ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
130-040 |
130-105 |
0-065 |
0.2% |
130-290 |
High |
130-250 |
130-205 |
-0-045 |
-0.1% |
131-130 |
Low |
129-290 |
130-070 |
0-100 |
0.2% |
129-290 |
Close |
130-100 |
130-130 |
0-030 |
0.1% |
130-130 |
Range |
0-280 |
0-135 |
-0-145 |
-51.8% |
1-160 |
ATR |
0-170 |
0-168 |
-0-003 |
-1.5% |
0-000 |
Volume |
223,714 |
170,447 |
-53,267 |
-23.8% |
715,712 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-220 |
131-150 |
130-204 |
|
R3 |
131-085 |
131-015 |
130-167 |
|
R2 |
130-270 |
130-270 |
130-155 |
|
R1 |
130-200 |
130-200 |
130-142 |
130-235 |
PP |
130-135 |
130-135 |
130-135 |
130-152 |
S1 |
130-065 |
130-065 |
130-118 |
130-100 |
S2 |
130-000 |
130-000 |
130-105 |
|
S3 |
129-185 |
129-250 |
130-093 |
|
S4 |
129-050 |
129-115 |
130-056 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-023 |
134-077 |
131-074 |
|
R3 |
133-183 |
132-237 |
130-262 |
|
R2 |
132-023 |
132-023 |
130-218 |
|
R1 |
131-077 |
131-077 |
130-174 |
130-290 |
PP |
130-183 |
130-183 |
130-183 |
130-130 |
S1 |
129-237 |
129-237 |
130-086 |
129-130 |
S2 |
129-023 |
129-023 |
130-042 |
|
S3 |
127-183 |
128-077 |
129-318 |
|
S4 |
126-023 |
126-237 |
129-186 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-139 |
2.618 |
131-238 |
1.618 |
131-103 |
1.000 |
131-020 |
0.618 |
130-288 |
HIGH |
130-205 |
0.618 |
130-153 |
0.500 |
130-138 |
0.382 |
130-122 |
LOW |
130-070 |
0.618 |
129-307 |
1.000 |
129-255 |
1.618 |
129-172 |
2.618 |
129-037 |
4.250 |
128-136 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
130-138 |
130-210 |
PP |
130-135 |
130-183 |
S1 |
130-132 |
130-157 |
|