ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-185 |
131-280 |
0-095 |
0.2% |
132-295 |
High |
132-010 |
132-170 |
0-160 |
0.4% |
132-315 |
Low |
131-160 |
131-230 |
0-070 |
0.2% |
131-280 |
Close |
131-270 |
132-150 |
0-200 |
0.5% |
132-025 |
Range |
0-170 |
0-260 |
0-090 |
52.9% |
1-035 |
ATR |
0-152 |
0-159 |
0-008 |
5.1% |
0-000 |
Volume |
1,614,634 |
1,713,148 |
98,514 |
6.1% |
5,889,382 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-217 |
134-123 |
132-293 |
|
R3 |
133-277 |
133-183 |
132-222 |
|
R2 |
133-017 |
133-017 |
132-198 |
|
R1 |
132-243 |
132-243 |
132-174 |
132-290 |
PP |
132-077 |
132-077 |
132-077 |
132-100 |
S1 |
131-303 |
131-303 |
132-126 |
132-030 |
S2 |
131-137 |
131-137 |
132-102 |
|
S3 |
130-197 |
131-043 |
132-078 |
|
S4 |
129-257 |
130-103 |
132-007 |
|
|
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 |
132-245 |
131-160 |
1-085 |
1.0% |
0-212 |
0.5% |
77% |
False |
False |
1,610,824 |
10 |
133-230 |
131-160 |
2-070 |
1.7% |
0-178 |
0.4% |
44% |
False |
False |
1,384,722 |
20 |
133-250 |
131-160 |
2-090 |
1.7% |
0-148 |
0.3% |
42% |
False |
False |
1,173,841 |
40 |
133-250 |
131-030 |
2-220 |
2.0% |
0-151 |
0.4% |
51% |
False |
False |
1,163,965 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-156 |
0.4% |
65% |
False |
False |
1,144,407 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-153 |
0.4% |
69% |
False |
False |
862,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-315 |
2.618 |
134-211 |
1.618 |
133-271 |
1.000 |
133-110 |
0.618 |
133-011 |
HIGH |
132-170 |
0.618 |
132-071 |
0.500 |
132-040 |
0.382 |
132-009 |
LOW |
131-230 |
0.618 |
131-069 |
1.000 |
130-290 |
1.618 |
130-129 |
2.618 |
129-189 |
4.250 |
128-085 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-113 |
132-102 |
PP |
132-077 |
132-053 |
S1 |
132-040 |
132-005 |
|