ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
132-225 |
132-200 |
-0-025 |
-0.1% |
131-160 |
High |
132-305 |
132-315 |
0-010 |
0.0% |
131-315 |
Low |
132-155 |
132-170 |
0-015 |
0.0% |
131-050 |
Close |
132-215 |
132-185 |
-0-030 |
-0.1% |
131-290 |
Range |
0-150 |
0-145 |
-0-005 |
-3.3% |
0-265 |
ATR |
0-169 |
0-167 |
-0-002 |
-1.0% |
0-000 |
Volume |
2,706,174 |
1,808,848 |
-897,326 |
-33.2% |
5,606,570 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-018 |
133-247 |
132-265 |
|
R3 |
133-193 |
133-102 |
132-225 |
|
R2 |
133-048 |
133-048 |
132-212 |
|
R1 |
132-277 |
132-277 |
132-198 |
132-250 |
PP |
132-223 |
132-223 |
132-223 |
132-210 |
S1 |
132-132 |
132-132 |
132-172 |
132-105 |
S2 |
132-078 |
132-078 |
132-158 |
|
S3 |
131-253 |
131-307 |
132-145 |
|
S4 |
131-108 |
131-162 |
132-105 |
|
|
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 |
132-315 |
131-145 |
1-170 |
1.2% |
0-187 |
0.4% |
73% |
True |
False |
2,040,320 |
10 |
132-315 |
131-005 |
1-310 |
1.5% |
0-169 |
0.4% |
79% |
True |
False |
1,653,897 |
20 |
132-315 |
130-230 |
2-085 |
1.7% |
0-170 |
0.4% |
82% |
True |
False |
1,539,363 |
40 |
133-020 |
130-230 |
2-110 |
1.8% |
0-164 |
0.4% |
79% |
False |
False |
1,306,099 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-154 |
0.4% |
56% |
False |
False |
1,130,029 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.3% |
56% |
False |
False |
886,736 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-139 |
0.3% |
56% |
False |
False |
709,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-291 |
2.618 |
134-055 |
1.618 |
133-230 |
1.000 |
133-140 |
0.618 |
133-085 |
HIGH |
132-315 |
0.618 |
132-260 |
0.500 |
132-242 |
0.382 |
132-225 |
LOW |
132-170 |
0.618 |
132-080 |
1.000 |
132-025 |
1.618 |
131-255 |
2.618 |
131-110 |
4.250 |
130-194 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
132-242 |
132-157 |
PP |
132-223 |
132-128 |
S1 |
132-204 |
132-100 |
|