ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
128-245 |
128-285 |
0-040 |
0.1% |
129-085 |
High |
129-000 |
129-030 |
0-030 |
0.1% |
130-150 |
Low |
128-030 |
128-175 |
0-145 |
0.4% |
128-290 |
Close |
128-270 |
128-200 |
-0-070 |
-0.2% |
129-025 |
Range |
0-290 |
0-175 |
-0-115 |
-39.7% |
1-180 |
ATR |
0-235 |
0-230 |
-0-004 |
-1.8% |
0-000 |
Volume |
2,067,984 |
1,394,438 |
-673,546 |
-32.6% |
8,857,865 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-127 |
130-018 |
128-296 |
|
R3 |
129-272 |
129-163 |
128-248 |
|
R2 |
129-097 |
129-097 |
128-232 |
|
R1 |
128-308 |
128-308 |
128-216 |
128-275 |
PP |
128-242 |
128-242 |
128-242 |
128-225 |
S1 |
128-133 |
128-133 |
128-184 |
128-100 |
S2 |
128-067 |
128-067 |
128-168 |
|
S3 |
127-212 |
127-278 |
128-152 |
|
S4 |
127-037 |
127-103 |
128-104 |
|
|
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 |
131-134 |
2.618 |
130-168 |
1.618 |
129-313 |
1.000 |
129-205 |
0.618 |
129-138 |
HIGH |
129-030 |
0.618 |
128-283 |
0.500 |
128-262 |
0.382 |
128-242 |
LOW |
128-175 |
0.618 |
128-067 |
1.000 |
128-000 |
1.618 |
127-212 |
2.618 |
127-037 |
4.250 |
126-071 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
128-262 |
128-200 |
PP |
128-242 |
128-200 |
S1 |
128-221 |
128-200 |
|