ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
133-135 |
133-115 |
-0-020 |
0.0% |
132-305 |
High |
133-240 |
133-250 |
0-010 |
0.0% |
133-180 |
Low |
133-110 |
133-090 |
-0-020 |
0.0% |
132-245 |
Close |
133-115 |
133-195 |
0-080 |
0.2% |
133-140 |
Range |
0-130 |
0-160 |
0-030 |
23.1% |
0-255 |
ATR |
0-135 |
0-137 |
0-002 |
1.3% |
0-000 |
Volume |
1,158,072 |
792,192 |
-365,880 |
-31.6% |
5,060,374 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-018 |
134-267 |
133-283 |
|
R3 |
134-178 |
134-107 |
133-239 |
|
R2 |
134-018 |
134-018 |
133-224 |
|
R1 |
133-267 |
133-267 |
133-210 |
133-302 |
PP |
133-178 |
133-178 |
133-178 |
133-196 |
S1 |
133-107 |
133-107 |
133-180 |
133-142 |
S2 |
133-018 |
133-018 |
133-166 |
|
S3 |
132-178 |
132-267 |
133-151 |
|
S4 |
132-018 |
132-107 |
133-107 |
|
|
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 |
133-250 |
132-285 |
0-285 |
0.7% |
0-114 |
0.3% |
81% |
True |
False |
870,173 |
10 |
133-250 |
132-245 |
1-005 |
0.8% |
0-118 |
0.3% |
83% |
True |
False |
973,808 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-135 |
0.3% |
88% |
True |
False |
1,093,008 |
40 |
133-250 |
130-000 |
3-250 |
2.8% |
0-152 |
0.4% |
95% |
True |
False |
1,137,280 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-147 |
0.3% |
96% |
True |
False |
900,077 |
80 |
133-250 |
129-190 |
4-060 |
3.1% |
0-138 |
0.3% |
96% |
True |
False |
676,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-290 |
2.618 |
135-029 |
1.618 |
134-189 |
1.000 |
134-090 |
0.618 |
134-029 |
HIGH |
133-250 |
0.618 |
133-189 |
0.500 |
133-170 |
0.382 |
133-151 |
LOW |
133-090 |
0.618 |
132-311 |
1.000 |
132-250 |
1.618 |
132-151 |
2.618 |
131-311 |
4.250 |
131-050 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
133-187 |
133-187 |
PP |
133-178 |
133-178 |
S1 |
133-170 |
133-170 |
|