ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-200 |
130-090 |
-0-110 |
-0.3% |
131-095 |
High |
130-200 |
130-300 |
0-100 |
0.2% |
131-125 |
Low |
130-065 |
130-080 |
0-015 |
0.0% |
129-190 |
Close |
130-110 |
130-180 |
0-070 |
0.2% |
130-080 |
Range |
0-135 |
0-220 |
0-085 |
63.0% |
1-255 |
ATR |
0-219 |
0-219 |
0-000 |
0.0% |
0-000 |
Volume |
125,984 |
102,955 |
-23,029 |
-18.3% |
8,736,808 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-207 |
132-093 |
130-301 |
|
R3 |
131-307 |
131-193 |
130-240 |
|
R2 |
131-087 |
131-087 |
130-220 |
|
R1 |
130-293 |
130-293 |
130-200 |
131-030 |
PP |
130-187 |
130-187 |
130-187 |
130-215 |
S1 |
130-073 |
130-073 |
130-160 |
130-130 |
S2 |
129-287 |
129-287 |
130-140 |
|
S3 |
129-067 |
129-173 |
130-120 |
|
S4 |
128-167 |
128-273 |
130-059 |
|
|
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 |
129-260 |
1-040 |
0.9% |
0-242 |
0.6% |
67% |
True |
False |
555,082 |
10 |
132-105 |
129-190 |
2-235 |
2.1% |
0-275 |
0.7% |
35% |
False |
False |
1,601,834 |
20 |
132-315 |
129-190 |
3-125 |
2.6% |
0-230 |
0.5% |
29% |
False |
False |
1,538,473 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-181 |
0.4% |
23% |
False |
False |
1,297,150 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-176 |
0.4% |
23% |
False |
False |
1,261,002 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-169 |
0.4% |
23% |
False |
False |
1,114,708 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-162 |
0.4% |
23% |
False |
False |
893,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-275 |
2.618 |
132-236 |
1.618 |
132-016 |
1.000 |
131-200 |
0.618 |
131-116 |
HIGH |
130-300 |
0.618 |
130-216 |
0.500 |
130-190 |
0.382 |
130-164 |
LOW |
130-080 |
0.618 |
129-264 |
1.000 |
129-180 |
1.618 |
129-044 |
2.618 |
128-144 |
4.250 |
127-105 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-190 |
130-167 |
PP |
130-187 |
130-153 |
S1 |
130-183 |
130-140 |
|