ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-185 |
129-080 |
-0-105 |
-0.3% |
130-105 |
High |
129-190 |
129-245 |
0-055 |
0.1% |
130-145 |
Low |
129-045 |
129-060 |
0-015 |
0.0% |
128-195 |
Close |
129-100 |
129-175 |
0-075 |
0.2% |
129-070 |
Range |
0-145 |
0-185 |
0-040 |
27.6% |
1-270 |
ATR |
0-212 |
0-210 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,314,756 |
1,497,380 |
182,624 |
13.9% |
6,432,150 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-075 |
130-310 |
129-277 |
|
R3 |
130-210 |
130-125 |
129-226 |
|
R2 |
130-025 |
130-025 |
129-209 |
|
R1 |
129-260 |
129-260 |
129-192 |
129-302 |
PP |
129-160 |
129-160 |
129-160 |
129-181 |
S1 |
129-075 |
129-075 |
129-158 |
129-118 |
S2 |
128-295 |
128-295 |
129-141 |
|
S3 |
128-110 |
128-210 |
129-124 |
|
S4 |
127-245 |
128-025 |
129-073 |
|
|
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 |
132-071 |
2.618 |
131-089 |
1.618 |
130-224 |
1.000 |
130-110 |
0.618 |
130-039 |
HIGH |
129-245 |
0.618 |
129-174 |
0.500 |
129-152 |
0.382 |
129-131 |
LOW |
129-060 |
0.618 |
128-266 |
1.000 |
128-195 |
1.618 |
128-081 |
2.618 |
127-216 |
4.250 |
126-234 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-168 |
129-162 |
PP |
129-160 |
129-148 |
S1 |
129-152 |
129-135 |
|