ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 19-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
130-085 |
130-090 |
0-005 |
0.0% |
129-310 |
High |
130-105 |
130-125 |
0-020 |
0.0% |
130-240 |
Low |
130-010 |
129-280 |
-0-050 |
-0.1% |
129-070 |
Close |
130-090 |
129-285 |
-0-125 |
-0.3% |
130-200 |
Range |
0-095 |
0-165 |
0-070 |
73.7% |
1-170 |
ATR |
0-219 |
0-216 |
-0-004 |
-1.8% |
0-000 |
Volume |
22,085 |
3,797 |
-18,288 |
-82.8% |
163,889 |
|
Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-192 |
131-083 |
130-056 |
|
R3 |
131-027 |
130-238 |
130-010 |
|
R2 |
130-182 |
130-182 |
129-315 |
|
R1 |
130-073 |
130-073 |
129-300 |
130-045 |
PP |
130-017 |
130-017 |
130-017 |
130-002 |
S1 |
129-228 |
129-228 |
129-270 |
129-200 |
S2 |
129-172 |
129-172 |
129-255 |
|
S3 |
129-007 |
129-063 |
129-240 |
|
S4 |
128-162 |
128-218 |
129-194 |
|
|
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% |
0-165 |
0.4% |
20% |
False |
False |
19,091 |
10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-217 |
0.5% |
30% |
False |
False |
30,213 |
20 |
132-105 |
129-070 |
3-035 |
2.4% |
0-246 |
0.6% |
22% |
False |
False |
816,024 |
40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-201 |
0.5% |
15% |
False |
False |
1,022,711 |
60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-185 |
0.4% |
15% |
False |
False |
1,062,170 |
80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-177 |
0.4% |
15% |
False |
False |
1,099,309 |
100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-173 |
0.4% |
15% |
False |
False |
896,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-186 |
2.618 |
131-237 |
1.618 |
131-072 |
1.000 |
130-290 |
0.618 |
130-227 |
HIGH |
130-125 |
0.618 |
130-062 |
0.500 |
130-042 |
0.382 |
130-023 |
LOW |
129-280 |
0.618 |
129-178 |
1.000 |
129-115 |
1.618 |
129-013 |
2.618 |
128-168 |
4.250 |
127-219 |
|
|
Fisher Pivots for day following 19-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
130-042 |
130-105 |
PP |
130-017 |
130-058 |
S1 |
129-311 |
130-012 |
|