ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-220 |
131-315 |
-0-225 |
-0.5% |
132-295 |
High |
132-245 |
132-055 |
-0-190 |
-0.4% |
132-315 |
Low |
131-280 |
131-235 |
-0-045 |
-0.1% |
131-280 |
Close |
132-025 |
131-310 |
-0-035 |
-0.1% |
132-025 |
Range |
0-285 |
0-140 |
-0-145 |
-50.9% |
1-035 |
ATR |
0-146 |
0-146 |
0-000 |
-0.3% |
0-000 |
Volume |
1,911,587 |
1,314,286 |
-597,301 |
-31.2% |
5,889,382 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-087 |
133-018 |
132-067 |
|
R3 |
132-267 |
132-198 |
132-028 |
|
R2 |
132-127 |
132-127 |
132-016 |
|
R1 |
132-058 |
132-058 |
132-003 |
132-022 |
PP |
131-307 |
131-307 |
131-307 |
131-289 |
S1 |
131-238 |
131-238 |
131-297 |
131-202 |
S2 |
131-167 |
131-167 |
131-284 |
|
S3 |
131-027 |
131-098 |
131-272 |
|
S4 |
130-207 |
130-278 |
131-233 |
|
|
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 |
131-235 |
1-080 |
0.9% |
0-149 |
0.4% |
19% |
False |
True |
1,291,145 |
10 |
133-250 |
131-235 |
2-015 |
1.6% |
0-154 |
0.4% |
11% |
False |
True |
1,201,113 |
20 |
133-250 |
131-235 |
2-015 |
1.6% |
0-136 |
0.3% |
11% |
False |
True |
1,101,554 |
40 |
133-250 |
131-025 |
2-225 |
2.0% |
0-150 |
0.4% |
33% |
False |
False |
1,143,532 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-151 |
0.4% |
52% |
False |
False |
1,065,103 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-150 |
0.4% |
57% |
False |
False |
802,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-010 |
2.618 |
133-102 |
1.618 |
132-282 |
1.000 |
132-195 |
0.618 |
132-142 |
HIGH |
132-055 |
0.618 |
132-002 |
0.500 |
131-305 |
0.382 |
131-288 |
LOW |
131-235 |
0.618 |
131-148 |
1.000 |
131-095 |
1.618 |
131-008 |
2.618 |
130-188 |
4.250 |
129-280 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-308 |
132-115 |
PP |
131-307 |
132-073 |
S1 |
131-305 |
132-032 |
|