
0-245 |
0.6% |
124-155 |
| Close |
125-090 |
125-160 |
0-070 |
0.2% |
124-210 |
| Range |
0-315 |
0-155 |
-0-160 |
-50.8% |
2-190 |
| ATR |
0-304 |
0-294 |
-0-011 |
-3.5% |
0-000 |
| Volume |
1,050,649 |
826,053 |
-224,596 |
-21.4% |
4,269,014 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-277 |
126-213 |
125-245 |
|
| R3 |
126-122 |
126-058 |
125-203 |
|
| R2 |
125-287 |
125-287 |
125-188 |
|
| R1 |
125-223 |
125-223 |
125-174 |
125-255 |
| PP |
125-132 |
125-132 |
125-132 |
125-148 |
| S1 |
125-068 |
125-068 |
125-146 |
125-100 |
| S2 |
124-297 |
124-297 |
125-132 |
|
| S3 |
124-142 |
124-233 |
125-117 |
|
| S4 |
123-307 |
124-078 |
125-075 |
|
|
| 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 |
124-115 |
2-230 |
2.2% |
0-312 |
0.8% |
42% |
False |
False |
1,058,664 |
| 10 |
127-025 |
124-115 |
2-230 |
2.2% |
0-300 |
0.7% |
42% |
False |
False |
1,189,792 |
| 20 |
129-255 |
124-115 |
5-140 |
4.3% |
0-301 |
0.7% |
21% |
False |
False |
1,404,130 |
| 40 |
131-200 |
124-115 |
7-085 |
5.8% |
0-277 |
0.7% |
16% |
False |
False |
1,140,162 |
| 60 |
133-000 |
124-115 |
8-205 |
6.9% |
0-217 |
0.5% |
13% |
False |
False |
762,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-214 |
|
2.618 |
126-281 |
|
1.618 |
126-126 |
|
1.000 |
126-030 |
|
0.618 |
125-291 |
|
HIGH |
125-195 |
|
0.618 |
125-136 |
|
0.500 |
125-118 |
|
0.382 |
125-099 |
|
LOW |
125-040 |
|
0.618 |
124-264 |
|
1.000 |
124-205 |
|
1.618 |
124-109 |
|
2.618 |
123-274 |
|
4.250 |
123-021 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-146 |
125-158 |
| PP |
125-132 |
125-157 |
| S1 |
125-118 |
125-155 |
|