ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-180 |
130-090 |
-0-090 |
-0.2% |
131-095 |
High |
130-300 |
130-300 |
0-000 |
0.0% |
131-125 |
Low |
129-260 |
129-300 |
0-040 |
0.1% |
129-190 |
Close |
130-080 |
130-135 |
0-055 |
0.1% |
130-080 |
Range |
1-040 |
1-000 |
-0-040 |
-11.1% |
1-255 |
ATR |
0-218 |
0-225 |
0-007 |
3.3% |
0-000 |
Volume |
586,449 |
210,549 |
-375,900 |
-64.1% |
8,736,808 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-138 |
132-297 |
130-311 |
|
R3 |
132-138 |
131-297 |
130-223 |
|
R2 |
131-138 |
131-138 |
130-194 |
|
R1 |
130-297 |
130-297 |
130-164 |
131-058 |
PP |
130-138 |
130-138 |
130-138 |
130-179 |
S1 |
129-297 |
129-297 |
130-106 |
130-058 |
S2 |
129-138 |
129-138 |
130-076 |
|
S3 |
128-138 |
128-297 |
130-047 |
|
S4 |
127-138 |
127-297 |
129-279 |
|
|
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 |
131-125 |
129-190 |
1-255 |
1.4% |
0-317 |
0.8% |
46% |
False |
False |
1,789,471 |
10 |
132-105 |
129-190 |
2-235 |
2.1% |
0-273 |
0.7% |
30% |
False |
False |
1,864,219 |
20 |
132-315 |
129-190 |
3-125 |
2.6% |
0-222 |
0.5% |
24% |
False |
False |
1,607,954 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-178 |
0.4% |
20% |
False |
False |
1,341,881 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-176 |
0.4% |
20% |
False |
False |
1,301,464 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-168 |
0.4% |
20% |
False |
False |
1,112,193 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-159 |
0.4% |
20% |
False |
False |
891,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-060 |
2.618 |
133-178 |
1.618 |
132-178 |
1.000 |
131-300 |
0.618 |
131-178 |
HIGH |
130-300 |
0.618 |
130-178 |
0.500 |
130-140 |
0.382 |
130-102 |
LOW |
129-300 |
0.618 |
129-102 |
1.000 |
128-300 |
1.618 |
128-102 |
2.618 |
127-102 |
4.250 |
125-220 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-140 |
130-130 |
PP |
130-138 |
130-125 |
S1 |
130-137 |
130-120 |
|