ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-220 |
131-225 |
0-005 |
0.0% |
131-000 |
High |
131-285 |
131-250 |
-0-035 |
-0.1% |
131-295 |
Low |
131-130 |
131-160 |
0-030 |
0.1% |
130-230 |
Close |
131-235 |
131-220 |
-0-015 |
0.0% |
131-235 |
Range |
0-155 |
0-090 |
-0-065 |
-41.9% |
1-065 |
ATR |
0-173 |
0-167 |
-0-006 |
-3.4% |
0-000 |
Volume |
1,128,456 |
717,561 |
-410,895 |
-36.4% |
6,853,001 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-160 |
132-120 |
131-270 |
|
R3 |
132-070 |
132-030 |
131-245 |
|
R2 |
131-300 |
131-300 |
131-236 |
|
R1 |
131-260 |
131-260 |
131-228 |
131-235 |
PP |
131-210 |
131-210 |
131-210 |
131-198 |
S1 |
131-170 |
131-170 |
131-212 |
131-145 |
S2 |
131-120 |
131-120 |
131-204 |
|
S3 |
131-030 |
131-080 |
131-195 |
|
S4 |
130-260 |
130-310 |
131-170 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-022 |
134-193 |
132-127 |
|
R3 |
133-277 |
133-128 |
132-021 |
|
R2 |
132-212 |
132-212 |
131-306 |
|
R1 |
132-063 |
132-063 |
131-270 |
132-138 |
PP |
131-147 |
131-147 |
131-147 |
131-184 |
S1 |
130-318 |
130-318 |
131-200 |
131-072 |
S2 |
130-082 |
130-082 |
131-164 |
|
S3 |
129-017 |
129-253 |
131-129 |
|
S4 |
127-272 |
128-188 |
131-023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-295 |
131-040 |
0-255 |
0.6% |
0-145 |
0.3% |
71% |
False |
False |
1,174,832 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-174 |
0.4% |
81% |
False |
False |
1,470,179 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-168 |
0.4% |
53% |
False |
False |
1,305,381 |
40 |
133-055 |
130-230 |
2-145 |
1.9% |
0-159 |
0.4% |
39% |
False |
False |
1,075,240 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
29% |
False |
False |
890,938 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
29% |
False |
False |
668,975 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-126 |
0.3% |
29% |
False |
False |
535,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-312 |
2.618 |
132-166 |
1.618 |
132-076 |
1.000 |
132-020 |
0.618 |
131-306 |
HIGH |
131-250 |
0.618 |
131-216 |
0.500 |
131-205 |
0.382 |
131-194 |
LOW |
131-160 |
0.618 |
131-104 |
1.000 |
131-070 |
1.618 |
131-014 |
2.618 |
130-244 |
4.250 |
130-098 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-215 |
131-216 |
PP |
131-210 |
131-212 |
S1 |
131-205 |
131-208 |
|