ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-160 |
131-105 |
-0-055 |
-0.1% |
131-225 |
High |
131-215 |
131-185 |
-0-030 |
-0.1% |
131-250 |
Low |
131-095 |
131-050 |
-0-045 |
-0.1% |
131-005 |
Close |
131-110 |
131-150 |
0-040 |
0.1% |
131-170 |
Range |
0-120 |
0-135 |
0-015 |
12.5% |
0-245 |
ATR |
0-160 |
0-158 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,036,536 |
1,462,435 |
425,899 |
41.1% |
5,446,369 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-213 |
132-157 |
131-224 |
|
R3 |
132-078 |
132-022 |
131-187 |
|
R2 |
131-263 |
131-263 |
131-175 |
|
R1 |
131-207 |
131-207 |
131-162 |
131-235 |
PP |
131-128 |
131-128 |
131-128 |
131-142 |
S1 |
131-072 |
131-072 |
131-138 |
131-100 |
S2 |
130-313 |
130-313 |
131-125 |
|
S3 |
130-178 |
130-257 |
131-113 |
|
S4 |
130-043 |
130-122 |
131-076 |
|
|
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% |
0-151 |
0.4% |
63% |
False |
False |
1,267,474 |
10 |
131-295 |
131-005 |
0-290 |
0.7% |
0-142 |
0.3% |
50% |
False |
False |
1,189,761 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-166 |
0.4% |
41% |
False |
False |
1,364,289 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-158 |
0.4% |
32% |
False |
False |
1,098,956 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.4% |
23% |
False |
False |
1,009,006 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
23% |
False |
False |
759,291 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-132 |
0.3% |
23% |
False |
False |
607,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-119 |
2.618 |
132-218 |
1.618 |
132-083 |
1.000 |
132-000 |
0.618 |
131-268 |
HIGH |
131-185 |
0.618 |
131-133 |
0.500 |
131-118 |
0.382 |
131-102 |
LOW |
131-050 |
0.618 |
130-287 |
1.000 |
130-235 |
1.618 |
130-152 |
2.618 |
130-017 |
4.250 |
129-116 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-139 |
131-148 |
PP |
131-128 |
131-145 |
S1 |
131-118 |
131-142 |
|