ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-195 |
131-250 |
0-055 |
0.1% |
131-160 |
High |
131-260 |
132-070 |
0-130 |
0.3% |
132-070 |
Low |
131-120 |
131-210 |
0-090 |
0.2% |
131-115 |
Close |
131-235 |
132-045 |
0-130 |
0.3% |
132-045 |
Range |
0-140 |
0-180 |
0-040 |
28.6% |
0-275 |
ATR |
0-149 |
0-151 |
0-002 |
1.5% |
0-000 |
Volume |
15,842 |
39,318 |
23,476 |
148.2% |
142,196 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-222 |
133-153 |
132-144 |
|
R3 |
133-042 |
132-293 |
132-094 |
|
R2 |
132-182 |
132-182 |
132-078 |
|
R1 |
132-113 |
132-113 |
132-062 |
132-148 |
PP |
132-002 |
132-002 |
132-002 |
132-019 |
S1 |
131-253 |
131-253 |
132-028 |
131-288 |
S2 |
131-142 |
131-142 |
132-012 |
|
S3 |
130-282 |
131-073 |
131-316 |
|
S4 |
130-102 |
130-213 |
131-266 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-155 |
134-055 |
132-196 |
|
R3 |
133-200 |
133-100 |
132-121 |
|
R2 |
132-245 |
132-245 |
132-095 |
|
R1 |
132-145 |
132-145 |
132-070 |
132-195 |
PP |
131-290 |
131-290 |
131-290 |
131-315 |
S1 |
131-190 |
131-190 |
132-020 |
131-240 |
S2 |
131-015 |
131-015 |
131-315 |
|
S3 |
130-060 |
130-235 |
131-289 |
|
S4 |
129-105 |
129-280 |
131-214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-070 |
131-115 |
0-275 |
0.7% |
0-133 |
0.3% |
91% |
True |
False |
28,439 |
10 |
133-045 |
131-080 |
1-285 |
1.4% |
0-142 |
0.3% |
47% |
False |
False |
47,759 |
20 |
133-045 |
131-050 |
1-315 |
1.5% |
0-148 |
0.4% |
50% |
False |
False |
746,622 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-161 |
0.4% |
59% |
False |
False |
1,051,030 |
60 |
133-045 |
130-230 |
2-135 |
1.8% |
0-155 |
0.4% |
59% |
False |
False |
976,676 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
43% |
False |
False |
899,973 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
43% |
False |
False |
721,012 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-133 |
0.3% |
43% |
False |
False |
600,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-195 |
2.618 |
133-221 |
1.618 |
133-041 |
1.000 |
132-250 |
0.618 |
132-181 |
HIGH |
132-070 |
0.618 |
132-001 |
0.500 |
131-300 |
0.382 |
131-279 |
LOW |
131-210 |
0.618 |
131-099 |
1.000 |
131-030 |
1.618 |
130-239 |
2.618 |
130-059 |
4.250 |
129-085 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-023 |
132-008 |
PP |
132-002 |
131-292 |
S1 |
131-300 |
131-255 |
|