ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
130-125 |
130-180 |
0-055 |
0.1% |
129-310 |
| High |
130-240 |
130-250 |
0-010 |
0.0% |
130-240 |
| Low |
130-100 |
130-090 |
-0-010 |
0.0% |
129-070 |
| Close |
130-200 |
130-115 |
-0-085 |
-0.2% |
130-200 |
| Range |
0-140 |
0-160 |
0-020 |
14.3% |
1-170 |
| ATR |
0-233 |
0-228 |
-0-005 |
-2.2% |
0-000 |
| Volume |
11,474 |
20,393 |
8,919 |
77.7% |
163,889 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-312 |
131-213 |
130-203 |
|
| R3 |
131-152 |
131-053 |
130-159 |
|
| R2 |
130-312 |
130-312 |
130-144 |
|
| R1 |
130-213 |
130-213 |
130-130 |
130-182 |
| PP |
130-152 |
130-152 |
130-152 |
130-136 |
| S1 |
130-053 |
130-053 |
130-100 |
130-022 |
| S2 |
129-312 |
129-312 |
130-086 |
|
| S3 |
129-152 |
129-213 |
130-071 |
|
| S4 |
128-312 |
129-053 |
130-027 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-253 |
134-077 |
131-150 |
|
| R3 |
133-083 |
132-227 |
131-015 |
|
| R2 |
131-233 |
131-233 |
130-290 |
|
| R1 |
131-057 |
131-057 |
130-245 |
131-145 |
| PP |
130-063 |
130-063 |
130-063 |
130-108 |
| S1 |
129-207 |
129-207 |
130-155 |
129-295 |
| S2 |
128-213 |
128-213 |
130-110 |
|
| S3 |
127-043 |
128-037 |
130-065 |
|
| S4 |
125-193 |
126-187 |
129-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-250 |
129-070 |
1-180 |
1.2% |
0-199 |
0.5% |
73% |
True |
False |
29,339 |
| 10 |
131-140 |
129-070 |
2-070 |
1.7% |
0-226 |
0.5% |
51% |
False |
False |
50,519 |
| 20 |
132-105 |
129-070 |
3-035 |
2.4% |
0-250 |
0.6% |
37% |
False |
False |
957,369 |
| 40 |
133-250 |
129-070 |
4-180 |
3.5% |
0-203 |
0.5% |
25% |
False |
False |
1,080,761 |
| 60 |
133-250 |
129-070 |
4-180 |
3.5% |
0-186 |
0.4% |
25% |
False |
False |
1,101,185 |
| 80 |
133-250 |
129-070 |
4-180 |
3.5% |
0-180 |
0.4% |
25% |
False |
False |
1,115,272 |
| 100 |
133-250 |
129-070 |
4-180 |
3.5% |
0-174 |
0.4% |
25% |
False |
False |
896,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-290 |
|
2.618 |
132-029 |
|
1.618 |
131-189 |
|
1.000 |
131-090 |
|
0.618 |
131-029 |
|
HIGH |
130-250 |
|
0.618 |
130-189 |
|
0.500 |
130-170 |
|
0.382 |
130-151 |
|
LOW |
130-090 |
|
0.618 |
129-311 |
|
1.000 |
129-250 |
|
1.618 |
129-151 |
|
2.618 |
128-311 |
|
4.250 |
128-050 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-170 |
130-101 |
| PP |
130-152 |
130-087 |
| S1 |
130-133 |
130-072 |
|