ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-085 |
129-185 |
0-100 |
0.2% |
130-105 |
High |
129-300 |
129-190 |
-0-110 |
-0.3% |
130-145 |
Low |
128-290 |
129-045 |
0-075 |
0.2% |
128-195 |
Close |
129-125 |
129-100 |
-0-025 |
-0.1% |
129-070 |
Range |
1-010 |
0-145 |
-0-185 |
-56.1% |
1-270 |
ATR |
0-217 |
0-212 |
-0-005 |
-2.4% |
0-000 |
Volume |
2,074,859 |
1,314,756 |
-760,103 |
-36.6% |
6,432,150 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-227 |
130-148 |
129-180 |
|
R3 |
130-082 |
130-003 |
129-140 |
|
R2 |
129-257 |
129-257 |
129-127 |
|
R1 |
129-178 |
129-178 |
129-113 |
129-145 |
PP |
129-112 |
129-112 |
129-112 |
129-095 |
S1 |
129-033 |
129-033 |
129-087 |
129-000 |
S2 |
128-287 |
128-287 |
129-073 |
|
S3 |
128-142 |
128-208 |
129-060 |
|
S4 |
127-317 |
128-063 |
129-020 |
|
|
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 |
131-166 |
2.618 |
130-250 |
1.618 |
130-105 |
1.000 |
130-015 |
0.618 |
129-280 |
HIGH |
129-190 |
0.618 |
129-135 |
0.500 |
129-118 |
0.382 |
129-100 |
LOW |
129-045 |
0.618 |
128-275 |
1.000 |
128-220 |
1.618 |
128-130 |
2.618 |
127-305 |
4.250 |
127-069 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-118 |
129-115 |
PP |
129-112 |
129-110 |
S1 |
129-106 |
129-105 |
|