ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-180 |
130-085 |
-0-095 |
-0.2% |
129-310 |
High |
130-250 |
130-105 |
-0-145 |
-0.3% |
130-240 |
Low |
130-090 |
130-010 |
-0-080 |
-0.2% |
129-070 |
Close |
130-115 |
130-090 |
-0-025 |
-0.1% |
130-200 |
Range |
0-160 |
0-095 |
-0-065 |
-40.6% |
1-170 |
ATR |
0-228 |
0-219 |
-0-009 |
-3.9% |
0-000 |
Volume |
20,393 |
22,085 |
1,692 |
8.3% |
163,889 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-033 |
130-317 |
130-142 |
|
R3 |
130-258 |
130-222 |
130-116 |
|
R2 |
130-163 |
130-163 |
130-107 |
|
R1 |
130-127 |
130-127 |
130-099 |
130-145 |
PP |
130-068 |
130-068 |
130-068 |
130-078 |
S1 |
130-032 |
130-032 |
130-081 |
130-050 |
S2 |
129-293 |
129-293 |
130-073 |
|
S3 |
129-198 |
129-257 |
130-064 |
|
S4 |
129-103 |
129-162 |
130-038 |
|
|
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 |
130-250 |
129-215 |
1-035 |
0.9% |
0-163 |
0.4% |
55% |
False |
False |
22,853 |
10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-222 |
0.5% |
48% |
False |
False |
40,129 |
20 |
132-105 |
129-070 |
3-035 |
2.4% |
0-247 |
0.6% |
34% |
False |
False |
898,941 |
40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-202 |
0.5% |
23% |
False |
False |
1,058,411 |
60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-185 |
0.4% |
23% |
False |
False |
1,084,718 |
80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-180 |
0.4% |
23% |
False |
False |
1,109,086 |
100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-174 |
0.4% |
23% |
False |
False |
896,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-189 |
2.618 |
131-034 |
1.618 |
130-259 |
1.000 |
130-200 |
0.618 |
130-164 |
HIGH |
130-105 |
0.618 |
130-069 |
0.500 |
130-058 |
0.382 |
130-046 |
LOW |
130-010 |
0.618 |
129-271 |
1.000 |
129-235 |
1.618 |
129-176 |
2.618 |
129-081 |
4.250 |
128-246 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-079 |
130-130 |
PP |
130-068 |
130-117 |
S1 |
130-058 |
130-103 |
|