ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-190 |
131-150 |
-0-040 |
-0.1% |
131-000 |
High |
131-225 |
131-170 |
-0-055 |
-0.1% |
131-295 |
Low |
131-120 |
131-005 |
-0-115 |
-0.3% |
130-230 |
Close |
131-140 |
131-050 |
-0-090 |
-0.2% |
131-235 |
Range |
0-105 |
0-165 |
0-060 |
57.1% |
1-065 |
ATR |
0-162 |
0-163 |
0-000 |
0.1% |
0-000 |
Volume |
890,408 |
1,313,332 |
422,924 |
47.5% |
6,853,001 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-250 |
132-155 |
131-141 |
|
R3 |
132-085 |
131-310 |
131-095 |
|
R2 |
131-240 |
131-240 |
131-080 |
|
R1 |
131-145 |
131-145 |
131-065 |
131-110 |
PP |
131-075 |
131-075 |
131-075 |
131-058 |
S1 |
130-300 |
130-300 |
131-035 |
130-265 |
S2 |
130-230 |
130-230 |
131-020 |
|
S3 |
130-065 |
130-135 |
131-005 |
|
S4 |
129-220 |
129-290 |
130-279 |
|
|
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 |
131-005 |
0-290 |
0.7% |
0-138 |
0.3% |
16% |
False |
True |
1,109,355 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-172 |
0.4% |
36% |
False |
False |
1,358,763 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-170 |
0.4% |
24% |
False |
False |
1,322,957 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-158 |
0.4% |
19% |
False |
False |
1,076,134 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
13% |
False |
False |
927,321 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
13% |
False |
False |
696,517 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-128 |
0.3% |
13% |
False |
False |
557,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-231 |
2.618 |
132-282 |
1.618 |
132-117 |
1.000 |
132-015 |
0.618 |
131-272 |
HIGH |
131-170 |
0.618 |
131-107 |
0.500 |
131-088 |
0.382 |
131-068 |
LOW |
131-005 |
0.618 |
130-223 |
1.000 |
130-160 |
1.618 |
130-058 |
2.618 |
129-213 |
4.250 |
128-264 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-088 |
131-128 |
PP |
131-075 |
131-102 |
S1 |
131-062 |
131-076 |
|