ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
133-200 |
133-210 |
0-010 |
0.0% |
133-120 |
High |
133-230 |
133-230 |
0-000 |
0.0% |
133-250 |
Low |
133-130 |
132-245 |
-0-205 |
-0.5% |
132-245 |
Close |
133-205 |
132-275 |
-0-250 |
-0.6% |
132-275 |
Range |
0-100 |
0-305 |
0-205 |
205.0% |
1-005 |
ATR |
0-134 |
0-147 |
0-012 |
9.1% |
0-000 |
Volume |
1,041,902 |
1,815,301 |
773,399 |
74.2% |
5,505,809 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-312 |
135-118 |
133-123 |
|
R3 |
135-007 |
134-133 |
133-039 |
|
R2 |
134-022 |
134-022 |
133-011 |
|
R1 |
133-148 |
133-148 |
132-303 |
133-092 |
PP |
133-037 |
133-037 |
133-037 |
133-009 |
S1 |
132-163 |
132-163 |
132-247 |
132-108 |
S2 |
132-052 |
132-052 |
132-219 |
|
S3 |
131-067 |
131-178 |
132-191 |
|
S4 |
130-082 |
130-193 |
132-107 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-058 |
135-172 |
133-134 |
|
R3 |
135-053 |
134-167 |
133-044 |
|
R2 |
134-048 |
134-048 |
133-015 |
|
R1 |
133-162 |
133-162 |
132-305 |
133-102 |
PP |
133-043 |
133-043 |
133-043 |
133-014 |
S1 |
132-157 |
132-157 |
132-245 |
132-098 |
S2 |
132-038 |
132-038 |
132-215 |
|
S3 |
131-033 |
131-152 |
132-186 |
|
S4 |
130-028 |
130-147 |
132-096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-250 |
132-245 |
1-005 |
0.8% |
0-152 |
0.4% |
9% |
False |
True |
1,101,161 |
10 |
133-250 |
132-245 |
1-005 |
0.8% |
0-142 |
0.3% |
9% |
False |
True |
1,056,618 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-135 |
0.3% |
37% |
False |
False |
1,075,808 |
40 |
133-250 |
130-000 |
3-250 |
2.8% |
0-153 |
0.4% |
76% |
False |
False |
1,148,219 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-150 |
0.4% |
76% |
False |
False |
946,939 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-143 |
0.3% |
78% |
False |
False |
712,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-246 |
2.618 |
136-068 |
1.618 |
135-083 |
1.000 |
134-215 |
0.618 |
134-098 |
HIGH |
133-230 |
0.618 |
133-113 |
0.500 |
133-078 |
0.382 |
133-042 |
LOW |
132-245 |
0.618 |
132-057 |
1.000 |
131-260 |
1.618 |
131-072 |
2.618 |
130-087 |
4.250 |
128-229 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
133-078 |
133-088 |
PP |
133-037 |
133-043 |
S1 |
132-316 |
132-319 |
|