ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
132-260 |
132-215 |
-0-045 |
-0.1% |
131-275 |
High |
132-280 |
132-220 |
-0-060 |
-0.1% |
133-015 |
Low |
132-175 |
132-100 |
-0-075 |
-0.2% |
131-205 |
Close |
132-220 |
132-125 |
-0-095 |
-0.2% |
132-295 |
Range |
0-105 |
0-120 |
0-015 |
14.3% |
1-130 |
ATR |
0-152 |
0-150 |
-0-002 |
-1.5% |
0-000 |
Volume |
61,917 |
60,634 |
-1,283 |
-2.1% |
7,770,997 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-188 |
133-117 |
132-191 |
|
R3 |
133-068 |
132-317 |
132-158 |
|
R2 |
132-268 |
132-268 |
132-147 |
|
R1 |
132-197 |
132-197 |
132-136 |
132-172 |
PP |
132-148 |
132-148 |
132-148 |
132-136 |
S1 |
132-077 |
132-077 |
132-114 |
132-052 |
S2 |
132-028 |
132-028 |
132-103 |
|
S3 |
131-228 |
131-277 |
132-092 |
|
S4 |
131-108 |
131-157 |
132-059 |
|
|
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 |
132-100 |
0-265 |
0.6% |
0-108 |
0.3% |
9% |
False |
True |
175,990 |
10 |
133-045 |
131-145 |
1-220 |
1.3% |
0-148 |
0.3% |
56% |
False |
False |
1,108,155 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-144 |
0.3% |
65% |
False |
False |
1,148,958 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-157 |
0.4% |
69% |
False |
False |
1,215,580 |
60 |
133-310 |
130-230 |
3-080 |
2.5% |
0-154 |
0.4% |
51% |
False |
False |
1,078,566 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
50% |
False |
False |
897,398 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-142 |
0.3% |
50% |
False |
False |
718,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-090 |
2.618 |
133-214 |
1.618 |
133-094 |
1.000 |
133-020 |
0.618 |
132-294 |
HIGH |
132-220 |
0.618 |
132-174 |
0.500 |
132-160 |
0.382 |
132-146 |
LOW |
132-100 |
0.618 |
132-026 |
1.000 |
131-300 |
1.618 |
131-226 |
2.618 |
131-106 |
4.250 |
130-230 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-160 |
132-232 |
PP |
132-148 |
132-197 |
S1 |
132-137 |
132-161 |
|