ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-010 |
129-225 |
-0-105 |
-0.3% |
130-090 |
High |
130-050 |
130-160 |
0-110 |
0.3% |
131-140 |
Low |
129-215 |
129-215 |
0-000 |
0.0% |
129-295 |
Close |
129-225 |
130-020 |
0-115 |
0.3% |
130-045 |
Range |
0-155 |
0-265 |
0-110 |
71.0% |
1-165 |
ATR |
0-232 |
0-235 |
0-002 |
1.0% |
0-000 |
Volume |
22,607 |
37,708 |
15,101 |
66.8% |
531,462 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-180 |
132-045 |
130-166 |
|
R3 |
131-235 |
131-100 |
130-093 |
|
R2 |
130-290 |
130-290 |
130-069 |
|
R1 |
130-155 |
130-155 |
130-044 |
130-222 |
PP |
130-025 |
130-025 |
130-025 |
130-059 |
S1 |
129-210 |
129-210 |
129-316 |
129-278 |
S2 |
129-080 |
129-080 |
129-291 |
|
S3 |
128-135 |
128-265 |
129-267 |
|
S4 |
127-190 |
128-000 |
129-194 |
|
|
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 |
131-035 |
129-070 |
1-285 |
1.5% |
0-252 |
0.6% |
45% |
False |
False |
37,968 |
10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-264 |
0.6% |
38% |
False |
False |
127,032 |
20 |
132-170 |
129-070 |
3-100 |
2.5% |
0-260 |
0.6% |
25% |
False |
False |
1,115,681 |
40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-200 |
0.5% |
18% |
False |
False |
1,130,692 |
60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-186 |
0.4% |
18% |
False |
False |
1,137,434 |
80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-180 |
0.4% |
18% |
False |
False |
1,116,197 |
100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-173 |
0.4% |
18% |
False |
False |
895,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-006 |
2.618 |
132-214 |
1.618 |
131-269 |
1.000 |
131-105 |
0.618 |
131-004 |
HIGH |
130-160 |
0.618 |
130-059 |
0.500 |
130-028 |
0.382 |
129-316 |
LOW |
129-215 |
0.618 |
129-051 |
1.000 |
128-270 |
1.618 |
128-106 |
2.618 |
127-161 |
4.250 |
126-049 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-028 |
129-318 |
PP |
130-025 |
129-297 |
S1 |
130-022 |
129-275 |
|