ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 09-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-215 |
132-240 |
0-025 |
0.1% |
133-120 |
High |
132-280 |
132-315 |
0-035 |
0.1% |
133-250 |
Low |
132-170 |
132-220 |
0-050 |
0.1% |
132-245 |
Close |
132-250 |
132-230 |
-0-020 |
0.0% |
132-275 |
Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
1-005 |
ATR |
0-139 |
0-136 |
-0-003 |
-2.3% |
0-000 |
Volume |
1,060,507 |
1,298,741 |
238,234 |
22.5% |
5,505,809 |
|
Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-220 |
133-160 |
132-282 |
|
R3 |
133-125 |
133-065 |
132-256 |
|
R2 |
133-030 |
133-030 |
132-247 |
|
R1 |
132-290 |
132-290 |
132-239 |
132-272 |
PP |
132-255 |
132-255 |
132-255 |
132-246 |
S1 |
132-195 |
132-195 |
132-221 |
132-178 |
S2 |
132-160 |
132-160 |
132-213 |
|
S3 |
132-065 |
132-100 |
132-204 |
|
S4 |
131-290 |
132-005 |
132-178 |
|
|
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% |
0-144 |
0.3% |
16% |
False |
False |
1,158,619 |
10 |
133-250 |
132-170 |
1-080 |
0.9% |
0-131 |
0.3% |
15% |
False |
False |
1,032,207 |
20 |
133-250 |
132-165 |
1-085 |
1.0% |
0-130 |
0.3% |
16% |
False |
False |
1,056,342 |
40 |
133-250 |
130-035 |
3-215 |
2.8% |
0-147 |
0.3% |
71% |
False |
False |
1,126,024 |
60 |
133-250 |
129-280 |
3-290 |
2.9% |
0-149 |
0.4% |
73% |
False |
False |
1,012,249 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-145 |
0.3% |
75% |
False |
False |
761,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-079 |
2.618 |
133-244 |
1.618 |
133-149 |
1.000 |
133-090 |
0.618 |
133-054 |
HIGH |
132-315 |
0.618 |
132-279 |
0.500 |
132-268 |
0.382 |
132-256 |
LOW |
132-220 |
0.618 |
132-161 |
1.000 |
132-125 |
1.618 |
132-066 |
2.618 |
131-291 |
4.250 |
131-136 |
|
|
Fisher Pivots for day following 09-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-268 |
132-242 |
PP |
132-255 |
132-238 |
S1 |
132-242 |
132-234 |
|