ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
132-215 |
132-135 |
-0-080 |
-0.2% |
131-275 |
High |
132-220 |
132-160 |
-0-060 |
-0.1% |
133-015 |
Low |
132-100 |
131-290 |
-0-130 |
-0.3% |
131-205 |
Close |
132-125 |
131-300 |
-0-145 |
-0.3% |
132-295 |
Range |
0-120 |
0-190 |
0-070 |
58.3% |
1-130 |
ATR |
0-150 |
0-152 |
0-003 |
1.9% |
0-000 |
Volume |
60,634 |
87,376 |
26,742 |
44.1% |
7,770,997 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-287 |
133-163 |
132-084 |
|
R3 |
133-097 |
132-293 |
132-032 |
|
R2 |
132-227 |
132-227 |
132-015 |
|
R1 |
132-103 |
132-103 |
131-317 |
132-070 |
PP |
132-037 |
132-037 |
132-037 |
132-020 |
S1 |
131-233 |
131-233 |
131-283 |
131-200 |
S2 |
131-167 |
131-167 |
131-265 |
|
S3 |
130-297 |
131-043 |
131-248 |
|
S4 |
130-107 |
130-173 |
131-196 |
|
|
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 |
131-290 |
1-075 |
0.9% |
0-127 |
0.3% |
3% |
False |
True |
98,382 |
10 |
133-045 |
131-200 |
1-165 |
1.1% |
0-150 |
0.4% |
21% |
False |
False |
960,132 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-147 |
0.3% |
43% |
False |
False |
1,086,987 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-158 |
0.4% |
50% |
False |
False |
1,197,023 |
60 |
133-265 |
130-230 |
3-035 |
2.4% |
0-155 |
0.4% |
39% |
False |
False |
1,062,292 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
37% |
False |
False |
898,401 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-142 |
0.3% |
37% |
False |
False |
719,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-008 |
2.618 |
134-017 |
1.618 |
133-147 |
1.000 |
133-030 |
0.618 |
132-277 |
HIGH |
132-160 |
0.618 |
132-087 |
0.500 |
132-065 |
0.382 |
132-043 |
LOW |
131-290 |
0.618 |
131-173 |
1.000 |
131-100 |
1.618 |
130-303 |
2.618 |
130-113 |
4.250 |
129-122 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-065 |
132-125 |
PP |
132-037 |
132-077 |
S1 |
132-008 |
132-028 |
|