ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
130-270 |
129-310 |
-0-280 |
-0.7% |
130-090 |
| High |
131-035 |
130-065 |
-0-290 |
-0.7% |
131-140 |
| Low |
129-295 |
129-200 |
-0-095 |
-0.2% |
129-295 |
| Close |
130-045 |
129-260 |
-0-105 |
-0.3% |
130-045 |
| Range |
1-060 |
0-185 |
-0-195 |
-51.3% |
1-165 |
| ATR |
0-239 |
0-235 |
-0-004 |
-1.6% |
0-000 |
| Volume |
37,429 |
37,583 |
154 |
0.4% |
531,462 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-197 |
131-093 |
130-042 |
|
| R3 |
131-012 |
130-228 |
129-311 |
|
| R2 |
130-147 |
130-147 |
129-294 |
|
| R1 |
130-043 |
130-043 |
129-277 |
130-002 |
| PP |
129-282 |
129-282 |
129-282 |
129-261 |
| S1 |
129-178 |
129-178 |
129-243 |
129-138 |
| S2 |
129-097 |
129-097 |
129-226 |
|
| S3 |
128-232 |
128-313 |
129-209 |
|
| S4 |
128-047 |
128-128 |
129-158 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-015 |
134-035 |
130-312 |
|
| R3 |
133-170 |
132-190 |
130-178 |
|
| R2 |
132-005 |
132-005 |
130-134 |
|
| R1 |
131-025 |
131-025 |
130-089 |
130-252 |
| PP |
130-160 |
130-160 |
130-160 |
130-114 |
| S1 |
129-180 |
129-180 |
130-001 |
129-088 |
| S2 |
128-315 |
128-315 |
129-276 |
|
| S3 |
127-150 |
128-015 |
129-232 |
|
| S4 |
125-305 |
126-170 |
129-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-140 |
129-200 |
1-260 |
1.4% |
0-254 |
0.6% |
10% |
False |
True |
71,699 |
| 10 |
131-140 |
129-190 |
1-270 |
1.4% |
0-286 |
0.7% |
12% |
False |
False |
930,585 |
| 20 |
132-170 |
129-190 |
2-300 |
2.3% |
0-251 |
0.6% |
7% |
False |
False |
1,331,409 |
| 40 |
133-250 |
129-190 |
4-060 |
3.2% |
0-193 |
0.5% |
5% |
False |
False |
1,215,290 |
| 60 |
133-250 |
129-190 |
4-060 |
3.2% |
0-184 |
0.4% |
5% |
False |
False |
1,204,912 |
| 80 |
133-250 |
129-190 |
4-060 |
3.2% |
0-177 |
0.4% |
5% |
False |
False |
1,115,701 |
| 100 |
133-250 |
129-190 |
4-060 |
3.2% |
0-169 |
0.4% |
5% |
False |
False |
894,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-211 |
|
2.618 |
131-229 |
|
1.618 |
131-044 |
|
1.000 |
130-250 |
|
0.618 |
130-179 |
|
HIGH |
130-065 |
|
0.618 |
129-314 |
|
0.500 |
129-292 |
|
0.382 |
129-271 |
|
LOW |
129-200 |
|
0.618 |
129-086 |
|
1.000 |
129-015 |
|
1.618 |
128-221 |
|
2.618 |
128-036 |
|
4.250 |
127-054 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
129-292 |
130-170 |
| PP |
129-282 |
130-093 |
| S1 |
129-271 |
130-017 |
|