ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
130-220 |
130-105 |
-0-115 |
-0.3% |
131-280 |
High |
130-235 |
130-125 |
-0-110 |
-0.3% |
132-005 |
Low |
130-000 |
130-025 |
0-025 |
0.1% |
130-000 |
Close |
130-070 |
130-070 |
0-000 |
0.0% |
130-070 |
Range |
0-235 |
0-100 |
-0-135 |
-57.4% |
2-005 |
ATR |
0-151 |
0-148 |
-0-004 |
-2.4% |
0-000 |
Volume |
1,907,656 |
749,025 |
-1,158,631 |
-60.7% |
6,043,064 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-053 |
131-002 |
130-125 |
|
R3 |
130-273 |
130-222 |
130-098 |
|
R2 |
130-173 |
130-173 |
130-088 |
|
R1 |
130-122 |
130-122 |
130-079 |
130-098 |
PP |
130-073 |
130-073 |
130-073 |
130-061 |
S1 |
130-022 |
130-022 |
130-061 |
129-318 |
S2 |
129-293 |
129-293 |
130-052 |
|
S3 |
129-193 |
129-242 |
130-042 |
|
S4 |
129-093 |
129-142 |
130-015 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-253 |
135-167 |
131-105 |
|
R3 |
134-248 |
133-162 |
130-247 |
|
R2 |
132-243 |
132-243 |
130-188 |
|
R1 |
131-157 |
131-157 |
130-129 |
131-038 |
PP |
130-238 |
130-238 |
130-238 |
130-179 |
S1 |
129-152 |
129-152 |
130-011 |
129-032 |
S2 |
128-233 |
128-233 |
129-272 |
|
S3 |
126-228 |
127-147 |
129-213 |
|
S4 |
124-223 |
125-142 |
129-035 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-230 |
2.618 |
131-067 |
1.618 |
130-287 |
1.000 |
130-225 |
0.618 |
130-187 |
HIGH |
130-125 |
0.618 |
130-087 |
0.500 |
130-075 |
0.382 |
130-063 |
LOW |
130-025 |
0.618 |
129-283 |
1.000 |
129-245 |
1.618 |
129-183 |
2.618 |
129-083 |
4.250 |
128-240 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
130-075 |
130-212 |
PP |
130-073 |
130-165 |
S1 |
130-072 |
130-118 |
|