ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-170 |
131-160 |
-0-010 |
0.0% |
131-225 |
High |
131-235 |
131-215 |
-0-020 |
0.0% |
131-250 |
Low |
131-085 |
131-095 |
0-010 |
0.0% |
131-005 |
Close |
131-170 |
131-110 |
-0-060 |
-0.1% |
131-170 |
Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
0-245 |
ATR |
0-163 |
0-160 |
-0-003 |
-1.9% |
0-000 |
Volume |
1,077,288 |
1,036,536 |
-40,752 |
-3.8% |
5,446,369 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-180 |
132-105 |
131-176 |
|
R3 |
132-060 |
131-305 |
131-143 |
|
R2 |
131-260 |
131-260 |
131-132 |
|
R1 |
131-185 |
131-185 |
131-121 |
131-162 |
PP |
131-140 |
131-140 |
131-140 |
131-129 |
S1 |
131-065 |
131-065 |
131-099 |
131-042 |
S2 |
131-020 |
131-020 |
131-088 |
|
S3 |
130-220 |
130-265 |
131-077 |
|
S4 |
130-100 |
130-145 |
131-044 |
|
|
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 |
131-235 |
131-005 |
0-230 |
0.5% |
0-145 |
0.3% |
46% |
False |
False |
1,153,068 |
10 |
131-295 |
131-005 |
0-290 |
0.7% |
0-145 |
0.3% |
36% |
False |
False |
1,163,950 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-167 |
0.4% |
34% |
False |
False |
1,347,997 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-157 |
0.4% |
26% |
False |
False |
1,086,328 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.4% |
19% |
False |
False |
985,589 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
19% |
False |
False |
741,013 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-132 |
0.3% |
19% |
False |
False |
592,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-085 |
2.618 |
132-209 |
1.618 |
132-089 |
1.000 |
132-015 |
0.618 |
131-289 |
HIGH |
131-215 |
0.618 |
131-169 |
0.500 |
131-155 |
0.382 |
131-141 |
LOW |
131-095 |
0.618 |
131-021 |
1.000 |
130-295 |
1.618 |
130-221 |
2.618 |
130-101 |
4.250 |
129-225 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-155 |
131-120 |
PP |
131-140 |
131-117 |
S1 |
131-125 |
131-113 |
|