ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-105 |
131-175 |
0-070 |
0.2% |
131-225 |
High |
131-185 |
131-315 |
0-130 |
0.3% |
131-250 |
Low |
131-050 |
131-145 |
0-095 |
0.2% |
131-005 |
Close |
131-150 |
131-255 |
0-105 |
0.2% |
131-170 |
Range |
0-135 |
0-170 |
0-035 |
25.9% |
0-245 |
ATR |
0-158 |
0-159 |
0-001 |
0.5% |
0-000 |
Volume |
1,462,435 |
1,567,610 |
105,175 |
7.2% |
5,446,369 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-108 |
133-032 |
132-028 |
|
R3 |
132-258 |
132-182 |
131-302 |
|
R2 |
132-088 |
132-088 |
131-286 |
|
R1 |
132-012 |
132-012 |
131-271 |
132-050 |
PP |
131-238 |
131-238 |
131-238 |
131-258 |
S1 |
131-162 |
131-162 |
131-239 |
131-200 |
S2 |
131-068 |
131-068 |
131-224 |
|
S3 |
130-218 |
130-312 |
131-208 |
|
S4 |
130-048 |
130-142 |
131-162 |
|
|
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 |
131-315 |
131-005 |
0-310 |
0.7% |
0-152 |
0.4% |
81% |
True |
False |
1,318,329 |
10 |
131-315 |
131-005 |
0-310 |
0.7% |
0-145 |
0.3% |
81% |
True |
False |
1,213,842 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-170 |
0.4% |
59% |
False |
False |
1,405,356 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-158 |
0.4% |
46% |
False |
False |
1,120,473 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-149 |
0.4% |
33% |
False |
False |
1,033,947 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
33% |
False |
False |
778,874 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-134 |
0.3% |
33% |
False |
False |
623,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-078 |
2.618 |
133-120 |
1.618 |
132-270 |
1.000 |
132-165 |
0.618 |
132-100 |
HIGH |
131-315 |
0.618 |
131-250 |
0.500 |
131-230 |
0.382 |
131-210 |
LOW |
131-145 |
0.618 |
131-040 |
1.000 |
130-295 |
1.618 |
130-190 |
2.618 |
130-020 |
4.250 |
129-062 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-247 |
131-231 |
PP |
131-238 |
131-207 |
S1 |
131-230 |
131-182 |
|