ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
129-185 |
129-180 |
-0-005 |
0.0% |
130-105 |
High |
129-235 |
129-305 |
0-070 |
0.2% |
130-145 |
Low |
129-055 |
128-245 |
-0-130 |
-0.3% |
128-195 |
Close |
129-155 |
129-070 |
-0-085 |
-0.2% |
129-070 |
Range |
0-180 |
1-060 |
0-200 |
111.1% |
1-270 |
ATR |
0-195 |
0-208 |
0-013 |
6.8% |
0-000 |
Volume |
1,080,921 |
2,273,242 |
1,192,321 |
110.3% |
6,432,150 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-280 |
132-075 |
129-279 |
|
R3 |
131-220 |
131-015 |
129-174 |
|
R2 |
130-160 |
130-160 |
129-140 |
|
R1 |
129-275 |
129-275 |
129-105 |
129-188 |
PP |
129-100 |
129-100 |
129-100 |
129-056 |
S1 |
128-215 |
128-215 |
129-035 |
128-128 |
S2 |
128-040 |
128-040 |
129-000 |
|
S3 |
126-300 |
127-155 |
128-286 |
|
S4 |
125-240 |
126-095 |
128-181 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-307 |
133-298 |
130-074 |
|
R3 |
133-037 |
132-028 |
129-232 |
|
R2 |
131-087 |
131-087 |
129-178 |
|
R1 |
130-078 |
130-078 |
129-124 |
129-268 |
PP |
129-137 |
129-137 |
129-137 |
129-071 |
S1 |
128-128 |
128-128 |
129-016 |
127-318 |
S2 |
127-187 |
127-187 |
128-282 |
|
S3 |
125-237 |
126-178 |
128-228 |
|
S4 |
123-287 |
124-228 |
128-066 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-000 |
2.618 |
133-020 |
1.618 |
131-280 |
1.000 |
131-045 |
0.618 |
130-220 |
HIGH |
129-305 |
0.618 |
129-160 |
0.500 |
129-115 |
0.382 |
129-070 |
LOW |
128-245 |
0.618 |
128-010 |
1.000 |
127-185 |
1.618 |
126-270 |
2.618 |
125-210 |
4.250 |
123-230 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
129-115 |
129-090 |
PP |
129-100 |
129-083 |
S1 |
129-085 |
129-077 |
|