ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-090 |
130-200 |
0-110 |
0.3% |
131-095 |
High |
130-300 |
130-200 |
-0-100 |
-0.2% |
131-125 |
Low |
129-300 |
130-065 |
0-085 |
0.2% |
129-190 |
Close |
130-135 |
130-110 |
-0-025 |
-0.1% |
130-080 |
Range |
1-000 |
0-135 |
-0-185 |
-57.8% |
1-255 |
ATR |
0-225 |
0-219 |
-0-006 |
-2.9% |
0-000 |
Volume |
210,549 |
125,984 |
-84,565 |
-40.2% |
8,736,808 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-210 |
131-135 |
130-184 |
|
R3 |
131-075 |
131-000 |
130-147 |
|
R2 |
130-260 |
130-260 |
130-135 |
|
R1 |
130-185 |
130-185 |
130-122 |
130-155 |
PP |
130-125 |
130-125 |
130-125 |
130-110 |
S1 |
130-050 |
130-050 |
130-098 |
130-020 |
S2 |
129-310 |
129-310 |
130-085 |
|
S3 |
129-175 |
129-235 |
130-073 |
|
S4 |
129-040 |
129-100 |
130-036 |
|
|
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 |
130-300 |
129-190 |
1-110 |
1.0% |
0-260 |
0.6% |
56% |
False |
False |
1,217,888 |
10 |
132-105 |
129-190 |
2-235 |
2.1% |
0-272 |
0.7% |
27% |
False |
False |
1,757,754 |
20 |
132-315 |
129-190 |
3-125 |
2.6% |
0-224 |
0.5% |
22% |
False |
False |
1,576,856 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-178 |
0.4% |
18% |
False |
False |
1,319,888 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-174 |
0.4% |
18% |
False |
False |
1,271,770 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-168 |
0.4% |
18% |
False |
False |
1,113,591 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-160 |
0.4% |
18% |
False |
False |
892,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-134 |
2.618 |
131-233 |
1.618 |
131-098 |
1.000 |
131-015 |
0.618 |
130-283 |
HIGH |
130-200 |
0.618 |
130-148 |
0.500 |
130-132 |
0.382 |
130-117 |
LOW |
130-065 |
0.618 |
129-302 |
1.000 |
129-250 |
1.618 |
129-167 |
2.618 |
129-032 |
4.250 |
128-131 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-132 |
130-120 |
PP |
130-125 |
130-117 |
S1 |
130-118 |
130-113 |
|