ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-295 |
131-160 |
-0-135 |
-0.3% |
133-010 |
High |
131-305 |
131-195 |
-0-110 |
-0.3% |
133-045 |
Low |
131-080 |
131-115 |
0-035 |
0.1% |
131-080 |
Close |
131-150 |
131-155 |
0-005 |
0.0% |
131-150 |
Range |
0-225 |
0-080 |
-0-145 |
-64.4% |
1-285 |
ATR |
0-158 |
0-152 |
-0-006 |
-3.5% |
0-000 |
Volume |
45,062 |
25,734 |
-19,328 |
-42.9% |
335,397 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-075 |
132-035 |
131-199 |
|
R3 |
131-315 |
131-275 |
131-177 |
|
R2 |
131-235 |
131-235 |
131-170 |
|
R1 |
131-195 |
131-195 |
131-162 |
131-175 |
PP |
131-155 |
131-155 |
131-155 |
131-145 |
S1 |
131-115 |
131-115 |
131-148 |
131-095 |
S2 |
131-075 |
131-075 |
131-140 |
|
S3 |
130-315 |
131-035 |
131-133 |
|
S4 |
130-235 |
130-275 |
131-111 |
|
|
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 |
132-280 |
131-080 |
1-200 |
1.2% |
0-144 |
0.3% |
14% |
False |
False |
56,144 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-133 |
0.3% |
12% |
False |
False |
555,314 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-146 |
0.3% |
22% |
False |
False |
959,253 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-159 |
0.4% |
32% |
False |
False |
1,142,314 |
60 |
133-175 |
130-230 |
2-265 |
2.2% |
0-156 |
0.4% |
27% |
False |
False |
1,044,745 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
23% |
False |
False |
899,056 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
23% |
False |
False |
719,855 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-128 |
0.3% |
23% |
False |
False |
599,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-215 |
2.618 |
132-084 |
1.618 |
132-004 |
1.000 |
131-275 |
0.618 |
131-244 |
HIGH |
131-195 |
0.618 |
131-164 |
0.500 |
131-155 |
0.382 |
131-146 |
LOW |
131-115 |
0.618 |
131-066 |
1.000 |
131-035 |
1.618 |
130-306 |
2.618 |
130-226 |
4.250 |
130-095 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-155 |
131-280 |
PP |
131-155 |
131-238 |
S1 |
131-155 |
131-197 |
|