ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-025 |
131-170 |
0-145 |
0.3% |
131-225 |
High |
131-190 |
131-235 |
0-045 |
0.1% |
131-250 |
Low |
131-005 |
131-085 |
0-080 |
0.2% |
131-005 |
Close |
131-180 |
131-170 |
-0-010 |
0.0% |
131-170 |
Range |
0-185 |
0-150 |
-0-035 |
-18.9% |
0-245 |
ATR |
0-164 |
0-163 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,447,780 |
1,077,288 |
-370,492 |
-25.6% |
5,446,369 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-293 |
132-222 |
131-252 |
|
R3 |
132-143 |
132-072 |
131-211 |
|
R2 |
131-313 |
131-313 |
131-198 |
|
R1 |
131-242 |
131-242 |
131-184 |
131-245 |
PP |
131-163 |
131-163 |
131-163 |
131-165 |
S1 |
131-092 |
131-092 |
131-156 |
131-095 |
S2 |
131-013 |
131-013 |
131-142 |
|
S3 |
130-183 |
130-262 |
131-129 |
|
S4 |
130-033 |
130-112 |
131-088 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-237 |
133-128 |
131-305 |
|
R3 |
132-312 |
132-203 |
131-237 |
|
R2 |
132-067 |
132-067 |
131-215 |
|
R1 |
131-278 |
131-278 |
131-192 |
131-210 |
PP |
131-142 |
131-142 |
131-142 |
131-108 |
S1 |
131-033 |
131-033 |
131-148 |
130-285 |
S2 |
130-217 |
130-217 |
131-125 |
|
S3 |
129-292 |
130-108 |
131-103 |
|
S4 |
129-047 |
129-183 |
131-035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-250 |
131-005 |
0-245 |
0.6% |
0-139 |
0.3% |
67% |
False |
False |
1,089,273 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-164 |
0.4% |
68% |
False |
False |
1,229,937 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-170 |
0.4% |
44% |
False |
False |
1,344,591 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-158 |
0.4% |
34% |
False |
False |
1,088,707 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.4% |
25% |
False |
False |
968,764 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
25% |
False |
False |
728,059 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-131 |
0.3% |
25% |
False |
False |
582,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-232 |
2.618 |
132-308 |
1.618 |
132-158 |
1.000 |
132-065 |
0.618 |
132-008 |
HIGH |
131-235 |
0.618 |
131-178 |
0.500 |
131-160 |
0.382 |
131-142 |
LOW |
131-085 |
0.618 |
130-312 |
1.000 |
130-255 |
1.618 |
130-162 |
2.618 |
130-012 |
4.250 |
129-088 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-167 |
131-153 |
PP |
131-163 |
131-137 |
S1 |
131-160 |
131-120 |
|