ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
132-135 |
131-295 |
-0-160 |
-0.4% |
133-010 |
High |
132-160 |
131-305 |
-0-175 |
-0.4% |
133-045 |
Low |
131-290 |
131-080 |
-0-210 |
-0.5% |
131-080 |
Close |
131-300 |
131-150 |
-0-150 |
-0.4% |
131-150 |
Range |
0-190 |
0-225 |
0-035 |
18.4% |
1-285 |
ATR |
0-152 |
0-158 |
0-005 |
3.4% |
0-000 |
Volume |
87,376 |
45,062 |
-42,314 |
-48.4% |
335,397 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-213 |
133-087 |
131-274 |
|
R3 |
132-308 |
132-182 |
131-212 |
|
R2 |
132-083 |
132-083 |
131-191 |
|
R1 |
131-277 |
131-277 |
131-171 |
131-228 |
PP |
131-178 |
131-178 |
131-178 |
131-154 |
S1 |
131-052 |
131-052 |
131-129 |
131-002 |
S2 |
130-273 |
130-273 |
131-109 |
|
S3 |
130-048 |
130-147 |
131-088 |
|
S4 |
129-143 |
129-242 |
131-026 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-200 |
136-140 |
132-163 |
|
R3 |
135-235 |
134-175 |
131-316 |
|
R2 |
133-270 |
133-270 |
131-261 |
|
R1 |
132-210 |
132-210 |
131-205 |
132-098 |
PP |
131-305 |
131-305 |
131-305 |
131-249 |
S1 |
130-245 |
130-245 |
131-095 |
130-132 |
S2 |
130-020 |
130-020 |
131-039 |
|
S3 |
128-055 |
128-280 |
130-304 |
|
S4 |
126-090 |
126-315 |
130-137 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-045 |
131-080 |
1-285 |
1.4% |
0-152 |
0.4% |
12% |
False |
True |
67,079 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-161 |
0.4% |
12% |
False |
True |
810,639 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-150 |
0.4% |
21% |
False |
False |
1,014,389 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-160 |
0.4% |
31% |
False |
False |
1,173,953 |
60 |
133-220 |
130-230 |
2-310 |
2.3% |
0-157 |
0.4% |
25% |
False |
False |
1,054,355 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
23% |
False |
False |
898,877 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-143 |
0.3% |
23% |
False |
False |
719,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-301 |
2.618 |
133-254 |
1.618 |
133-029 |
1.000 |
132-210 |
0.618 |
132-124 |
HIGH |
131-305 |
0.618 |
131-219 |
0.500 |
131-192 |
0.382 |
131-166 |
LOW |
131-080 |
0.618 |
130-261 |
1.000 |
130-175 |
1.618 |
130-036 |
2.618 |
129-131 |
4.250 |
128-084 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-192 |
131-310 |
PP |
131-178 |
131-257 |
S1 |
131-164 |
131-203 |
|