ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-260 |
132-000 |
0-060 |
0.1% |
131-315 |
High |
132-030 |
132-105 |
0-075 |
0.2% |
132-170 |
Low |
131-165 |
131-035 |
-0-130 |
-0.3% |
131-160 |
Close |
131-290 |
131-075 |
-0-215 |
-0.5% |
131-275 |
Range |
0-185 |
1-070 |
0-205 |
110.8% |
1-010 |
ATR |
0-165 |
0-181 |
0-016 |
9.7% |
0-000 |
Volume |
1,662,154 |
3,004,542 |
1,342,388 |
80.8% |
7,627,510 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-068 |
134-142 |
131-290 |
|
R3 |
133-318 |
133-072 |
131-182 |
|
R2 |
132-248 |
132-248 |
131-146 |
|
R1 |
132-002 |
132-002 |
131-111 |
131-250 |
PP |
131-178 |
131-178 |
131-178 |
131-142 |
S1 |
130-252 |
130-252 |
131-039 |
130-180 |
S2 |
130-108 |
130-108 |
131-004 |
|
S3 |
129-038 |
129-182 |
130-288 |
|
S4 |
127-288 |
128-112 |
130-180 |
|
|
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 |
131-035 |
1-135 |
1.1% |
0-245 |
0.6% |
9% |
False |
True |
1,811,089 |
10 |
132-315 |
131-035 |
1-280 |
1.4% |
0-212 |
0.5% |
7% |
False |
True |
1,669,516 |
20 |
133-250 |
131-035 |
2-215 |
2.0% |
0-171 |
0.4% |
5% |
False |
True |
1,329,114 |
40 |
133-250 |
131-035 |
2-215 |
2.0% |
0-160 |
0.4% |
5% |
False |
True |
1,232,285 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-158 |
0.4% |
33% |
False |
False |
1,220,698 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-158 |
0.4% |
39% |
False |
False |
953,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-162 |
2.618 |
135-166 |
1.618 |
134-096 |
1.000 |
133-175 |
0.618 |
133-026 |
HIGH |
132-105 |
0.618 |
131-276 |
0.500 |
131-230 |
0.382 |
131-184 |
LOW |
131-035 |
0.618 |
130-114 |
1.000 |
129-285 |
1.618 |
129-044 |
2.618 |
127-294 |
4.250 |
125-298 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-230 |
131-230 |
PP |
131-178 |
131-178 |
S1 |
131-127 |
131-127 |
|