ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-285 |
131-260 |
-0-025 |
-0.1% |
131-315 |
High |
132-035 |
132-030 |
-0-005 |
0.0% |
132-170 |
Low |
131-205 |
131-165 |
-0-040 |
-0.1% |
131-160 |
Close |
131-260 |
131-290 |
0-030 |
0.1% |
131-275 |
Range |
0-150 |
0-185 |
0-035 |
23.3% |
1-010 |
ATR |
0-164 |
0-165 |
0-002 |
0.9% |
0-000 |
Volume |
1,190,631 |
1,662,154 |
471,523 |
39.6% |
7,627,510 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-183 |
133-102 |
132-072 |
|
R3 |
132-318 |
132-237 |
132-021 |
|
R2 |
132-133 |
132-133 |
132-004 |
|
R1 |
132-052 |
132-052 |
131-307 |
132-092 |
PP |
131-268 |
131-268 |
131-268 |
131-289 |
S1 |
131-187 |
131-187 |
131-273 |
131-228 |
S2 |
131-083 |
131-083 |
131-256 |
|
S3 |
130-218 |
131-002 |
131-239 |
|
S4 |
130-033 |
130-137 |
131-188 |
|
|
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% |
0-201 |
0.5% |
39% |
False |
False |
1,533,108 |
10 |
132-315 |
131-160 |
1-155 |
1.1% |
0-184 |
0.4% |
27% |
False |
False |
1,475,113 |
20 |
133-250 |
131-160 |
2-090 |
1.7% |
0-156 |
0.4% |
18% |
False |
False |
1,229,399 |
40 |
133-250 |
131-100 |
2-150 |
1.9% |
0-154 |
0.4% |
24% |
False |
False |
1,185,243 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-154 |
0.4% |
50% |
False |
False |
1,193,737 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-154 |
0.4% |
55% |
False |
False |
916,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-176 |
2.618 |
133-194 |
1.618 |
133-009 |
1.000 |
132-215 |
0.618 |
132-144 |
HIGH |
132-030 |
0.618 |
131-279 |
0.500 |
131-258 |
0.382 |
131-236 |
LOW |
131-165 |
0.618 |
131-051 |
1.000 |
130-300 |
1.618 |
130-186 |
2.618 |
130-001 |
4.250 |
129-019 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-279 |
132-008 |
PP |
131-268 |
131-315 |
S1 |
131-258 |
131-302 |
|