ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-255 |
131-275 |
0-020 |
0.0% |
131-160 |
High |
131-310 |
132-245 |
0-255 |
0.6% |
131-315 |
Low |
131-200 |
131-205 |
0-005 |
0.0% |
131-050 |
Close |
131-290 |
132-160 |
0-190 |
0.5% |
131-290 |
Range |
0-110 |
1-040 |
0-250 |
227.3% |
0-265 |
ATR |
0-156 |
0-170 |
0-015 |
9.4% |
0-000 |
Volume |
1,539,989 |
2,578,982 |
1,038,993 |
67.5% |
5,606,570 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-217 |
135-068 |
133-038 |
|
R3 |
134-177 |
134-028 |
132-259 |
|
R2 |
133-137 |
133-137 |
132-226 |
|
R1 |
132-308 |
132-308 |
132-193 |
133-062 |
PP |
132-097 |
132-097 |
132-097 |
132-134 |
S1 |
131-268 |
131-268 |
132-127 |
132-022 |
S2 |
131-057 |
131-057 |
132-094 |
|
S3 |
130-017 |
130-228 |
132-061 |
|
S4 |
128-297 |
129-188 |
131-282 |
|
|
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 |
132-245 |
131-050 |
1-195 |
1.2% |
0-179 |
0.4% |
83% |
True |
False |
1,637,110 |
10 |
132-245 |
131-005 |
1-240 |
1.3% |
0-159 |
0.4% |
85% |
True |
False |
1,363,192 |
20 |
132-245 |
130-230 |
2-015 |
1.5% |
0-171 |
0.4% |
87% |
True |
False |
1,456,957 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-165 |
0.4% |
75% |
False |
False |
1,218,788 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-152 |
0.4% |
54% |
False |
False |
1,085,168 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.3% |
54% |
False |
False |
830,320 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-137 |
0.3% |
54% |
False |
False |
664,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137-175 |
2.618 |
135-227 |
1.618 |
134-187 |
1.000 |
133-285 |
0.618 |
133-147 |
HIGH |
132-245 |
0.618 |
132-107 |
0.500 |
132-065 |
0.382 |
132-023 |
LOW |
131-205 |
0.618 |
130-303 |
1.000 |
130-165 |
1.618 |
129-263 |
2.618 |
128-223 |
4.250 |
126-275 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
132-128 |
132-118 |
PP |
132-097 |
132-077 |
S1 |
132-065 |
132-035 |
|