ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 29-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-025 |
133-120 |
0-095 |
0.2% |
132-305 |
High |
133-150 |
133-175 |
0-025 |
0.1% |
133-180 |
Low |
133-015 |
133-110 |
0-095 |
0.2% |
132-245 |
Close |
133-140 |
133-145 |
0-005 |
0.0% |
133-140 |
Range |
0-135 |
0-065 |
-0-070 |
-51.9% |
0-255 |
ATR |
0-141 |
0-136 |
-0-005 |
-3.9% |
0-000 |
Volume |
838,469 |
698,342 |
-140,127 |
-16.7% |
5,060,374 |
|
Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-018 |
133-307 |
133-181 |
|
R3 |
133-273 |
133-242 |
133-163 |
|
R2 |
133-208 |
133-208 |
133-157 |
|
R1 |
133-177 |
133-177 |
133-151 |
133-192 |
PP |
133-143 |
133-143 |
133-143 |
133-151 |
S1 |
133-112 |
133-112 |
133-139 |
133-128 |
S2 |
133-078 |
133-078 |
133-133 |
|
S3 |
133-013 |
133-047 |
133-127 |
|
S4 |
132-268 |
132-302 |
133-109 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-207 |
135-108 |
133-280 |
|
R3 |
134-272 |
134-173 |
133-210 |
|
R2 |
134-017 |
134-017 |
133-187 |
|
R1 |
133-238 |
133-238 |
133-163 |
133-288 |
PP |
133-082 |
133-082 |
133-082 |
133-106 |
S1 |
132-303 |
132-303 |
133-117 |
133-032 |
S2 |
132-147 |
132-147 |
133-093 |
|
S3 |
131-212 |
132-048 |
133-070 |
|
S4 |
130-277 |
131-113 |
133-000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-180 |
132-280 |
0-220 |
0.5% |
0-113 |
0.3% |
84% |
False |
False |
968,528 |
10 |
133-180 |
132-245 |
0-255 |
0.6% |
0-118 |
0.3% |
86% |
False |
False |
1,001,996 |
20 |
133-180 |
131-265 |
1-235 |
1.3% |
0-137 |
0.3% |
94% |
False |
False |
1,105,853 |
40 |
133-180 |
130-000 |
3-180 |
2.7% |
0-150 |
0.4% |
97% |
False |
False |
1,131,418 |
60 |
133-180 |
129-190 |
3-310 |
3.0% |
0-152 |
0.4% |
97% |
False |
False |
867,909 |
80 |
133-180 |
129-190 |
3-310 |
3.0% |
0-136 |
0.3% |
97% |
False |
False |
652,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-131 |
2.618 |
134-025 |
1.618 |
133-280 |
1.000 |
133-240 |
0.618 |
133-215 |
HIGH |
133-175 |
0.618 |
133-150 |
0.500 |
133-142 |
0.382 |
133-135 |
LOW |
133-110 |
0.618 |
133-070 |
1.000 |
133-045 |
1.618 |
133-005 |
2.618 |
132-260 |
4.250 |
132-154 |
|
|
Fisher Pivots for day following 29-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-144 |
133-120 |
PP |
133-143 |
133-095 |
S1 |
133-142 |
133-070 |
|