ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
129-280 |
130-010 |
0-050 |
0.1% |
130-090 |
| High |
130-025 |
130-050 |
0-025 |
0.1% |
131-140 |
| Low |
129-070 |
129-215 |
0-145 |
0.4% |
129-295 |
| Close |
129-295 |
129-225 |
-0-070 |
-0.2% |
130-045 |
| Range |
0-275 |
0-155 |
-0-120 |
-43.6% |
1-165 |
| ATR |
0-238 |
0-232 |
-0-006 |
-2.5% |
0-000 |
| Volume |
54,517 |
22,607 |
-31,910 |
-58.5% |
531,462 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-095 |
130-315 |
129-310 |
|
| R3 |
130-260 |
130-160 |
129-268 |
|
| R2 |
130-105 |
130-105 |
129-253 |
|
| R1 |
130-005 |
130-005 |
129-239 |
129-298 |
| PP |
129-270 |
129-270 |
129-270 |
129-256 |
| S1 |
129-170 |
129-170 |
129-211 |
129-142 |
| S2 |
129-115 |
129-115 |
129-197 |
|
| S3 |
128-280 |
129-015 |
129-182 |
|
| S4 |
128-125 |
128-180 |
129-140 |
|
|
| 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% |
0-269 |
0.6% |
22% |
False |
False |
41,336 |
| 10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-256 |
0.6% |
22% |
False |
False |
298,209 |
| 20 |
132-170 |
129-070 |
3-100 |
2.6% |
0-255 |
0.6% |
15% |
False |
False |
1,194,528 |
| 40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-197 |
0.5% |
11% |
False |
False |
1,160,335 |
| 60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-185 |
0.4% |
11% |
False |
False |
1,163,046 |
| 80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-178 |
0.4% |
11% |
False |
False |
1,116,045 |
| 100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-171 |
0.4% |
11% |
False |
False |
895,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-069 |
|
2.618 |
131-136 |
|
1.618 |
130-301 |
|
1.000 |
130-205 |
|
0.618 |
130-146 |
|
HIGH |
130-050 |
|
0.618 |
129-311 |
|
0.500 |
129-292 |
|
0.382 |
129-274 |
|
LOW |
129-215 |
|
0.618 |
129-119 |
|
1.000 |
129-060 |
|
1.618 |
128-284 |
|
2.618 |
128-129 |
|
4.250 |
127-196 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-292 |
129-228 |
| PP |
129-270 |
129-227 |
| S1 |
129-248 |
129-226 |
|