ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-240 |
132-220 |
-0-020 |
0.0% |
132-295 |
High |
132-315 |
132-245 |
-0-070 |
-0.2% |
132-315 |
Low |
132-220 |
131-280 |
-0-260 |
-0.6% |
131-280 |
Close |
132-230 |
132-025 |
-0-205 |
-0.5% |
132-025 |
Range |
0-095 |
0-285 |
0-190 |
200.0% |
1-035 |
ATR |
0-136 |
0-146 |
0-011 |
7.9% |
0-000 |
Volume |
1,298,741 |
1,911,587 |
612,846 |
47.2% |
5,889,382 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-292 |
134-123 |
132-182 |
|
R3 |
134-007 |
133-158 |
132-103 |
|
R2 |
133-042 |
133-042 |
132-077 |
|
R1 |
132-193 |
132-193 |
132-051 |
132-135 |
PP |
132-077 |
132-077 |
132-077 |
132-048 |
S1 |
131-228 |
131-228 |
131-319 |
131-170 |
S2 |
131-112 |
131-112 |
131-293 |
|
S3 |
130-147 |
130-263 |
131-267 |
|
S4 |
129-182 |
129-298 |
131-188 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-205 |
134-310 |
132-220 |
|
R3 |
134-170 |
133-275 |
132-123 |
|
R2 |
133-135 |
133-135 |
132-090 |
|
R1 |
132-240 |
132-240 |
132-058 |
132-170 |
PP |
132-100 |
132-100 |
132-100 |
132-065 |
S1 |
131-205 |
131-205 |
131-312 |
131-135 |
S2 |
131-065 |
131-065 |
131-280 |
|
S3 |
130-030 |
130-170 |
131-247 |
|
S4 |
128-315 |
129-135 |
131-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-315 |
131-280 |
1-035 |
0.8% |
0-140 |
0.3% |
18% |
False |
True |
1,177,876 |
10 |
133-250 |
131-280 |
1-290 |
1.4% |
0-146 |
0.3% |
11% |
False |
True |
1,139,519 |
20 |
133-250 |
131-280 |
1-290 |
1.4% |
0-136 |
0.3% |
11% |
False |
True |
1,099,171 |
40 |
133-250 |
130-125 |
3-125 |
2.6% |
0-151 |
0.4% |
50% |
False |
False |
1,141,663 |
60 |
133-250 |
129-290 |
3-280 |
2.9% |
0-152 |
0.4% |
56% |
False |
False |
1,043,798 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-148 |
0.4% |
59% |
False |
False |
785,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-176 |
2.618 |
135-031 |
1.618 |
134-066 |
1.000 |
133-210 |
0.618 |
133-101 |
HIGH |
132-245 |
0.618 |
132-136 |
0.500 |
132-102 |
0.382 |
132-069 |
LOW |
131-280 |
0.618 |
131-104 |
1.000 |
130-315 |
1.618 |
130-139 |
2.618 |
129-174 |
4.250 |
128-029 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-102 |
132-138 |
PP |
132-077 |
132-100 |
S1 |
132-051 |
132-062 |
|