ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-235 |
131-195 |
-0-040 |
-0.1% |
133-010 |
High |
131-285 |
131-260 |
-0-025 |
-0.1% |
133-045 |
Low |
131-160 |
131-120 |
-0-040 |
-0.1% |
131-080 |
Close |
131-230 |
131-235 |
0-005 |
0.0% |
131-150 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
1-285 |
ATR |
0-149 |
0-149 |
-0-001 |
-0.4% |
0-000 |
Volume |
30,548 |
15,842 |
-14,706 |
-48.1% |
335,397 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-305 |
132-250 |
131-312 |
|
R3 |
132-165 |
132-110 |
131-274 |
|
R2 |
132-025 |
132-025 |
131-261 |
|
R1 |
131-290 |
131-290 |
131-248 |
131-318 |
PP |
131-205 |
131-205 |
131-205 |
131-219 |
S1 |
131-150 |
131-150 |
131-222 |
131-178 |
S2 |
131-065 |
131-065 |
131-209 |
|
S3 |
130-245 |
131-010 |
131-196 |
|
S4 |
130-105 |
130-190 |
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 |
131-305 |
131-080 |
0-225 |
0.5% |
0-142 |
0.3% |
69% |
False |
False |
29,588 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-134 |
0.3% |
26% |
False |
False |
63,985 |
20 |
133-045 |
131-005 |
2-040 |
1.6% |
0-148 |
0.4% |
34% |
False |
False |
817,045 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-159 |
0.4% |
42% |
False |
False |
1,070,001 |
60 |
133-045 |
130-230 |
2-135 |
1.8% |
0-155 |
0.4% |
42% |
False |
False |
989,771 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
31% |
False |
False |
899,752 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
31% |
False |
False |
720,622 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-132 |
0.3% |
31% |
False |
False |
600,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-215 |
2.618 |
132-307 |
1.618 |
132-167 |
1.000 |
132-080 |
0.618 |
132-027 |
HIGH |
131-260 |
0.618 |
131-207 |
0.500 |
131-190 |
0.382 |
131-173 |
LOW |
131-120 |
0.618 |
131-033 |
1.000 |
130-300 |
1.618 |
130-213 |
2.618 |
130-073 |
4.250 |
129-165 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-220 |
131-223 |
PP |
131-205 |
131-212 |
S1 |
131-190 |
131-200 |
|