ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-190 |
130-270 |
0-080 |
0.2% |
130-090 |
High |
131-140 |
131-035 |
-0-105 |
-0.2% |
131-140 |
Low |
130-110 |
129-295 |
-0-135 |
-0.3% |
129-295 |
Close |
130-255 |
130-045 |
-0-210 |
-0.5% |
130-045 |
Range |
1-030 |
1-060 |
0-030 |
8.6% |
1-165 |
ATR |
0-228 |
0-239 |
0-011 |
4.7% |
0-000 |
Volume |
54,545 |
37,429 |
-17,116 |
-31.4% |
531,462 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-305 |
133-075 |
130-254 |
|
R3 |
132-245 |
132-015 |
130-150 |
|
R2 |
131-185 |
131-185 |
130-115 |
|
R1 |
130-275 |
130-275 |
130-080 |
130-200 |
PP |
130-125 |
130-125 |
130-125 |
130-088 |
S1 |
129-215 |
129-215 |
130-010 |
129-140 |
S2 |
129-065 |
129-065 |
129-295 |
|
S3 |
128-005 |
128-155 |
129-260 |
|
S4 |
126-265 |
127-095 |
129-156 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-015 |
134-035 |
130-312 |
|
R3 |
133-170 |
132-190 |
130-178 |
|
R2 |
132-005 |
132-005 |
130-134 |
|
R1 |
131-025 |
131-025 |
130-089 |
130-252 |
PP |
130-160 |
130-160 |
130-160 |
130-114 |
S1 |
129-180 |
129-180 |
130-001 |
129-088 |
S2 |
128-315 |
128-315 |
129-276 |
|
S3 |
127-150 |
128-015 |
129-232 |
|
S4 |
125-305 |
126-170 |
129-098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-140 |
129-295 |
1-165 |
1.2% |
0-281 |
0.7% |
14% |
False |
True |
106,292 |
10 |
131-195 |
129-190 |
2-005 |
1.5% |
0-282 |
0.7% |
27% |
False |
False |
1,066,214 |
20 |
132-245 |
129-190 |
3-055 |
2.4% |
0-256 |
0.6% |
17% |
False |
False |
1,425,110 |
40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-193 |
0.5% |
13% |
False |
False |
1,240,726 |
60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-184 |
0.4% |
13% |
False |
False |
1,225,719 |
80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-176 |
0.4% |
13% |
False |
False |
1,115,464 |
100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-167 |
0.4% |
13% |
False |
False |
894,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-050 |
2.618 |
134-070 |
1.618 |
133-010 |
1.000 |
132-095 |
0.618 |
131-270 |
HIGH |
131-035 |
0.618 |
130-210 |
0.500 |
130-165 |
0.382 |
130-120 |
LOW |
129-295 |
0.618 |
129-060 |
1.000 |
128-235 |
1.618 |
128-000 |
2.618 |
126-260 |
4.250 |
124-280 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-165 |
130-218 |
PP |
130-125 |
130-160 |
S1 |
130-085 |
130-102 |
|