ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-280 |
132-095 |
0-135 |
0.3% |
131-315 |
High |
132-170 |
132-170 |
0-000 |
0.0% |
132-170 |
Low |
131-230 |
131-250 |
0-020 |
0.0% |
131-160 |
Close |
132-150 |
131-275 |
-0-195 |
-0.5% |
131-275 |
Range |
0-260 |
0-240 |
-0-020 |
-7.7% |
1-010 |
ATR |
0-159 |
0-165 |
0-006 |
3.6% |
0-000 |
Volume |
1,713,148 |
1,484,973 |
-228,175 |
-13.3% |
7,627,510 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-098 |
133-267 |
132-087 |
|
R3 |
133-178 |
133-027 |
132-021 |
|
R2 |
132-258 |
132-258 |
131-319 |
|
R1 |
132-107 |
132-107 |
131-297 |
132-062 |
PP |
132-018 |
132-018 |
132-018 |
131-316 |
S1 |
131-187 |
131-187 |
131-253 |
131-142 |
S2 |
131-098 |
131-098 |
131-231 |
|
S3 |
130-178 |
130-267 |
131-209 |
|
S4 |
129-258 |
130-027 |
131-143 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-018 |
134-157 |
132-136 |
|
R3 |
134-008 |
133-147 |
132-046 |
|
R2 |
132-318 |
132-318 |
132-016 |
|
R1 |
132-137 |
132-137 |
131-305 |
132-062 |
PP |
131-308 |
131-308 |
131-308 |
131-271 |
S1 |
131-127 |
131-127 |
131-245 |
131-052 |
S2 |
130-298 |
130-298 |
131-214 |
|
S3 |
129-288 |
130-117 |
131-184 |
|
S4 |
128-278 |
129-107 |
131-094 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-170 |
131-160 |
1-010 |
0.8% |
0-203 |
0.5% |
35% |
True |
False |
1,525,502 |
10 |
132-315 |
131-160 |
1-155 |
1.1% |
0-172 |
0.4% |
24% |
False |
False |
1,351,689 |
20 |
133-250 |
131-160 |
2-090 |
1.7% |
0-156 |
0.4% |
16% |
False |
False |
1,204,153 |
40 |
133-250 |
131-030 |
2-220 |
2.0% |
0-154 |
0.4% |
28% |
False |
False |
1,173,093 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-157 |
0.4% |
49% |
False |
False |
1,167,906 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-155 |
0.4% |
54% |
False |
False |
880,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-230 |
2.618 |
134-158 |
1.618 |
133-238 |
1.000 |
133-090 |
0.618 |
132-318 |
HIGH |
132-170 |
0.618 |
132-078 |
0.500 |
132-050 |
0.382 |
132-022 |
LOW |
131-250 |
0.618 |
131-102 |
1.000 |
131-010 |
1.618 |
130-182 |
2.618 |
129-262 |
4.250 |
128-190 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
132-050 |
132-005 |
PP |
132-018 |
131-308 |
S1 |
131-307 |
131-292 |
|