ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-175 |
131-255 |
0-080 |
0.2% |
131-160 |
High |
131-315 |
131-310 |
-0-005 |
0.0% |
131-315 |
Low |
131-145 |
131-200 |
0-055 |
0.1% |
131-050 |
Close |
131-255 |
131-290 |
0-035 |
0.1% |
131-290 |
Range |
0-170 |
0-110 |
-0-060 |
-35.3% |
0-265 |
ATR |
0-159 |
0-156 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,567,610 |
1,539,989 |
-27,621 |
-1.8% |
5,606,570 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-277 |
132-233 |
132-030 |
|
R3 |
132-167 |
132-123 |
132-000 |
|
R2 |
132-057 |
132-057 |
131-310 |
|
R1 |
132-013 |
132-013 |
131-300 |
132-035 |
PP |
131-267 |
131-267 |
131-267 |
131-278 |
S1 |
131-223 |
131-223 |
131-280 |
131-245 |
S2 |
131-157 |
131-157 |
131-270 |
|
S3 |
131-047 |
131-113 |
131-260 |
|
S4 |
130-257 |
131-003 |
131-230 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-053 |
133-277 |
132-116 |
|
R3 |
133-108 |
133-012 |
132-043 |
|
R2 |
132-163 |
132-163 |
132-019 |
|
R1 |
132-067 |
132-067 |
131-314 |
132-115 |
PP |
131-218 |
131-218 |
131-218 |
131-242 |
S1 |
131-122 |
131-122 |
131-266 |
131-170 |
S2 |
130-273 |
130-273 |
131-241 |
|
S3 |
130-008 |
130-177 |
131-217 |
|
S4 |
129-063 |
129-232 |
131-144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-315 |
131-050 |
0-265 |
0.6% |
0-137 |
0.3% |
91% |
False |
False |
1,336,771 |
10 |
131-315 |
131-005 |
0-310 |
0.7% |
0-138 |
0.3% |
92% |
False |
False |
1,218,139 |
20 |
132-060 |
130-230 |
1-150 |
1.1% |
0-166 |
0.4% |
81% |
False |
False |
1,411,251 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-159 |
0.4% |
50% |
False |
False |
1,157,110 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.4% |
36% |
False |
False |
1,052,014 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
36% |
False |
False |
798,091 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-134 |
0.3% |
36% |
False |
False |
638,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-138 |
2.618 |
132-278 |
1.618 |
132-168 |
1.000 |
132-100 |
0.618 |
132-058 |
HIGH |
131-310 |
0.618 |
131-268 |
0.500 |
131-255 |
0.382 |
131-242 |
LOW |
131-200 |
0.618 |
131-132 |
1.000 |
131-090 |
1.618 |
131-022 |
2.618 |
130-232 |
4.250 |
130-052 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-278 |
131-254 |
PP |
131-267 |
131-218 |
S1 |
131-255 |
131-182 |
|