ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
133-010 |
132-260 |
-0-070 |
-0.2% |
131-275 |
High |
133-045 |
132-280 |
-0-085 |
-0.2% |
133-015 |
Low |
132-245 |
132-175 |
-0-070 |
-0.2% |
131-205 |
Close |
132-250 |
132-220 |
-0-030 |
-0.1% |
132-295 |
Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
1-130 |
ATR |
0-155 |
0-152 |
-0-004 |
-2.3% |
0-000 |
Volume |
80,408 |
61,917 |
-18,491 |
-23.0% |
7,770,997 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-220 |
133-165 |
132-278 |
|
R3 |
133-115 |
133-060 |
132-249 |
|
R2 |
133-010 |
133-010 |
132-239 |
|
R1 |
132-275 |
132-275 |
132-230 |
132-250 |
PP |
132-225 |
132-225 |
132-225 |
132-212 |
S1 |
132-170 |
132-170 |
132-210 |
132-145 |
S2 |
132-120 |
132-120 |
132-201 |
|
S3 |
132-015 |
132-065 |
132-191 |
|
S4 |
131-230 |
131-280 |
132-162 |
|
|
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 |
132-170 |
0-195 |
0.5% |
0-113 |
0.3% |
26% |
False |
False |
525,633 |
10 |
133-045 |
131-050 |
1-315 |
1.5% |
0-149 |
0.4% |
77% |
False |
False |
1,248,335 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-147 |
0.3% |
79% |
False |
False |
1,206,143 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-156 |
0.4% |
81% |
False |
False |
1,231,075 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-154 |
0.4% |
59% |
False |
False |
1,089,249 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
59% |
False |
False |
896,701 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-142 |
0.3% |
59% |
False |
False |
717,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-086 |
2.618 |
133-235 |
1.618 |
133-130 |
1.000 |
133-065 |
0.618 |
133-025 |
HIGH |
132-280 |
0.618 |
132-240 |
0.500 |
132-228 |
0.382 |
132-215 |
LOW |
132-175 |
0.618 |
132-110 |
1.000 |
132-070 |
1.618 |
132-005 |
2.618 |
131-220 |
4.250 |
131-049 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-228 |
132-270 |
PP |
132-225 |
132-253 |
S1 |
132-222 |
132-237 |
|