ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-225 |
131-190 |
-0-035 |
-0.1% |
131-000 |
High |
131-250 |
131-225 |
-0-025 |
-0.1% |
131-295 |
Low |
131-160 |
131-120 |
-0-040 |
-0.1% |
130-230 |
Close |
131-220 |
131-140 |
-0-080 |
-0.2% |
131-235 |
Range |
0-090 |
0-105 |
0-015 |
16.7% |
1-065 |
ATR |
0-167 |
0-162 |
-0-004 |
-2.6% |
0-000 |
Volume |
717,561 |
890,408 |
172,847 |
24.1% |
6,853,001 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-157 |
132-093 |
131-198 |
|
R3 |
132-052 |
131-308 |
131-169 |
|
R2 |
131-267 |
131-267 |
131-159 |
|
R1 |
131-203 |
131-203 |
131-150 |
131-182 |
PP |
131-162 |
131-162 |
131-162 |
131-151 |
S1 |
131-098 |
131-098 |
131-130 |
131-078 |
S2 |
131-057 |
131-057 |
131-121 |
|
S3 |
130-272 |
130-313 |
131-111 |
|
S4 |
130-167 |
130-208 |
131-082 |
|
|
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 |
131-075 |
0-220 |
0.5% |
0-132 |
0.3% |
30% |
False |
False |
1,112,049 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-172 |
0.4% |
60% |
False |
False |
1,424,829 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-168 |
0.4% |
39% |
False |
False |
1,310,536 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-157 |
0.4% |
30% |
False |
False |
1,064,710 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
22% |
False |
False |
905,643 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-143 |
0.3% |
22% |
False |
False |
680,105 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-127 |
0.3% |
22% |
False |
False |
544,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-031 |
2.618 |
132-180 |
1.618 |
132-075 |
1.000 |
132-010 |
0.618 |
131-290 |
HIGH |
131-225 |
0.618 |
131-185 |
0.500 |
131-172 |
0.382 |
131-160 |
LOW |
131-120 |
0.618 |
131-055 |
1.000 |
131-015 |
1.618 |
130-270 |
2.618 |
130-165 |
4.250 |
129-314 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-172 |
131-202 |
PP |
131-162 |
131-182 |
S1 |
131-151 |
131-161 |
|