ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-275 |
132-225 |
0-270 |
0.6% |
131-160 |
High |
132-245 |
132-305 |
0-060 |
0.1% |
131-315 |
Low |
131-205 |
132-155 |
0-270 |
0.6% |
131-050 |
Close |
132-160 |
132-215 |
0-055 |
0.1% |
131-290 |
Range |
1-040 |
0-150 |
-0-210 |
-58.3% |
0-265 |
ATR |
0-170 |
0-169 |
-0-001 |
-0.8% |
0-000 |
Volume |
2,578,982 |
2,706,174 |
127,192 |
4.9% |
5,606,570 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-035 |
133-275 |
132-298 |
|
R3 |
133-205 |
133-125 |
132-256 |
|
R2 |
133-055 |
133-055 |
132-242 |
|
R1 |
132-295 |
132-295 |
132-229 |
132-260 |
PP |
132-225 |
132-225 |
132-225 |
132-208 |
S1 |
132-145 |
132-145 |
132-201 |
132-110 |
S2 |
132-075 |
132-075 |
132-188 |
|
S3 |
131-245 |
131-315 |
132-174 |
|
S4 |
131-095 |
131-165 |
132-132 |
|
|
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 |
132-305 |
131-050 |
1-255 |
1.4% |
0-185 |
0.4% |
84% |
True |
False |
1,971,038 |
10 |
132-305 |
131-005 |
1-300 |
1.5% |
0-165 |
0.4% |
85% |
True |
False |
1,562,053 |
20 |
132-305 |
130-230 |
2-075 |
1.7% |
0-169 |
0.4% |
87% |
True |
False |
1,516,116 |
40 |
133-025 |
130-230 |
2-115 |
1.8% |
0-164 |
0.4% |
83% |
False |
False |
1,272,323 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-153 |
0.4% |
59% |
False |
False |
1,112,427 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.3% |
59% |
False |
False |
864,129 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-138 |
0.3% |
59% |
False |
False |
691,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-302 |
2.618 |
134-058 |
1.618 |
133-228 |
1.000 |
133-135 |
0.618 |
133-078 |
HIGH |
132-305 |
0.618 |
132-248 |
0.500 |
132-230 |
0.382 |
132-212 |
LOW |
132-155 |
0.618 |
132-062 |
1.000 |
132-005 |
1.618 |
131-232 |
2.618 |
131-082 |
4.250 |
130-158 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
132-230 |
132-174 |
PP |
132-225 |
132-133 |
S1 |
132-220 |
132-092 |
|