ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 07-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-295 |
132-245 |
-0-050 |
-0.1% |
133-120 |
High |
132-300 |
132-285 |
-0-015 |
0.0% |
133-250 |
Low |
132-205 |
132-170 |
-0-035 |
-0.1% |
132-245 |
Close |
132-215 |
132-200 |
-0-015 |
0.0% |
132-275 |
Range |
0-095 |
0-115 |
0-020 |
21.1% |
1-005 |
ATR |
0-143 |
0-141 |
-0-002 |
-1.4% |
0-000 |
Volume |
747,942 |
870,605 |
122,663 |
16.4% |
5,505,809 |
|
Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-243 |
133-177 |
132-263 |
|
R3 |
133-128 |
133-062 |
132-232 |
|
R2 |
133-013 |
133-013 |
132-221 |
|
R1 |
132-267 |
132-267 |
132-211 |
132-242 |
PP |
132-218 |
132-218 |
132-218 |
132-206 |
S1 |
132-152 |
132-152 |
132-189 |
132-128 |
S2 |
132-103 |
132-103 |
132-179 |
|
S3 |
131-308 |
132-037 |
132-168 |
|
S4 |
131-193 |
131-242 |
132-137 |
|
|
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 |
132-170 |
1-080 |
0.9% |
0-155 |
0.4% |
8% |
False |
True |
1,053,588 |
10 |
133-250 |
132-170 |
1-080 |
0.9% |
0-129 |
0.3% |
8% |
False |
True |
983,685 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-133 |
0.3% |
20% |
False |
False |
1,055,826 |
40 |
133-250 |
130-015 |
3-235 |
2.8% |
0-150 |
0.4% |
69% |
False |
False |
1,122,266 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-148 |
0.3% |
70% |
False |
False |
973,453 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-145 |
0.3% |
72% |
False |
False |
732,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-134 |
2.618 |
133-266 |
1.618 |
133-151 |
1.000 |
133-080 |
0.618 |
133-036 |
HIGH |
132-285 |
0.618 |
132-241 |
0.500 |
132-228 |
0.382 |
132-214 |
LOW |
132-170 |
0.618 |
132-099 |
1.000 |
132-055 |
1.618 |
131-304 |
2.618 |
131-189 |
4.250 |
131-001 |
|
|
Fisher Pivots for day following 07-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-228 |
133-040 |
PP |
132-218 |
132-307 |
S1 |
132-209 |
132-253 |
|