ECBOT 10 Year T-Note Future June 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 |
130-160 |
131-085 |
0-245 |
0.6% |
130-105 |
High |
130-310 |
131-215 |
0-225 |
0.5% |
130-310 |
Low |
130-125 |
131-035 |
0-230 |
0.6% |
130-015 |
Close |
130-285 |
131-065 |
0-100 |
0.2% |
130-285 |
Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
0-295 |
ATR |
0-151 |
0-158 |
0-007 |
4.7% |
0-000 |
Volume |
1,239,542 |
1,349,530 |
109,988 |
8.9% |
5,483,509 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-005 |
132-215 |
131-164 |
|
R3 |
132-145 |
132-035 |
131-114 |
|
R2 |
131-285 |
131-285 |
131-098 |
|
R1 |
131-175 |
131-175 |
131-082 |
131-140 |
PP |
131-105 |
131-105 |
131-105 |
131-088 |
S1 |
130-315 |
130-315 |
131-048 |
130-280 |
S2 |
130-245 |
130-245 |
131-032 |
|
S3 |
130-065 |
130-135 |
131-016 |
|
S4 |
129-205 |
129-275 |
130-286 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-128 |
133-022 |
131-127 |
|
R3 |
132-153 |
132-047 |
131-046 |
|
R2 |
131-178 |
131-178 |
131-019 |
|
R1 |
131-072 |
131-072 |
130-312 |
131-125 |
PP |
130-203 |
130-203 |
130-203 |
130-230 |
S1 |
130-097 |
130-097 |
130-258 |
130-150 |
S2 |
129-228 |
129-228 |
130-231 |
|
S3 |
128-253 |
129-122 |
130-204 |
|
S4 |
127-278 |
128-147 |
130-123 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-020 |
2.618 |
133-046 |
1.618 |
132-186 |
1.000 |
132-075 |
0.618 |
132-006 |
HIGH |
131-215 |
0.618 |
131-146 |
0.500 |
131-125 |
0.382 |
131-104 |
LOW |
131-035 |
0.618 |
130-244 |
1.000 |
130-175 |
1.618 |
130-064 |
2.618 |
129-204 |
4.250 |
128-230 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-125 |
131-032 |
PP |
131-105 |
130-318 |
S1 |
131-085 |
130-285 |
|