ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
125-095 |
125-150 |
0-055 |
0.1% |
126-120 |
| High |
125-195 |
125-230 |
0-035 |
0.1% |
127-025 |
| Low |
125-040 |
125-050 |
0-010 |
0.0% |
124-155 |
| Close |
125-160 |
125-090 |
-0-070 |
-0.2% |
124-210 |
| Range |
0-155 |
0-180 |
0-025 |
16.1% |
2-190 |
| ATR |
0-294 |
0-286 |
-0-008 |
-2.8% |
0-000 |
| Volume |
826,053 |
1,149,948 |
323,895 |
39.2% |
4,269,014 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-023 |
126-237 |
125-189 |
|
| R3 |
126-163 |
126-057 |
125-140 |
|
| R2 |
125-303 |
125-303 |
125-123 |
|
| R1 |
125-197 |
125-197 |
125-106 |
125-160 |
| PP |
125-123 |
125-123 |
125-123 |
125-105 |
| S1 |
125-017 |
125-017 |
125-074 |
124-300 |
| S2 |
124-263 |
124-263 |
125-057 |
|
| S3 |
124-083 |
124-157 |
125-040 |
|
| S4 |
123-223 |
123-297 |
124-311 |
|
|
| 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% |
1-003 |
0.8% |
34% |
False |
False |
1,126,125 |
| 10 |
127-025 |
124-115 |
2-230 |
2.2% |
0-286 |
0.7% |
34% |
False |
False |
1,144,811 |
| 20 |
129-255 |
124-115 |
5-140 |
4.3% |
0-296 |
0.7% |
17% |
False |
False |
1,358,228 |
| 40 |
131-200 |
124-115 |
7-085 |
5.8% |
0-278 |
0.7% |
13% |
False |
False |
1,168,626 |
| 60 |
133-000 |
124-115 |
8-205 |
6.9% |
0-219 |
0.5% |
11% |
False |
False |
781,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-035 |
|
2.618 |
127-061 |
|
1.618 |
126-201 |
|
1.000 |
126-090 |
|
0.618 |
126-021 |
|
HIGH |
125-230 |
|
0.618 |
125-161 |
|
0.500 |
125-140 |
|
0.382 |
125-119 |
|
LOW |
125-050 |
|
0.618 |
124-259 |
|
1.000 |
124-190 |
|
1.618 |
124-079 |
|
2.618 |
123-219 |
|
4.250 |
122-245 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-140 |
125-064 |
| PP |
125-123 |
125-038 |
| S1 |
125-107 |
125-012 |
|