ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
133-120 |
133-135 |
0-015 |
0.0% |
132-305 |
High |
133-175 |
133-240 |
0-065 |
0.2% |
133-180 |
Low |
133-110 |
133-110 |
0-000 |
0.0% |
132-245 |
Close |
133-145 |
133-115 |
-0-030 |
-0.1% |
133-140 |
Range |
0-065 |
0-130 |
0-065 |
100.0% |
0-255 |
ATR |
0-136 |
0-135 |
0-000 |
-0.3% |
0-000 |
Volume |
698,342 |
1,158,072 |
459,730 |
65.8% |
5,060,374 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-225 |
134-140 |
133-186 |
|
R3 |
134-095 |
134-010 |
133-151 |
|
R2 |
133-285 |
133-285 |
133-139 |
|
R1 |
133-200 |
133-200 |
133-127 |
133-178 |
PP |
133-155 |
133-155 |
133-155 |
133-144 |
S1 |
133-070 |
133-070 |
133-103 |
133-048 |
S2 |
133-025 |
133-025 |
133-091 |
|
S3 |
132-215 |
132-260 |
133-079 |
|
S4 |
132-085 |
132-130 |
133-044 |
|
|
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 |
133-240 |
132-280 |
0-280 |
0.7% |
0-103 |
0.2% |
55% |
True |
False |
913,783 |
10 |
133-240 |
132-245 |
0-315 |
0.7% |
0-116 |
0.3% |
60% |
True |
False |
1,016,932 |
20 |
133-240 |
131-265 |
1-295 |
1.4% |
0-138 |
0.3% |
80% |
True |
False |
1,119,148 |
40 |
133-240 |
130-000 |
3-240 |
2.8% |
0-150 |
0.4% |
90% |
True |
False |
1,140,679 |
60 |
133-240 |
129-190 |
4-050 |
3.1% |
0-150 |
0.4% |
91% |
True |
False |
887,048 |
80 |
133-240 |
129-190 |
4-050 |
3.1% |
0-137 |
0.3% |
91% |
True |
False |
666,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-152 |
2.618 |
134-260 |
1.618 |
134-130 |
1.000 |
134-050 |
0.618 |
134-000 |
HIGH |
133-240 |
0.618 |
133-190 |
0.500 |
133-175 |
0.382 |
133-160 |
LOW |
133-110 |
0.618 |
133-030 |
1.000 |
132-300 |
1.618 |
132-220 |
2.618 |
132-090 |
4.250 |
131-198 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
133-175 |
133-128 |
PP |
133-155 |
133-123 |
S1 |
133-135 |
133-119 |
|