ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-280 |
0-130 |
0.3% |
126-120 |
| High |
125-230 |
126-160 |
0-250 |
0.6% |
127-025 |
| Low |
125-050 |
125-270 |
0-220 |
0.5% |
124-155 |
| Close |
125-090 |
126-100 |
1-010 |
0.8% |
124-210 |
| Range |
0-180 |
0-210 |
0-030 |
16.7% |
2-190 |
| ATR |
0-286 |
0-293 |
0-007 |
2.6% |
0-000 |
| Volume |
1,149,948 |
1,274,382 |
124,434 |
10.8% |
4,269,014 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-060 |
127-290 |
126-216 |
|
| R3 |
127-170 |
127-080 |
126-158 |
|
| R2 |
126-280 |
126-280 |
126-138 |
|
| R1 |
126-190 |
126-190 |
126-119 |
126-235 |
| PP |
126-070 |
126-070 |
126-070 |
126-092 |
| S1 |
125-300 |
125-300 |
126-081 |
126-025 |
| S2 |
125-180 |
125-180 |
126-062 |
|
| S3 |
124-290 |
125-090 |
126-042 |
|
| S4 |
124-080 |
124-200 |
125-304 |
|
|
| 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 |
126-195 |
124-115 |
2-080 |
1.8% |
0-308 |
0.8% |
87% |
False |
False |
1,206,163 |
| 10 |
127-025 |
124-115 |
2-230 |
2.2% |
0-271 |
0.7% |
72% |
False |
False |
1,131,480 |
| 20 |
129-255 |
124-115 |
5-140 |
4.3% |
0-297 |
0.7% |
36% |
False |
False |
1,352,225 |
| 40 |
131-200 |
124-115 |
7-085 |
5.8% |
0-278 |
0.7% |
27% |
False |
False |
1,199,899 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-221 |
0.5% |
23% |
False |
False |
802,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-092 |
|
2.618 |
128-070 |
|
1.618 |
127-180 |
|
1.000 |
127-050 |
|
0.618 |
126-290 |
|
HIGH |
126-160 |
|
0.618 |
126-080 |
|
0.500 |
126-055 |
|
0.382 |
126-030 |
|
LOW |
125-270 |
|
0.618 |
125-140 |
|
1.000 |
125-060 |
|
1.618 |
124-250 |
|
2.618 |
124-040 |
|
4.250 |
123-018 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-085 |
126-047 |
| PP |
126-070 |
125-313 |
| S1 |
126-055 |
125-260 |
|