ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
129-000 |
128-245 |
-0-075 |
-0.2% |
129-085 |
High |
129-050 |
129-000 |
-0-050 |
-0.1% |
130-150 |
Low |
128-170 |
128-030 |
-0-140 |
-0.3% |
128-290 |
Close |
128-235 |
128-270 |
0-035 |
0.1% |
129-025 |
Range |
0-200 |
0-290 |
0-090 |
45.0% |
1-180 |
ATR |
0-230 |
0-235 |
0-004 |
1.8% |
0-000 |
Volume |
1,363,968 |
2,067,984 |
704,016 |
51.6% |
8,857,865 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-117 |
131-003 |
129-110 |
|
R3 |
130-147 |
130-033 |
129-030 |
|
R2 |
129-177 |
129-177 |
129-003 |
|
R1 |
129-063 |
129-063 |
128-297 |
129-120 |
PP |
128-207 |
128-207 |
128-207 |
128-235 |
S1 |
128-093 |
128-093 |
128-243 |
128-150 |
S2 |
127-237 |
127-237 |
128-217 |
|
S3 |
126-267 |
127-123 |
128-190 |
|
S4 |
125-297 |
126-153 |
128-110 |
|
|
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 |
132-272 |
2.618 |
131-119 |
1.618 |
130-149 |
1.000 |
129-290 |
0.618 |
129-179 |
HIGH |
129-000 |
0.618 |
128-209 |
0.500 |
128-175 |
0.382 |
128-141 |
LOW |
128-030 |
0.618 |
127-171 |
1.000 |
127-060 |
1.618 |
126-201 |
2.618 |
125-231 |
4.250 |
124-078 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
128-238 |
129-032 |
PP |
128-207 |
129-005 |
S1 |
128-175 |
128-298 |
|