ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-310 |
129-280 |
-0-030 |
-0.1% |
130-090 |
High |
130-065 |
130-025 |
-0-040 |
-0.1% |
131-140 |
Low |
129-200 |
129-070 |
-0-130 |
-0.3% |
129-295 |
Close |
129-260 |
129-295 |
0-035 |
0.1% |
130-045 |
Range |
0-185 |
0-275 |
0-090 |
48.6% |
1-165 |
ATR |
0-235 |
0-238 |
0-003 |
1.2% |
0-000 |
Volume |
37,583 |
54,517 |
16,934 |
45.1% |
531,462 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-102 |
131-313 |
130-126 |
|
R3 |
131-147 |
131-038 |
130-051 |
|
R2 |
130-192 |
130-192 |
130-025 |
|
R1 |
130-083 |
130-083 |
130-000 |
130-138 |
PP |
129-237 |
129-237 |
129-237 |
129-264 |
S1 |
129-128 |
129-128 |
129-270 |
129-182 |
S2 |
128-282 |
128-282 |
129-245 |
|
S3 |
128-007 |
128-173 |
129-219 |
|
S4 |
127-052 |
127-218 |
129-144 |
|
|
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 |
129-070 |
2-070 |
1.7% |
0-282 |
0.7% |
32% |
False |
True |
57,405 |
10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-271 |
0.7% |
32% |
False |
True |
637,647 |
20 |
132-170 |
129-070 |
3-100 |
2.5% |
0-258 |
0.6% |
21% |
False |
True |
1,268,421 |
40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-197 |
0.5% |
15% |
False |
True |
1,184,988 |
60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-186 |
0.4% |
15% |
False |
True |
1,185,162 |
80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-178 |
0.4% |
15% |
False |
True |
1,115,933 |
100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-171 |
0.4% |
15% |
False |
True |
895,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-234 |
2.618 |
132-105 |
1.618 |
131-150 |
1.000 |
130-300 |
0.618 |
130-195 |
HIGH |
130-025 |
0.618 |
129-240 |
0.500 |
129-208 |
0.382 |
129-175 |
LOW |
129-070 |
0.618 |
128-220 |
1.000 |
128-115 |
1.618 |
127-265 |
2.618 |
126-310 |
4.250 |
125-181 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-266 |
130-052 |
PP |
129-237 |
130-027 |
S1 |
129-208 |
130-001 |
|