ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-180 |
129-085 |
-0-095 |
-0.2% |
130-105 |
High |
129-305 |
129-300 |
-0-005 |
0.0% |
130-145 |
Low |
128-245 |
128-290 |
0-045 |
0.1% |
128-195 |
Close |
129-070 |
129-125 |
0-055 |
0.1% |
129-070 |
Range |
1-060 |
1-010 |
-0-050 |
-13.2% |
1-270 |
ATR |
0-208 |
0-217 |
0-009 |
4.2% |
0-000 |
Volume |
2,273,242 |
2,074,859 |
-198,383 |
-8.7% |
6,432,150 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-162 |
131-313 |
129-306 |
|
R3 |
131-152 |
130-303 |
129-216 |
|
R2 |
130-142 |
130-142 |
129-186 |
|
R1 |
129-293 |
129-293 |
129-155 |
130-058 |
PP |
129-132 |
129-132 |
129-132 |
129-174 |
S1 |
128-283 |
128-283 |
129-095 |
129-048 |
S2 |
128-122 |
128-122 |
129-064 |
|
S3 |
127-112 |
127-273 |
129-034 |
|
S4 |
126-102 |
126-263 |
128-264 |
|
|
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 |
134-102 |
2.618 |
132-204 |
1.618 |
131-194 |
1.000 |
130-310 |
0.618 |
130-184 |
HIGH |
129-300 |
0.618 |
129-174 |
0.500 |
129-135 |
0.382 |
129-096 |
LOW |
128-290 |
0.618 |
128-086 |
1.000 |
127-280 |
1.618 |
127-076 |
2.618 |
126-066 |
4.250 |
124-168 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-135 |
129-122 |
PP |
129-132 |
129-118 |
S1 |
129-128 |
129-115 |
|