ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-150 |
131-025 |
-0-125 |
-0.3% |
131-000 |
High |
131-170 |
131-190 |
0-020 |
0.0% |
131-295 |
Low |
131-005 |
131-005 |
0-000 |
0.0% |
130-230 |
Close |
131-050 |
131-180 |
0-130 |
0.3% |
131-235 |
Range |
0-165 |
0-185 |
0-020 |
12.1% |
1-065 |
ATR |
0-163 |
0-164 |
0-002 |
1.0% |
0-000 |
Volume |
1,313,332 |
1,447,780 |
134,448 |
10.2% |
6,853,001 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-040 |
132-295 |
131-282 |
|
R3 |
132-175 |
132-110 |
131-231 |
|
R2 |
131-310 |
131-310 |
131-214 |
|
R1 |
131-245 |
131-245 |
131-197 |
131-278 |
PP |
131-125 |
131-125 |
131-125 |
131-141 |
S1 |
131-060 |
131-060 |
131-163 |
131-092 |
S2 |
130-260 |
130-260 |
131-146 |
|
S3 |
130-075 |
130-195 |
131-129 |
|
S4 |
129-210 |
130-010 |
131-078 |
|
|
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 |
131-285 |
131-005 |
0-280 |
0.7% |
0-140 |
0.3% |
63% |
False |
True |
1,099,507 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-178 |
0.4% |
70% |
False |
False |
1,354,652 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-174 |
0.4% |
46% |
False |
False |
1,355,437 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-159 |
0.4% |
36% |
False |
False |
1,091,704 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
25% |
False |
False |
951,090 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
25% |
False |
False |
714,609 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-130 |
0.3% |
25% |
False |
False |
571,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-016 |
2.618 |
133-034 |
1.618 |
132-169 |
1.000 |
132-055 |
0.618 |
131-304 |
HIGH |
131-190 |
0.618 |
131-119 |
0.500 |
131-098 |
0.382 |
131-076 |
LOW |
131-005 |
0.618 |
130-211 |
1.000 |
130-140 |
1.618 |
130-026 |
2.618 |
129-161 |
4.250 |
128-179 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-152 |
131-158 |
PP |
131-125 |
131-137 |
S1 |
131-098 |
131-115 |
|