ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-080 |
129-190 |
0-110 |
0.3% |
130-105 |
High |
129-245 |
130-150 |
0-225 |
0.5% |
130-145 |
Low |
129-060 |
129-100 |
0-040 |
0.1% |
128-195 |
Close |
129-175 |
129-250 |
0-075 |
0.2% |
129-070 |
Range |
0-185 |
1-050 |
0-185 |
100.0% |
1-270 |
ATR |
0-210 |
0-221 |
0-011 |
5.5% |
0-000 |
Volume |
1,497,380 |
1,917,185 |
419,805 |
28.0% |
6,432,150 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-103 |
132-227 |
130-134 |
|
R3 |
132-053 |
131-177 |
130-032 |
|
R2 |
131-003 |
131-003 |
129-318 |
|
R1 |
130-127 |
130-127 |
129-284 |
130-225 |
PP |
129-273 |
129-273 |
129-273 |
130-002 |
S1 |
129-077 |
129-077 |
129-216 |
129-175 |
S2 |
128-223 |
128-223 |
129-182 |
|
S3 |
127-173 |
128-027 |
129-148 |
|
S4 |
126-123 |
126-297 |
129-046 |
|
|
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 |
135-122 |
2.618 |
133-159 |
1.618 |
132-109 |
1.000 |
131-200 |
0.618 |
131-059 |
HIGH |
130-150 |
0.618 |
130-009 |
0.500 |
129-285 |
0.382 |
129-241 |
LOW |
129-100 |
0.618 |
128-191 |
1.000 |
128-050 |
1.618 |
127-141 |
2.618 |
126-091 |
4.250 |
124-128 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-285 |
129-258 |
PP |
129-273 |
129-255 |
S1 |
129-262 |
129-252 |
|