ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-040 |
131-090 |
0-050 |
0.1% |
131-285 |
High |
131-235 |
131-195 |
-0-040 |
-0.1% |
132-105 |
Low |
130-280 |
131-050 |
0-090 |
0.2% |
130-280 |
Close |
131-085 |
131-110 |
0-025 |
0.1% |
131-110 |
Range |
0-275 |
0-145 |
-0-130 |
-47.3% |
1-145 |
ATR |
0-188 |
0-185 |
-0-003 |
-1.6% |
0-000 |
Volume |
2,443,629 |
1,393,877 |
-1,049,752 |
-43.0% |
9,694,833 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-233 |
132-157 |
131-190 |
|
R3 |
132-088 |
132-012 |
131-150 |
|
R2 |
131-263 |
131-263 |
131-137 |
|
R1 |
131-187 |
131-187 |
131-123 |
131-225 |
PP |
131-118 |
131-118 |
131-118 |
131-138 |
S1 |
131-042 |
131-042 |
131-097 |
131-080 |
S2 |
130-293 |
130-293 |
131-083 |
|
S3 |
130-148 |
130-217 |
131-070 |
|
S4 |
130-003 |
130-072 |
131-030 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-280 |
135-020 |
132-046 |
|
R3 |
134-135 |
133-195 |
131-238 |
|
R2 |
132-310 |
132-310 |
131-195 |
|
R1 |
132-050 |
132-050 |
131-153 |
131-268 |
PP |
131-165 |
131-165 |
131-165 |
131-114 |
S1 |
130-225 |
130-225 |
131-067 |
130-122 |
S2 |
130-020 |
130-020 |
131-025 |
|
S3 |
128-195 |
129-080 |
130-302 |
|
S4 |
127-050 |
127-255 |
130-174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-105 |
130-280 |
1-145 |
1.1% |
0-229 |
0.5% |
32% |
False |
False |
1,938,966 |
10 |
132-170 |
130-280 |
1-210 |
1.3% |
0-216 |
0.5% |
28% |
False |
False |
1,732,234 |
20 |
133-250 |
130-280 |
2-290 |
2.2% |
0-181 |
0.4% |
16% |
False |
False |
1,435,876 |
40 |
133-250 |
130-280 |
2-290 |
2.2% |
0-162 |
0.4% |
16% |
False |
False |
1,266,197 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-161 |
0.4% |
36% |
False |
False |
1,242,035 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-160 |
0.4% |
42% |
False |
False |
1,001,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-171 |
2.618 |
132-255 |
1.618 |
132-110 |
1.000 |
132-020 |
0.618 |
131-285 |
HIGH |
131-195 |
0.618 |
131-140 |
0.500 |
131-122 |
0.382 |
131-105 |
LOW |
131-050 |
0.618 |
130-280 |
1.000 |
130-225 |
1.618 |
130-135 |
2.618 |
129-310 |
4.250 |
129-074 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
131-122 |
131-192 |
PP |
131-118 |
131-165 |
S1 |
131-114 |
131-138 |
|