ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
133-210 |
132-295 |
-0-235 |
-0.5% |
133-120 |
High |
133-230 |
132-300 |
-0-250 |
-0.6% |
133-250 |
Low |
132-245 |
132-205 |
-0-040 |
-0.1% |
132-245 |
Close |
132-275 |
132-215 |
-0-060 |
-0.1% |
132-275 |
Range |
0-305 |
0-095 |
-0-210 |
-68.9% |
1-005 |
ATR |
0-147 |
0-143 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,815,301 |
747,942 |
-1,067,359 |
-58.8% |
5,505,809 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-205 |
133-145 |
132-267 |
|
R3 |
133-110 |
133-050 |
132-241 |
|
R2 |
133-015 |
133-015 |
132-232 |
|
R1 |
132-275 |
132-275 |
132-224 |
132-258 |
PP |
132-240 |
132-240 |
132-240 |
132-231 |
S1 |
132-180 |
132-180 |
132-206 |
132-162 |
S2 |
132-145 |
132-145 |
132-198 |
|
S3 |
132-050 |
132-085 |
132-189 |
|
S4 |
131-275 |
131-310 |
132-163 |
|
|
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 |
132-205 |
1-045 |
0.9% |
0-158 |
0.4% |
3% |
False |
True |
1,111,081 |
10 |
133-250 |
132-205 |
1-045 |
0.9% |
0-136 |
0.3% |
3% |
False |
True |
1,039,805 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-132 |
0.3% |
24% |
False |
False |
1,062,920 |
40 |
133-250 |
130-015 |
3-235 |
2.8% |
0-150 |
0.4% |
70% |
False |
False |
1,119,227 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-149 |
0.4% |
72% |
False |
False |
959,170 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-143 |
0.3% |
74% |
False |
False |
721,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-064 |
2.618 |
133-229 |
1.618 |
133-134 |
1.000 |
133-075 |
0.618 |
133-039 |
HIGH |
132-300 |
0.618 |
132-264 |
0.500 |
132-252 |
0.382 |
132-241 |
LOW |
132-205 |
0.618 |
132-146 |
1.000 |
132-110 |
1.618 |
132-051 |
2.618 |
131-276 |
4.250 |
131-121 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-252 |
133-058 |
PP |
132-240 |
133-003 |
S1 |
132-228 |
132-269 |
|