ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
129-060 |
129-185 |
0-125 |
0.3% |
130-290 |
High |
129-190 |
129-235 |
0-045 |
0.1% |
131-130 |
Low |
128-195 |
129-055 |
0-180 |
0.4% |
129-290 |
Close |
129-155 |
129-155 |
0-000 |
0.0% |
130-130 |
Range |
0-315 |
0-180 |
-0-135 |
-42.9% |
1-160 |
ATR |
0-196 |
0-195 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,845,200 |
1,080,921 |
-764,279 |
-41.4% |
715,712 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-048 |
130-282 |
129-254 |
|
R3 |
130-188 |
130-102 |
129-204 |
|
R2 |
130-008 |
130-008 |
129-188 |
|
R1 |
129-242 |
129-242 |
129-172 |
129-195 |
PP |
129-148 |
129-148 |
129-148 |
129-125 |
S1 |
129-062 |
129-062 |
129-138 |
129-015 |
S2 |
128-288 |
128-288 |
129-122 |
|
S3 |
128-108 |
128-202 |
129-106 |
|
S4 |
127-248 |
128-022 |
129-056 |
|
|
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 |
132-040 |
2.618 |
131-066 |
1.618 |
130-206 |
1.000 |
130-095 |
0.618 |
130-026 |
HIGH |
129-235 |
0.618 |
129-166 |
0.500 |
129-145 |
0.382 |
129-124 |
LOW |
129-055 |
0.618 |
128-264 |
1.000 |
128-195 |
1.618 |
128-084 |
2.618 |
127-224 |
4.250 |
126-250 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
129-152 |
129-170 |
PP |
129-148 |
129-165 |
S1 |
129-145 |
129-160 |
|