ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
130-180 |
130-180 |
0-000 |
0.0% |
131-095 |
High |
130-230 |
130-300 |
0-070 |
0.2% |
131-125 |
Low |
130-055 |
129-260 |
-0-115 |
-0.3% |
129-190 |
Close |
130-155 |
130-080 |
-0-075 |
-0.2% |
130-080 |
Range |
0-175 |
1-040 |
0-185 |
105.7% |
1-255 |
ATR |
0-207 |
0-218 |
0-011 |
5.3% |
0-000 |
Volume |
1,749,474 |
586,449 |
-1,163,025 |
-66.5% |
8,736,808 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-227 |
133-033 |
130-278 |
|
R3 |
132-187 |
131-313 |
130-179 |
|
R2 |
131-147 |
131-147 |
130-146 |
|
R1 |
130-273 |
130-273 |
130-113 |
130-190 |
PP |
130-107 |
130-107 |
130-107 |
130-065 |
S1 |
129-233 |
129-233 |
130-047 |
129-150 |
S2 |
129-067 |
129-067 |
130-014 |
|
S3 |
128-027 |
128-193 |
129-301 |
|
S4 |
126-307 |
127-153 |
129-202 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-257 |
134-263 |
131-076 |
|
R3 |
134-002 |
133-008 |
130-238 |
|
R2 |
132-067 |
132-067 |
130-185 |
|
R1 |
131-073 |
131-073 |
130-133 |
130-262 |
PP |
130-132 |
130-132 |
130-132 |
130-066 |
S1 |
129-138 |
129-138 |
130-027 |
129-008 |
S2 |
128-197 |
128-197 |
129-295 |
|
S3 |
126-262 |
127-203 |
129-242 |
|
S4 |
125-007 |
125-268 |
129-084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-195 |
129-190 |
2-005 |
1.5% |
0-282 |
0.7% |
33% |
False |
False |
2,026,137 |
10 |
132-170 |
129-190 |
2-300 |
2.3% |
0-265 |
0.6% |
22% |
False |
False |
1,991,661 |
20 |
133-230 |
129-190 |
4-040 |
3.2% |
0-222 |
0.5% |
16% |
False |
False |
1,688,191 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-176 |
0.4% |
16% |
False |
False |
1,376,136 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-174 |
0.4% |
16% |
False |
False |
1,320,707 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-165 |
0.4% |
16% |
False |
False |
1,109,848 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-156 |
0.4% |
16% |
False |
False |
889,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-230 |
2.618 |
133-282 |
1.618 |
132-242 |
1.000 |
132-020 |
0.618 |
131-202 |
HIGH |
130-300 |
0.618 |
130-162 |
0.500 |
130-120 |
0.382 |
130-078 |
LOW |
129-260 |
0.618 |
129-038 |
1.000 |
128-220 |
1.618 |
127-318 |
2.618 |
126-278 |
4.250 |
125-010 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-120 |
130-085 |
PP |
130-107 |
130-083 |
S1 |
130-093 |
130-082 |
|