ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-225 |
130-125 |
0-220 |
0.5% |
129-310 |
High |
130-160 |
130-240 |
0-080 |
0.2% |
130-240 |
Low |
129-215 |
130-100 |
0-205 |
0.5% |
129-070 |
Close |
130-020 |
130-200 |
0-180 |
0.4% |
130-200 |
Range |
0-265 |
0-140 |
-0-125 |
-47.2% |
1-170 |
ATR |
0-235 |
0-233 |
-0-001 |
-0.4% |
0-000 |
Volume |
37,708 |
11,474 |
-26,234 |
-69.6% |
163,889 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-280 |
131-220 |
130-277 |
|
R3 |
131-140 |
131-080 |
130-238 |
|
R2 |
131-000 |
131-000 |
130-226 |
|
R1 |
130-260 |
130-260 |
130-213 |
130-290 |
PP |
130-180 |
130-180 |
130-180 |
130-195 |
S1 |
130-120 |
130-120 |
130-187 |
130-150 |
S2 |
130-040 |
130-040 |
130-174 |
|
S3 |
129-220 |
129-300 |
130-162 |
|
S4 |
129-080 |
129-160 |
130-123 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-253 |
134-077 |
131-150 |
|
R3 |
133-083 |
132-227 |
131-015 |
|
R2 |
131-233 |
131-233 |
130-290 |
|
R1 |
131-057 |
131-057 |
130-245 |
131-145 |
PP |
130-063 |
130-063 |
130-063 |
130-108 |
S1 |
129-207 |
129-207 |
130-155 |
129-295 |
S2 |
128-213 |
128-213 |
130-110 |
|
S3 |
127-043 |
128-037 |
130-065 |
|
S4 |
125-193 |
126-187 |
129-250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-240 |
129-070 |
1-170 |
1.2% |
0-204 |
0.5% |
92% |
True |
False |
32,777 |
10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-242 |
0.6% |
63% |
False |
False |
69,535 |
20 |
132-170 |
129-070 |
3-100 |
2.5% |
0-254 |
0.6% |
42% |
False |
False |
1,030,598 |
40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-201 |
0.5% |
31% |
False |
False |
1,102,219 |
60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-185 |
0.4% |
31% |
False |
False |
1,119,510 |
80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-180 |
0.4% |
31% |
False |
False |
1,115,955 |
100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-173 |
0.4% |
31% |
False |
False |
896,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-195 |
2.618 |
131-287 |
1.618 |
131-147 |
1.000 |
131-060 |
0.618 |
131-007 |
HIGH |
130-240 |
0.618 |
130-187 |
0.500 |
130-170 |
0.382 |
130-153 |
LOW |
130-100 |
0.618 |
130-013 |
1.000 |
129-280 |
1.618 |
129-193 |
2.618 |
129-053 |
4.250 |
128-145 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-190 |
130-156 |
PP |
130-180 |
130-112 |
S1 |
130-170 |
130-068 |
|