ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-315 |
131-315 |
0-000 |
0.0% |
132-295 |
High |
132-055 |
132-050 |
-0-005 |
0.0% |
132-315 |
Low |
131-235 |
131-165 |
-0-070 |
-0.2% |
131-280 |
Close |
131-310 |
131-230 |
-0-080 |
-0.2% |
132-025 |
Range |
0-140 |
0-205 |
0-065 |
46.4% |
1-035 |
ATR |
0-146 |
0-150 |
0-004 |
2.9% |
0-000 |
Volume |
1,314,286 |
1,500,469 |
186,183 |
14.2% |
5,889,382 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-230 |
133-115 |
132-023 |
|
R3 |
133-025 |
132-230 |
131-286 |
|
R2 |
132-140 |
132-140 |
131-268 |
|
R1 |
132-025 |
132-025 |
131-249 |
131-300 |
PP |
131-255 |
131-255 |
131-255 |
131-232 |
S1 |
131-140 |
131-140 |
131-211 |
131-095 |
S2 |
131-050 |
131-050 |
131-192 |
|
S3 |
130-165 |
130-255 |
131-174 |
|
S4 |
129-280 |
130-050 |
131-117 |
|
|
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 |
131-165 |
1-150 |
1.1% |
0-167 |
0.4% |
14% |
False |
True |
1,417,118 |
10 |
133-250 |
131-165 |
2-085 |
1.7% |
0-161 |
0.4% |
9% |
False |
True |
1,235,353 |
20 |
133-250 |
131-165 |
2-085 |
1.7% |
0-139 |
0.3% |
9% |
False |
True |
1,126,142 |
40 |
133-250 |
131-025 |
2-225 |
2.1% |
0-150 |
0.4% |
24% |
False |
False |
1,147,306 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-153 |
0.4% |
45% |
False |
False |
1,089,885 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-150 |
0.4% |
51% |
False |
False |
820,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-281 |
2.618 |
133-267 |
1.618 |
133-062 |
1.000 |
132-255 |
0.618 |
132-177 |
HIGH |
132-050 |
0.618 |
131-292 |
0.500 |
131-268 |
0.382 |
131-243 |
LOW |
131-165 |
0.618 |
131-038 |
1.000 |
130-280 |
1.618 |
130-153 |
2.618 |
129-268 |
4.250 |
128-254 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-268 |
132-045 |
PP |
131-255 |
132-000 |
S1 |
131-242 |
131-275 |
|