ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 28-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
Open |
130-105 |
130-105 |
0-000 |
0.0% |
130-290 |
High |
130-205 |
130-145 |
-0-060 |
-0.1% |
131-130 |
Low |
130-070 |
129-035 |
-1-035 |
-0.9% |
129-290 |
Close |
130-130 |
129-135 |
-0-315 |
-0.8% |
130-130 |
Range |
0-135 |
1-110 |
0-295 |
218.5% |
1-160 |
ATR |
0-168 |
0-187 |
0-019 |
11.1% |
0-000 |
Volume |
170,447 |
1,232,787 |
1,062,340 |
623.3% |
715,712 |
|
Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-222 |
132-288 |
130-052 |
|
R3 |
132-112 |
131-178 |
129-253 |
|
R2 |
131-002 |
131-002 |
129-214 |
|
R1 |
130-068 |
130-068 |
129-174 |
129-300 |
PP |
129-212 |
129-212 |
129-212 |
129-168 |
S1 |
128-278 |
128-278 |
129-096 |
128-190 |
S2 |
128-102 |
128-102 |
129-056 |
|
S3 |
126-312 |
127-168 |
129-017 |
|
S4 |
125-202 |
126-058 |
128-218 |
|
|
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 |
136-052 |
2.618 |
133-311 |
1.618 |
132-201 |
1.000 |
131-255 |
0.618 |
131-091 |
HIGH |
130-145 |
0.618 |
129-301 |
0.500 |
129-250 |
0.382 |
129-199 |
LOW |
129-035 |
0.618 |
128-089 |
1.000 |
127-245 |
1.618 |
126-299 |
2.618 |
125-189 |
4.250 |
123-128 |
|
|
Fisher Pivots for day following 28-May-2013 |
Pivot |
1 day |
3 day |
R1 |
129-250 |
129-302 |
PP |
129-212 |
129-247 |
S1 |
129-173 |
129-191 |
|