ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-245 |
132-215 |
-0-030 |
-0.1% |
133-120 |
High |
132-285 |
132-280 |
-0-005 |
0.0% |
133-250 |
Low |
132-170 |
132-170 |
0-000 |
0.0% |
132-245 |
Close |
132-200 |
132-250 |
0-050 |
0.1% |
132-275 |
Range |
0-115 |
0-110 |
-0-005 |
-4.3% |
1-005 |
ATR |
0-141 |
0-139 |
-0-002 |
-1.6% |
0-000 |
Volume |
870,605 |
1,060,507 |
189,902 |
21.8% |
5,505,809 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-243 |
133-197 |
132-310 |
|
R3 |
133-133 |
133-087 |
132-280 |
|
R2 |
133-023 |
133-023 |
132-270 |
|
R1 |
132-297 |
132-297 |
132-260 |
133-000 |
PP |
132-233 |
132-233 |
132-233 |
132-245 |
S1 |
132-187 |
132-187 |
132-240 |
132-210 |
S2 |
132-123 |
132-123 |
132-230 |
|
S3 |
132-013 |
132-077 |
132-220 |
|
S4 |
131-223 |
131-287 |
132-190 |
|
|
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 |
133-230 |
132-170 |
1-060 |
0.9% |
0-145 |
0.3% |
21% |
False |
True |
1,107,251 |
10 |
133-250 |
132-170 |
1-080 |
0.9% |
0-130 |
0.3% |
20% |
False |
True |
988,712 |
20 |
133-250 |
132-105 |
1-145 |
1.1% |
0-130 |
0.3% |
31% |
False |
False |
1,044,899 |
40 |
133-250 |
130-035 |
3-215 |
2.8% |
0-148 |
0.3% |
73% |
False |
False |
1,125,101 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-149 |
0.4% |
74% |
False |
False |
990,942 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-144 |
0.3% |
76% |
False |
False |
745,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-108 |
2.618 |
133-248 |
1.618 |
133-138 |
1.000 |
133-070 |
0.618 |
133-028 |
HIGH |
132-280 |
0.618 |
132-238 |
0.500 |
132-225 |
0.382 |
132-212 |
LOW |
132-170 |
0.618 |
132-102 |
1.000 |
132-060 |
1.618 |
131-312 |
2.618 |
131-202 |
4.250 |
131-022 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-242 |
132-245 |
PP |
132-233 |
132-240 |
S1 |
132-225 |
132-235 |
|