ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-090 |
131-095 |
0-005 |
0.0% |
131-285 |
High |
131-195 |
131-125 |
-0-070 |
-0.2% |
132-105 |
Low |
131-050 |
130-025 |
-1-025 |
-0.8% |
130-280 |
Close |
131-110 |
130-125 |
-0-305 |
-0.7% |
131-110 |
Range |
0-145 |
1-100 |
0-275 |
189.7% |
1-145 |
ATR |
0-185 |
0-202 |
0-017 |
9.1% |
0-000 |
Volume |
1,393,877 |
2,983,900 |
1,590,023 |
114.1% |
9,694,833 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-178 |
133-252 |
131-036 |
|
R3 |
133-078 |
132-152 |
130-240 |
|
R2 |
131-298 |
131-298 |
130-202 |
|
R1 |
131-052 |
131-052 |
130-164 |
130-285 |
PP |
130-198 |
130-198 |
130-198 |
130-155 |
S1 |
129-272 |
129-272 |
130-086 |
129-185 |
S2 |
129-098 |
129-098 |
130-048 |
|
S3 |
127-318 |
128-172 |
130-010 |
|
S4 |
126-218 |
127-072 |
129-214 |
|
|
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 |
130-025 |
2-080 |
1.7% |
0-283 |
0.7% |
14% |
False |
True |
2,297,620 |
10 |
132-170 |
130-025 |
2-145 |
1.9% |
0-244 |
0.6% |
13% |
False |
True |
1,899,195 |
20 |
133-250 |
130-025 |
3-225 |
2.8% |
0-199 |
0.5% |
8% |
False |
True |
1,550,154 |
40 |
133-250 |
130-025 |
3-225 |
2.8% |
0-168 |
0.4% |
8% |
False |
True |
1,328,003 |
60 |
133-250 |
130-000 |
3-250 |
2.9% |
0-166 |
0.4% |
10% |
False |
False |
1,270,997 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-164 |
0.4% |
19% |
False |
False |
1,038,471 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-149 |
0.4% |
19% |
False |
False |
831,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-310 |
2.618 |
134-265 |
1.618 |
133-165 |
1.000 |
132-225 |
0.618 |
132-065 |
HIGH |
131-125 |
0.618 |
130-285 |
0.500 |
130-235 |
0.382 |
130-185 |
LOW |
130-025 |
0.618 |
129-085 |
1.000 |
128-245 |
1.618 |
127-305 |
2.618 |
126-205 |
4.250 |
124-160 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-235 |
130-290 |
PP |
130-198 |
130-235 |
S1 |
130-162 |
130-180 |
|