ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-315 |
131-185 |
-0-130 |
-0.3% |
132-295 |
High |
132-050 |
132-010 |
-0-040 |
-0.1% |
132-315 |
Low |
131-165 |
131-160 |
-0-005 |
0.0% |
131-280 |
Close |
131-230 |
131-270 |
0-040 |
0.1% |
132-025 |
Range |
0-205 |
0-170 |
-0-035 |
-17.1% |
1-035 |
ATR |
0-150 |
0-152 |
0-001 |
0.9% |
0-000 |
Volume |
1,500,469 |
1,614,634 |
114,165 |
7.6% |
5,889,382 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-123 |
133-047 |
132-044 |
|
R3 |
132-273 |
132-197 |
131-317 |
|
R2 |
132-103 |
132-103 |
131-301 |
|
R1 |
132-027 |
132-027 |
131-286 |
132-065 |
PP |
131-253 |
131-253 |
131-253 |
131-272 |
S1 |
131-177 |
131-177 |
131-254 |
131-215 |
S2 |
131-083 |
131-083 |
131-239 |
|
S3 |
130-233 |
131-007 |
131-223 |
|
S4 |
130-063 |
130-157 |
131-176 |
|
|
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 |
131-160 |
1-155 |
1.1% |
0-179 |
0.4% |
23% |
False |
True |
1,527,943 |
10 |
133-230 |
131-160 |
2-070 |
1.7% |
0-162 |
0.4% |
15% |
False |
True |
1,317,597 |
20 |
133-250 |
131-160 |
2-090 |
1.7% |
0-140 |
0.3% |
15% |
False |
True |
1,145,703 |
40 |
133-250 |
131-030 |
2-220 |
2.0% |
0-149 |
0.4% |
28% |
False |
False |
1,148,311 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-153 |
0.4% |
49% |
False |
False |
1,116,369 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-151 |
0.4% |
54% |
False |
False |
841,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-092 |
2.618 |
133-135 |
1.618 |
132-285 |
1.000 |
132-180 |
0.618 |
132-115 |
HIGH |
132-010 |
0.618 |
131-265 |
0.500 |
131-245 |
0.382 |
131-225 |
LOW |
131-160 |
0.618 |
131-055 |
1.000 |
130-310 |
1.618 |
130-205 |
2.618 |
130-035 |
4.250 |
129-078 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-262 |
131-269 |
PP |
131-253 |
131-268 |
S1 |
131-245 |
131-268 |
|