ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
131-040 |
130-220 |
-0-140 |
-0.3% |
132-030 |
High |
131-080 |
131-040 |
-0-040 |
-0.1% |
132-050 |
Low |
130-190 |
130-200 |
0-010 |
0.0% |
131-020 |
Close |
130-260 |
130-300 |
0-040 |
0.1% |
131-070 |
Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
1-030 |
ATR |
0-122 |
0-124 |
0-003 |
2.2% |
0-000 |
Volume |
23,452 |
34,557 |
11,105 |
47.4% |
59,356 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-127 |
132-053 |
131-068 |
|
R3 |
131-287 |
131-213 |
131-024 |
|
R2 |
131-127 |
131-127 |
131-009 |
|
R1 |
131-053 |
131-053 |
130-315 |
131-090 |
PP |
130-287 |
130-287 |
130-287 |
130-305 |
S1 |
130-213 |
130-213 |
130-285 |
130-250 |
S2 |
130-127 |
130-127 |
130-271 |
|
S3 |
129-287 |
130-053 |
130-256 |
|
S4 |
129-127 |
129-213 |
130-212 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-243 |
134-027 |
131-262 |
|
R3 |
133-213 |
132-317 |
131-166 |
|
R2 |
132-183 |
132-183 |
131-134 |
|
R1 |
131-287 |
131-287 |
131-102 |
131-220 |
PP |
131-153 |
131-153 |
131-153 |
131-120 |
S1 |
130-257 |
130-257 |
131-038 |
130-190 |
S2 |
130-123 |
130-123 |
131-006 |
|
S3 |
129-093 |
129-227 |
130-294 |
|
S4 |
128-063 |
128-197 |
130-198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-080 |
2.618 |
132-139 |
1.618 |
131-299 |
1.000 |
131-200 |
0.618 |
131-139 |
HIGH |
131-040 |
0.618 |
130-299 |
0.500 |
130-280 |
0.382 |
130-261 |
LOW |
130-200 |
0.618 |
130-101 |
1.000 |
130-040 |
1.618 |
129-261 |
2.618 |
129-101 |
4.250 |
128-160 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-293 |
130-305 |
PP |
130-287 |
130-303 |
S1 |
130-280 |
130-302 |
|