ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-095 |
131-285 |
-0-130 |
-0.3% |
131-315 |
High |
132-170 |
132-035 |
-0-135 |
-0.3% |
132-170 |
Low |
131-250 |
131-205 |
-0-045 |
-0.1% |
131-160 |
Close |
131-275 |
131-260 |
-0-015 |
0.0% |
131-275 |
Range |
0-240 |
0-150 |
-0-090 |
-37.5% |
1-010 |
ATR |
0-165 |
0-164 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,484,973 |
1,190,631 |
-294,342 |
-19.8% |
7,627,510 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-083 |
133-002 |
132-022 |
|
R3 |
132-253 |
132-172 |
131-301 |
|
R2 |
132-103 |
132-103 |
131-288 |
|
R1 |
132-022 |
132-022 |
131-274 |
131-308 |
PP |
131-273 |
131-273 |
131-273 |
131-256 |
S1 |
131-192 |
131-192 |
131-246 |
131-158 |
S2 |
131-123 |
131-123 |
131-232 |
|
S3 |
130-293 |
131-042 |
131-219 |
|
S4 |
130-143 |
130-212 |
131-178 |
|
|
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% |
0-205 |
0.5% |
30% |
False |
False |
1,500,771 |
10 |
132-315 |
131-160 |
1-155 |
1.1% |
0-177 |
0.4% |
21% |
False |
False |
1,395,958 |
20 |
133-250 |
131-160 |
2-090 |
1.7% |
0-156 |
0.4% |
14% |
False |
False |
1,217,881 |
40 |
133-250 |
131-030 |
2-220 |
2.0% |
0-155 |
0.4% |
27% |
False |
False |
1,177,606 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-157 |
0.4% |
48% |
False |
False |
1,179,134 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-155 |
0.4% |
53% |
False |
False |
895,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-032 |
2.618 |
133-108 |
1.618 |
132-278 |
1.000 |
132-185 |
0.618 |
132-128 |
HIGH |
132-035 |
0.618 |
131-298 |
0.500 |
131-280 |
0.382 |
131-262 |
LOW |
131-205 |
0.618 |
131-112 |
1.000 |
131-055 |
1.618 |
130-282 |
2.618 |
130-132 |
4.250 |
129-208 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-280 |
132-028 |
PP |
131-273 |
131-318 |
S1 |
131-267 |
131-289 |
|