ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
132-000 |
131-040 |
-0-280 |
-0.7% |
131-315 |
High |
132-105 |
131-235 |
-0-190 |
-0.4% |
132-170 |
Low |
131-035 |
130-280 |
-0-075 |
-0.2% |
131-160 |
Close |
131-075 |
131-085 |
0-010 |
0.0% |
131-275 |
Range |
1-070 |
0-275 |
-0-115 |
-29.5% |
1-010 |
ATR |
0-181 |
0-188 |
0-007 |
3.7% |
0-000 |
Volume |
3,004,542 |
2,443,629 |
-560,913 |
-18.7% |
7,627,510 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-278 |
133-137 |
131-236 |
|
R3 |
133-003 |
132-182 |
131-161 |
|
R2 |
132-048 |
132-048 |
131-135 |
|
R1 |
131-227 |
131-227 |
131-110 |
131-298 |
PP |
131-093 |
131-093 |
131-093 |
131-129 |
S1 |
130-272 |
130-272 |
131-060 |
131-022 |
S2 |
130-138 |
130-138 |
131-035 |
|
S3 |
129-183 |
129-317 |
131-009 |
|
S4 |
128-228 |
129-042 |
130-254 |
|
|
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 |
130-280 |
1-210 |
1.3% |
0-248 |
0.6% |
24% |
False |
True |
1,957,185 |
10 |
132-245 |
130-280 |
1-285 |
1.4% |
0-230 |
0.5% |
21% |
False |
True |
1,784,005 |
20 |
133-250 |
130-280 |
2-290 |
2.2% |
0-180 |
0.4% |
13% |
False |
True |
1,408,106 |
40 |
133-250 |
130-280 |
2-290 |
2.2% |
0-162 |
0.4% |
13% |
False |
True |
1,259,339 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-160 |
0.4% |
33% |
False |
False |
1,240,755 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-160 |
0.4% |
40% |
False |
False |
984,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-124 |
2.618 |
133-315 |
1.618 |
133-040 |
1.000 |
132-190 |
0.618 |
132-085 |
HIGH |
131-235 |
0.618 |
131-130 |
0.500 |
131-098 |
0.382 |
131-065 |
LOW |
130-280 |
0.618 |
130-110 |
1.000 |
130-005 |
1.618 |
129-155 |
2.618 |
128-200 |
4.250 |
127-071 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-098 |
131-192 |
PP |
131-093 |
131-157 |
S1 |
131-089 |
131-121 |
|