ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-145 |
131-235 |
0-090 |
0.2% |
133-010 |
High |
131-255 |
131-285 |
0-030 |
0.1% |
133-045 |
Low |
131-115 |
131-160 |
0-045 |
0.1% |
131-080 |
Close |
131-235 |
131-230 |
-0-005 |
0.0% |
131-150 |
Range |
0-140 |
0-125 |
-0-015 |
-10.7% |
1-285 |
ATR |
0-151 |
0-149 |
-0-002 |
-1.2% |
0-000 |
Volume |
30,754 |
30,548 |
-206 |
-0.7% |
335,397 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-280 |
132-220 |
131-299 |
|
R3 |
132-155 |
132-095 |
131-264 |
|
R2 |
132-030 |
132-030 |
131-253 |
|
R1 |
131-290 |
131-290 |
131-241 |
131-258 |
PP |
131-225 |
131-225 |
131-225 |
131-209 |
S1 |
131-165 |
131-165 |
131-219 |
131-132 |
S2 |
131-100 |
131-100 |
131-207 |
|
S3 |
130-295 |
131-040 |
131-196 |
|
S4 |
130-170 |
130-235 |
131-161 |
|
|
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 |
132-160 |
131-080 |
1-080 |
0.9% |
0-152 |
0.4% |
38% |
False |
False |
43,894 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-130 |
0.3% |
25% |
False |
False |
109,942 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-150 |
0.4% |
33% |
False |
False |
881,920 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-158 |
0.4% |
41% |
False |
False |
1,096,228 |
60 |
133-045 |
130-230 |
2-135 |
1.8% |
0-155 |
0.4% |
41% |
False |
False |
1,003,780 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
30% |
False |
False |
899,712 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
30% |
False |
False |
720,468 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-130 |
0.3% |
30% |
False |
False |
600,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-176 |
2.618 |
132-292 |
1.618 |
132-167 |
1.000 |
132-090 |
0.618 |
132-042 |
HIGH |
131-285 |
0.618 |
131-237 |
0.500 |
131-222 |
0.382 |
131-208 |
LOW |
131-160 |
0.618 |
131-083 |
1.000 |
131-035 |
1.618 |
130-278 |
2.618 |
130-153 |
4.250 |
129-269 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-228 |
131-220 |
PP |
131-225 |
131-210 |
S1 |
131-222 |
131-200 |
|