ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-155 |
131-065 |
-0-090 |
-0.2% |
130-230 |
High |
131-170 |
131-105 |
-0-065 |
-0.2% |
131-290 |
Low |
131-040 |
130-210 |
-0-150 |
-0.4% |
130-155 |
Close |
131-065 |
130-230 |
-0-155 |
-0.4% |
131-250 |
Range |
0-130 |
0-215 |
0-085 |
65.4% |
1-135 |
ATR |
0-139 |
0-145 |
0-005 |
3.9% |
0-000 |
Volume |
1,054,514 |
1,365,106 |
310,592 |
29.5% |
5,976,356 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-293 |
132-157 |
131-028 |
|
R3 |
132-078 |
131-262 |
130-289 |
|
R2 |
131-183 |
131-183 |
130-269 |
|
R1 |
131-047 |
131-047 |
130-250 |
131-008 |
PP |
130-288 |
130-288 |
130-288 |
130-269 |
S1 |
130-152 |
130-152 |
130-210 |
130-112 |
S2 |
130-073 |
130-073 |
130-191 |
|
S3 |
129-178 |
129-257 |
130-171 |
|
S4 |
128-283 |
129-042 |
130-112 |
|
|
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 |
134-059 |
2.618 |
133-028 |
1.618 |
132-133 |
1.000 |
132-000 |
0.618 |
131-238 |
HIGH |
131-105 |
0.618 |
131-023 |
0.500 |
130-318 |
0.382 |
130-292 |
LOW |
130-210 |
0.618 |
130-077 |
1.000 |
129-315 |
1.618 |
129-182 |
2.618 |
128-287 |
4.250 |
127-256 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
130-318 |
131-060 |
PP |
130-288 |
131-010 |
S1 |
130-259 |
130-280 |
|