ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
132-200 |
132-190 |
-0-010 |
0.0% |
131-160 |
High |
132-315 |
132-280 |
-0-035 |
-0.1% |
131-315 |
Low |
132-170 |
132-185 |
0-015 |
0.0% |
131-050 |
Close |
132-185 |
132-225 |
0-040 |
0.1% |
131-290 |
Range |
0-145 |
0-095 |
-0-050 |
-34.5% |
0-265 |
ATR |
0-167 |
0-162 |
-0-005 |
-3.1% |
0-000 |
Volume |
1,808,848 |
475,415 |
-1,333,433 |
-73.7% |
5,606,570 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-195 |
133-145 |
132-277 |
|
R3 |
133-100 |
133-050 |
132-251 |
|
R2 |
133-005 |
133-005 |
132-242 |
|
R1 |
132-275 |
132-275 |
132-234 |
132-300 |
PP |
132-230 |
132-230 |
132-230 |
132-242 |
S1 |
132-180 |
132-180 |
132-216 |
132-205 |
S2 |
132-135 |
132-135 |
132-208 |
|
S3 |
132-040 |
132-085 |
132-199 |
|
S4 |
131-265 |
131-310 |
132-173 |
|
|
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 |
131-200 |
1-115 |
1.0% |
0-172 |
0.4% |
79% |
False |
False |
1,821,881 |
10 |
132-315 |
131-005 |
1-310 |
1.5% |
0-162 |
0.4% |
86% |
False |
False |
1,570,105 |
20 |
132-315 |
130-230 |
2-085 |
1.7% |
0-167 |
0.4% |
88% |
False |
False |
1,464,434 |
40 |
132-315 |
130-230 |
2-085 |
1.7% |
0-160 |
0.4% |
88% |
False |
False |
1,309,797 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-154 |
0.4% |
60% |
False |
False |
1,124,456 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.3% |
60% |
False |
False |
892,638 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-139 |
0.3% |
60% |
False |
False |
714,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-044 |
2.618 |
133-209 |
1.618 |
133-114 |
1.000 |
133-055 |
0.618 |
133-019 |
HIGH |
132-280 |
0.618 |
132-244 |
0.500 |
132-232 |
0.382 |
132-221 |
LOW |
132-185 |
0.618 |
132-126 |
1.000 |
132-090 |
1.618 |
132-031 |
2.618 |
131-256 |
4.250 |
131-101 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
132-232 |
132-235 |
PP |
132-230 |
132-232 |
S1 |
132-228 |
132-228 |
|