ECBOT 10 Year T-Note Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
127-025 |
0-095 |
0.2% |
126-050 |
| High |
127-050 |
127-100 |
0-050 |
0.1% |
127-100 |
| Low |
126-225 |
127-020 |
0-115 |
0.3% |
125-260 |
| Close |
127-030 |
127-035 |
0-005 |
0.0% |
127-030 |
| Range |
0-145 |
0-080 |
-0-065 |
-44.8% |
1-160 |
| ATR |
0-264 |
0-251 |
-0-013 |
-5.0% |
0-000 |
| Volume |
654,620 |
603,203 |
-51,417 |
-7.9% |
4,559,687 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-292 |
127-243 |
127-079 |
|
| R3 |
127-212 |
127-163 |
127-057 |
|
| R2 |
127-132 |
127-132 |
127-050 |
|
| R1 |
127-083 |
127-083 |
127-042 |
127-108 |
| PP |
127-052 |
127-052 |
127-052 |
127-064 |
| S1 |
127-003 |
127-003 |
127-028 |
127-028 |
| S2 |
126-292 |
126-292 |
127-020 |
|
| S3 |
126-212 |
126-243 |
127-013 |
|
| S4 |
126-132 |
126-163 |
126-311 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-077 |
130-213 |
127-294 |
|
| R3 |
129-237 |
129-053 |
127-162 |
|
| R2 |
128-077 |
128-077 |
127-118 |
|
| R1 |
127-213 |
127-213 |
127-074 |
127-305 |
| PP |
126-237 |
126-237 |
126-237 |
126-282 |
| S1 |
126-053 |
126-053 |
126-306 |
126-145 |
| S2 |
125-077 |
125-077 |
126-262 |
|
| S3 |
123-237 |
124-213 |
126-218 |
|
| S4 |
122-077 |
123-053 |
126-086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-100 |
126-110 |
0-310 |
0.8% |
0-175 |
0.4% |
79% |
True |
False |
880,150 |
| 10 |
127-100 |
125-040 |
2-060 |
1.7% |
0-191 |
0.5% |
91% |
True |
False |
938,589 |
| 20 |
127-100 |
124-115 |
2-305 |
2.3% |
0-258 |
0.6% |
93% |
True |
False |
1,121,546 |
| 40 |
130-205 |
124-115 |
6-090 |
4.9% |
0-271 |
0.7% |
44% |
False |
False |
1,336,672 |
| 60 |
133-000 |
124-115 |
8-205 |
6.8% |
0-237 |
0.6% |
32% |
False |
False |
904,358 |
| 80 |
133-000 |
124-115 |
8-205 |
6.8% |
0-196 |
0.5% |
32% |
False |
False |
678,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-120 |
|
2.618 |
127-309 |
|
1.618 |
127-229 |
|
1.000 |
127-180 |
|
0.618 |
127-149 |
|
HIGH |
127-100 |
|
0.618 |
127-069 |
|
0.500 |
127-060 |
|
0.382 |
127-051 |
|
LOW |
127-020 |
|
0.618 |
126-291 |
|
1.000 |
126-260 |
|
1.618 |
126-211 |
|
2.618 |
126-131 |
|
4.250 |
126-000 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-060 |
127-019 |
| PP |
127-052 |
127-003 |
| S1 |
127-043 |
126-308 |
|