ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
125-160 |
124-150 |
-1-010 |
-0.8% |
125-250 |
| High |
125-170 |
125-220 |
0-050 |
0.1% |
125-270 |
| Low |
124-120 |
124-060 |
-0-060 |
-0.2% |
124-060 |
| Close |
124-120 |
125-210 |
1-090 |
1.0% |
125-210 |
| Range |
1-050 |
1-160 |
0-110 |
29.7% |
1-210 |
| ATR |
0-195 |
0-215 |
0-020 |
10.5% |
0-000 |
| Volume |
11,987 |
9,087 |
-2,900 |
-24.2% |
40,143 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-217 |
129-053 |
126-154 |
|
| R3 |
128-057 |
127-213 |
126-022 |
|
| R2 |
126-217 |
126-217 |
125-298 |
|
| R1 |
126-053 |
126-053 |
125-254 |
126-135 |
| PP |
125-057 |
125-057 |
125-057 |
125-098 |
| S1 |
124-213 |
124-213 |
125-166 |
124-295 |
| S2 |
123-217 |
123-217 |
125-122 |
|
| S3 |
122-057 |
123-053 |
125-078 |
|
| S4 |
120-217 |
121-213 |
124-266 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-063 |
129-187 |
126-182 |
|
| R3 |
128-173 |
127-297 |
126-036 |
|
| R2 |
126-283 |
126-283 |
125-307 |
|
| R1 |
126-087 |
126-087 |
125-259 |
125-240 |
| PP |
125-073 |
125-073 |
125-073 |
124-310 |
| S1 |
124-197 |
124-197 |
125-161 |
124-030 |
| S2 |
123-183 |
123-183 |
125-113 |
|
| S3 |
121-293 |
122-307 |
125-064 |
|
| S4 |
120-083 |
121-097 |
124-238 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-020 |
|
2.618 |
129-197 |
|
1.618 |
128-037 |
|
1.000 |
127-060 |
|
0.618 |
126-197 |
|
HIGH |
125-220 |
|
0.618 |
125-037 |
|
0.500 |
124-300 |
|
0.382 |
124-243 |
|
LOW |
124-060 |
|
0.618 |
123-083 |
|
1.000 |
122-220 |
|
1.618 |
121-243 |
|
2.618 |
120-083 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
125-133 |
125-133 |
| PP |
125-057 |
125-057 |
| S1 |
124-300 |
124-300 |
|