ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-280 |
131-205 |
-0-075 |
-0.2% |
130-230 |
High |
132-005 |
131-230 |
-0-095 |
-0.2% |
131-290 |
Low |
131-195 |
131-120 |
-0-075 |
-0.2% |
130-155 |
Close |
131-200 |
131-170 |
-0-030 |
-0.1% |
131-250 |
Range |
0-130 |
0-110 |
-0-020 |
-15.4% |
1-135 |
ATR |
0-143 |
0-140 |
-0-002 |
-1.6% |
0-000 |
Volume |
787,628 |
928,160 |
140,532 |
17.8% |
5,976,356 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-183 |
132-127 |
131-230 |
|
R3 |
132-073 |
132-017 |
131-200 |
|
R2 |
131-283 |
131-283 |
131-190 |
|
R1 |
131-227 |
131-227 |
131-180 |
131-200 |
PP |
131-173 |
131-173 |
131-173 |
131-160 |
S1 |
131-117 |
131-117 |
131-160 |
131-090 |
S2 |
131-063 |
131-063 |
131-150 |
|
S3 |
130-273 |
131-007 |
131-140 |
|
S4 |
130-163 |
130-217 |
131-110 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-210 |
135-045 |
132-180 |
|
R3 |
134-075 |
133-230 |
132-055 |
|
R2 |
132-260 |
132-260 |
132-013 |
|
R1 |
132-095 |
132-095 |
131-292 |
132-178 |
PP |
131-125 |
131-125 |
131-125 |
131-166 |
S1 |
130-280 |
130-280 |
131-208 |
131-042 |
S2 |
129-310 |
129-310 |
131-167 |
|
S3 |
128-175 |
129-145 |
131-125 |
|
S4 |
127-040 |
128-010 |
131-000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-058 |
2.618 |
132-198 |
1.618 |
132-088 |
1.000 |
132-020 |
0.618 |
131-298 |
HIGH |
131-230 |
0.618 |
131-188 |
0.500 |
131-175 |
0.382 |
131-162 |
LOW |
131-120 |
0.618 |
131-052 |
1.000 |
131-010 |
1.618 |
130-262 |
2.618 |
130-152 |
4.250 |
129-292 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-175 |
131-222 |
PP |
131-173 |
131-205 |
S1 |
131-172 |
131-188 |
|