ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-250 |
132-205 |
0-275 |
0.7% |
131-160 |
High |
132-070 |
132-280 |
0-210 |
0.5% |
132-070 |
Low |
131-210 |
132-120 |
0-230 |
0.5% |
131-115 |
Close |
132-045 |
132-140 |
0-095 |
0.2% |
132-045 |
Range |
0-180 |
0-160 |
-0-020 |
-11.1% |
0-275 |
ATR |
0-151 |
0-157 |
0-006 |
4.0% |
0-000 |
Volume |
39,318 |
11,851 |
-27,467 |
-69.9% |
142,196 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-020 |
133-240 |
132-228 |
|
R3 |
133-180 |
133-080 |
132-184 |
|
R2 |
133-020 |
133-020 |
132-169 |
|
R1 |
132-240 |
132-240 |
132-155 |
132-210 |
PP |
132-180 |
132-180 |
132-180 |
132-165 |
S1 |
132-080 |
132-080 |
132-125 |
132-050 |
S2 |
132-020 |
132-020 |
132-111 |
|
S3 |
131-180 |
131-240 |
132-096 |
|
S4 |
131-020 |
131-080 |
132-052 |
|
|
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 |
132-280 |
131-115 |
1-165 |
1.1% |
0-149 |
0.4% |
71% |
True |
False |
25,662 |
10 |
132-280 |
131-080 |
1-200 |
1.2% |
0-146 |
0.3% |
73% |
True |
False |
40,903 |
20 |
133-045 |
131-050 |
1-315 |
1.5% |
0-148 |
0.4% |
65% |
False |
False |
693,350 |
40 |
133-045 |
130-230 |
2-135 |
1.8% |
0-159 |
0.4% |
71% |
False |
False |
1,018,971 |
60 |
133-045 |
130-230 |
2-135 |
1.8% |
0-155 |
0.4% |
71% |
False |
False |
956,922 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-148 |
0.3% |
52% |
False |
False |
899,911 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
52% |
False |
False |
721,117 |
120 |
134-010 |
130-230 |
3-100 |
2.5% |
0-134 |
0.3% |
52% |
False |
False |
600,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-000 |
2.618 |
134-059 |
1.618 |
133-219 |
1.000 |
133-120 |
0.618 |
133-059 |
HIGH |
132-280 |
0.618 |
132-219 |
0.500 |
132-200 |
0.382 |
132-181 |
LOW |
132-120 |
0.618 |
132-021 |
1.000 |
131-280 |
1.618 |
131-181 |
2.618 |
131-021 |
4.250 |
130-080 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-200 |
132-107 |
PP |
132-180 |
132-073 |
S1 |
132-160 |
132-040 |
|