ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
132-245 |
133-010 |
0-085 |
0.2% |
131-275 |
High |
133-015 |
133-045 |
0-030 |
0.1% |
133-015 |
Low |
132-235 |
132-245 |
0-010 |
0.0% |
131-205 |
Close |
132-295 |
132-250 |
-0-045 |
-0.1% |
132-295 |
Range |
0-100 |
0-120 |
0-020 |
20.0% |
1-130 |
ATR |
0-158 |
0-155 |
-0-003 |
-1.7% |
0-000 |
Volume |
201,578 |
80,408 |
-121,170 |
-60.1% |
7,770,997 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-007 |
133-248 |
132-316 |
|
R3 |
133-207 |
133-128 |
132-283 |
|
R2 |
133-087 |
133-087 |
132-272 |
|
R1 |
133-008 |
133-008 |
132-261 |
132-308 |
PP |
132-287 |
132-287 |
132-287 |
132-276 |
S1 |
132-208 |
132-208 |
132-239 |
132-188 |
S2 |
132-167 |
132-167 |
132-228 |
|
S3 |
132-047 |
132-088 |
132-217 |
|
S4 |
131-247 |
131-288 |
132-184 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-242 |
136-078 |
133-222 |
|
R3 |
135-112 |
134-268 |
133-099 |
|
R2 |
133-302 |
133-302 |
133-058 |
|
R1 |
133-138 |
133-138 |
133-016 |
133-220 |
PP |
132-172 |
132-172 |
132-172 |
132-212 |
S1 |
132-008 |
132-008 |
132-254 |
132-090 |
S2 |
131-042 |
131-042 |
132-212 |
|
S3 |
129-232 |
130-198 |
132-171 |
|
S4 |
128-102 |
129-068 |
132-048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-045 |
132-155 |
0-210 |
0.5% |
0-122 |
0.3% |
45% |
True |
False |
1,054,484 |
10 |
133-045 |
131-050 |
1-315 |
1.5% |
0-150 |
0.4% |
82% |
True |
False |
1,345,797 |
20 |
133-045 |
130-230 |
2-135 |
1.8% |
0-157 |
0.4% |
85% |
True |
False |
1,287,867 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-157 |
0.4% |
85% |
True |
False |
1,268,256 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-154 |
0.4% |
62% |
False |
False |
1,102,939 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
62% |
False |
False |
895,994 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-142 |
0.3% |
62% |
False |
False |
717,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-235 |
2.618 |
134-039 |
1.618 |
133-239 |
1.000 |
133-165 |
0.618 |
133-119 |
HIGH |
133-045 |
0.618 |
132-319 |
0.500 |
132-305 |
0.382 |
132-291 |
LOW |
132-245 |
0.618 |
132-171 |
1.000 |
132-125 |
1.618 |
132-051 |
2.618 |
131-251 |
4.250 |
131-055 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-305 |
132-275 |
PP |
132-287 |
132-267 |
S1 |
132-268 |
132-258 |
|