ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-095 |
130-055 |
-1-040 |
-0.9% |
131-285 |
High |
131-125 |
130-180 |
-0-265 |
-0.6% |
132-105 |
Low |
130-025 |
129-190 |
-0-155 |
-0.4% |
130-280 |
Close |
130-125 |
130-150 |
0-025 |
0.1% |
131-110 |
Range |
1-100 |
0-310 |
-0-110 |
-26.2% |
1-145 |
ATR |
0-202 |
0-210 |
0-008 |
3.8% |
0-000 |
Volume |
2,983,900 |
3,416,985 |
433,085 |
14.5% |
9,694,833 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-037 |
132-243 |
131-000 |
|
R3 |
132-047 |
131-253 |
130-235 |
|
R2 |
131-057 |
131-057 |
130-207 |
|
R1 |
130-263 |
130-263 |
130-178 |
131-000 |
PP |
130-067 |
130-067 |
130-067 |
130-095 |
S1 |
129-273 |
129-273 |
130-122 |
130-010 |
S2 |
129-077 |
129-077 |
130-093 |
|
S3 |
128-087 |
128-283 |
130-065 |
|
S4 |
127-097 |
127-293 |
129-300 |
|
|
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 |
129-190 |
2-235 |
2.1% |
0-308 |
0.7% |
32% |
False |
True |
2,648,586 |
10 |
132-170 |
129-190 |
2-300 |
2.3% |
0-254 |
0.6% |
30% |
False |
True |
2,090,847 |
20 |
133-250 |
129-190 |
4-060 |
3.2% |
0-208 |
0.5% |
21% |
False |
True |
1,663,100 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-173 |
0.4% |
21% |
False |
True |
1,391,124 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-169 |
0.4% |
21% |
False |
True |
1,314,819 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-164 |
0.4% |
21% |
False |
True |
1,081,061 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-151 |
0.4% |
21% |
False |
True |
866,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-218 |
2.618 |
133-032 |
1.618 |
132-042 |
1.000 |
131-170 |
0.618 |
131-052 |
HIGH |
130-180 |
0.618 |
130-062 |
0.500 |
130-025 |
0.382 |
129-308 |
LOW |
129-190 |
0.618 |
128-318 |
1.000 |
128-200 |
1.618 |
128-008 |
2.618 |
127-018 |
4.250 |
125-152 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-108 |
130-192 |
PP |
130-067 |
130-178 |
S1 |
130-025 |
130-164 |
|