ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
130-055 |
130-180 |
0-125 |
0.3% |
131-285 |
High |
130-180 |
130-230 |
0-050 |
0.1% |
132-105 |
Low |
129-190 |
130-055 |
0-185 |
0.4% |
130-280 |
Close |
130-150 |
130-155 |
0-005 |
0.0% |
131-110 |
Range |
0-310 |
0-175 |
-0-135 |
-43.5% |
1-145 |
ATR |
0-210 |
0-207 |
-0-002 |
-1.2% |
0-000 |
Volume |
3,416,985 |
1,749,474 |
-1,667,511 |
-48.8% |
9,694,833 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-032 |
131-268 |
130-251 |
|
R3 |
131-177 |
131-093 |
130-203 |
|
R2 |
131-002 |
131-002 |
130-187 |
|
R1 |
130-238 |
130-238 |
130-171 |
130-192 |
PP |
130-147 |
130-147 |
130-147 |
130-124 |
S1 |
130-063 |
130-063 |
130-139 |
130-018 |
S2 |
129-292 |
129-292 |
130-123 |
|
S3 |
129-117 |
129-208 |
130-107 |
|
S4 |
128-262 |
129-033 |
130-059 |
|
|
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 |
131-235 |
129-190 |
2-045 |
1.6% |
0-265 |
0.6% |
42% |
False |
False |
2,397,573 |
10 |
132-170 |
129-190 |
2-300 |
2.3% |
0-255 |
0.6% |
30% |
False |
False |
2,104,331 |
20 |
133-230 |
129-190 |
4-040 |
3.2% |
0-208 |
0.5% |
22% |
False |
False |
1,710,964 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-172 |
0.4% |
21% |
False |
False |
1,401,986 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-170 |
0.4% |
21% |
False |
False |
1,328,508 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-163 |
0.4% |
21% |
False |
False |
1,102,798 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-152 |
0.4% |
21% |
False |
False |
883,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-014 |
2.618 |
132-048 |
1.618 |
131-193 |
1.000 |
131-085 |
0.618 |
131-018 |
HIGH |
130-230 |
0.618 |
130-163 |
0.500 |
130-142 |
0.382 |
130-122 |
LOW |
130-055 |
0.618 |
129-267 |
1.000 |
129-200 |
1.618 |
129-092 |
2.618 |
128-237 |
4.250 |
127-271 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-151 |
130-158 |
PP |
130-147 |
130-157 |
S1 |
130-142 |
130-156 |
|