ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-160 |
131-145 |
-0-015 |
0.0% |
133-010 |
High |
131-195 |
131-255 |
0-060 |
0.1% |
133-045 |
Low |
131-115 |
131-115 |
0-000 |
0.0% |
131-080 |
Close |
131-155 |
131-235 |
0-080 |
0.2% |
131-150 |
Range |
0-080 |
0-140 |
0-060 |
75.0% |
1-285 |
ATR |
0-152 |
0-151 |
-0-001 |
-0.6% |
0-000 |
Volume |
25,734 |
30,754 |
5,020 |
19.5% |
335,397 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-302 |
132-248 |
131-312 |
|
R3 |
132-162 |
132-108 |
131-274 |
|
R2 |
132-022 |
132-022 |
131-261 |
|
R1 |
131-288 |
131-288 |
131-248 |
131-315 |
PP |
131-202 |
131-202 |
131-202 |
131-215 |
S1 |
131-148 |
131-148 |
131-222 |
131-175 |
S2 |
131-062 |
131-062 |
131-209 |
|
S3 |
130-242 |
131-008 |
131-196 |
|
S4 |
130-102 |
130-188 |
131-158 |
|
|
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 |
132-220 |
131-080 |
1-140 |
1.1% |
0-151 |
0.4% |
34% |
False |
False |
49,912 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-132 |
0.3% |
26% |
False |
False |
287,772 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-148 |
0.4% |
34% |
False |
False |
924,913 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-158 |
0.4% |
42% |
False |
False |
1,115,147 |
60 |
133-055 |
130-230 |
2-145 |
1.9% |
0-155 |
0.4% |
41% |
False |
False |
1,025,131 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
31% |
False |
False |
899,432 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
31% |
False |
False |
720,162 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-129 |
0.3% |
31% |
False |
False |
600,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-210 |
2.618 |
132-302 |
1.618 |
132-162 |
1.000 |
132-075 |
0.618 |
132-022 |
HIGH |
131-255 |
0.618 |
131-202 |
0.500 |
131-185 |
0.382 |
131-168 |
LOW |
131-115 |
0.618 |
131-028 |
1.000 |
130-295 |
1.618 |
130-208 |
2.618 |
130-068 |
4.250 |
129-160 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-218 |
131-221 |
PP |
131-202 |
131-207 |
S1 |
131-185 |
131-192 |
|