ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 02-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
Open |
133-115 |
133-200 |
0-085 |
0.2% |
132-305 |
High |
133-250 |
133-230 |
-0-020 |
0.0% |
133-180 |
Low |
133-090 |
133-130 |
0-040 |
0.1% |
132-245 |
Close |
133-195 |
133-205 |
0-010 |
0.0% |
133-140 |
Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
0-255 |
ATR |
0-137 |
0-134 |
-0-003 |
-1.9% |
0-000 |
Volume |
792,192 |
1,041,902 |
249,710 |
31.5% |
5,060,374 |
|
Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-168 |
134-127 |
133-260 |
|
R3 |
134-068 |
134-027 |
133-232 |
|
R2 |
133-288 |
133-288 |
133-223 |
|
R1 |
133-247 |
133-247 |
133-214 |
133-268 |
PP |
133-188 |
133-188 |
133-188 |
133-199 |
S1 |
133-147 |
133-147 |
133-196 |
133-168 |
S2 |
133-088 |
133-088 |
133-187 |
|
S3 |
132-308 |
133-047 |
133-178 |
|
S4 |
132-208 |
132-267 |
133-150 |
|
|
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 |
133-015 |
0-235 |
0.5% |
0-118 |
0.3% |
81% |
False |
False |
905,795 |
10 |
133-250 |
132-245 |
1-005 |
0.8% |
0-118 |
0.3% |
86% |
False |
False |
962,961 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-131 |
0.3% |
90% |
False |
False |
1,064,081 |
40 |
133-250 |
130-000 |
3-250 |
2.8% |
0-151 |
0.4% |
96% |
False |
False |
1,136,965 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-147 |
0.3% |
96% |
False |
False |
917,067 |
80 |
133-250 |
129-190 |
4-060 |
3.1% |
0-139 |
0.3% |
97% |
False |
False |
689,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-015 |
2.618 |
134-172 |
1.618 |
134-072 |
1.000 |
134-010 |
0.618 |
133-292 |
HIGH |
133-230 |
0.618 |
133-192 |
0.500 |
133-180 |
0.382 |
133-168 |
LOW |
133-130 |
0.618 |
133-068 |
1.000 |
133-030 |
1.618 |
132-288 |
2.618 |
132-188 |
4.250 |
132-025 |
|
|
Fisher Pivots for day following 02-May-2013 |
Pivot |
1 day |
3 day |
R1 |
133-197 |
133-193 |
PP |
133-188 |
133-182 |
S1 |
133-180 |
133-170 |
|