ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-190 |
129-240 |
0-050 |
0.1% |
129-085 |
High |
130-150 |
130-035 |
-0-115 |
-0.3% |
130-150 |
Low |
129-100 |
128-290 |
-0-130 |
-0.3% |
128-290 |
Close |
129-250 |
129-025 |
-0-225 |
-0.5% |
129-025 |
Range |
1-050 |
1-065 |
0-015 |
4.1% |
1-180 |
ATR |
0-221 |
0-233 |
0-012 |
5.3% |
0-000 |
Volume |
1,917,185 |
2,053,685 |
136,500 |
7.1% |
8,857,865 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-312 |
132-073 |
129-237 |
|
R3 |
131-247 |
131-008 |
129-131 |
|
R2 |
130-182 |
130-182 |
129-096 |
|
R1 |
129-263 |
129-263 |
129-060 |
129-190 |
PP |
129-117 |
129-117 |
129-117 |
129-080 |
S1 |
128-198 |
128-198 |
128-310 |
128-125 |
S2 |
128-052 |
128-052 |
128-274 |
|
S3 |
126-307 |
127-133 |
128-239 |
|
S4 |
125-242 |
126-068 |
128-133 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-055 |
133-060 |
129-300 |
|
R3 |
132-195 |
131-200 |
129-162 |
|
R2 |
131-015 |
131-015 |
129-117 |
|
R1 |
130-020 |
130-020 |
129-071 |
129-248 |
PP |
129-155 |
129-155 |
129-155 |
129-109 |
S1 |
128-160 |
128-160 |
128-299 |
128-068 |
S2 |
127-295 |
127-295 |
128-253 |
|
S3 |
126-115 |
126-300 |
128-208 |
|
S4 |
124-255 |
125-120 |
128-070 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-071 |
2.618 |
133-083 |
1.618 |
132-018 |
1.000 |
131-100 |
0.618 |
130-273 |
HIGH |
130-035 |
0.618 |
129-208 |
0.500 |
129-162 |
0.382 |
129-117 |
LOW |
128-290 |
0.618 |
128-052 |
1.000 |
127-225 |
1.618 |
126-307 |
2.618 |
125-242 |
4.250 |
123-254 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
129-162 |
129-220 |
PP |
129-117 |
129-155 |
S1 |
129-071 |
129-090 |
|