ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-090 |
130-190 |
0-100 |
0.2% |
131-095 |
High |
130-300 |
131-140 |
0-160 |
0.4% |
131-125 |
Low |
130-080 |
130-110 |
0-030 |
0.1% |
129-190 |
Close |
130-180 |
130-255 |
0-075 |
0.2% |
130-080 |
Range |
0-220 |
1-030 |
0-130 |
59.1% |
1-255 |
ATR |
0-219 |
0-228 |
0-009 |
4.3% |
0-000 |
Volume |
102,955 |
54,545 |
-48,410 |
-47.0% |
8,736,808 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-045 |
133-180 |
131-128 |
|
R3 |
133-015 |
132-150 |
131-031 |
|
R2 |
131-305 |
131-305 |
130-319 |
|
R1 |
131-120 |
131-120 |
130-287 |
131-212 |
PP |
130-275 |
130-275 |
130-275 |
131-001 |
S1 |
130-090 |
130-090 |
130-223 |
130-182 |
S2 |
129-245 |
129-245 |
130-191 |
|
S3 |
128-215 |
129-060 |
130-159 |
|
S4 |
127-185 |
128-030 |
130-062 |
|
|
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 |
131-140 |
129-260 |
1-200 |
1.2% |
0-277 |
0.7% |
61% |
True |
False |
216,096 |
10 |
131-235 |
129-190 |
2-045 |
1.6% |
0-271 |
0.6% |
56% |
False |
False |
1,306,834 |
20 |
132-315 |
129-190 |
3-125 |
2.6% |
0-242 |
0.6% |
35% |
False |
False |
1,488,175 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-186 |
0.4% |
29% |
False |
False |
1,266,537 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-179 |
0.4% |
29% |
False |
False |
1,246,126 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-172 |
0.4% |
29% |
False |
False |
1,115,250 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-164 |
0.4% |
29% |
False |
False |
894,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-028 |
2.618 |
134-096 |
1.618 |
133-066 |
1.000 |
132-170 |
0.618 |
132-036 |
HIGH |
131-140 |
0.618 |
131-006 |
0.500 |
130-285 |
0.382 |
130-244 |
LOW |
130-110 |
0.618 |
129-214 |
1.000 |
129-080 |
1.618 |
128-184 |
2.618 |
127-154 |
4.250 |
125-222 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-285 |
130-262 |
PP |
130-275 |
130-260 |
S1 |
130-265 |
130-258 |
|