ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-070 |
131-170 |
0-100 |
0.2% |
131-085 |
High |
131-175 |
131-215 |
0-040 |
0.1% |
131-240 |
Low |
131-050 |
131-085 |
0-035 |
0.1% |
131-025 |
Close |
131-130 |
131-165 |
0-035 |
0.1% |
131-165 |
Range |
0-125 |
0-130 |
0-005 |
4.0% |
0-215 |
ATR |
0-160 |
0-158 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,119,880 |
1,010,111 |
-109,769 |
-9.8% |
6,140,907 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-225 |
132-165 |
131-236 |
|
R3 |
132-095 |
132-035 |
131-201 |
|
R2 |
131-285 |
131-285 |
131-189 |
|
R1 |
131-225 |
131-225 |
131-177 |
131-190 |
PP |
131-155 |
131-155 |
131-155 |
131-138 |
S1 |
131-095 |
131-095 |
131-153 |
131-060 |
S2 |
131-025 |
131-025 |
131-141 |
|
S3 |
130-215 |
130-285 |
131-129 |
|
S4 |
130-085 |
130-155 |
131-094 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-148 |
133-052 |
131-283 |
|
R3 |
132-253 |
132-157 |
131-224 |
|
R2 |
132-038 |
132-038 |
131-204 |
|
R1 |
131-262 |
131-262 |
131-185 |
131-310 |
PP |
131-143 |
131-143 |
131-143 |
131-168 |
S1 |
131-047 |
131-047 |
131-145 |
131-095 |
S2 |
130-248 |
130-248 |
131-126 |
|
S3 |
130-033 |
130-152 |
131-106 |
|
S4 |
129-138 |
129-257 |
131-047 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-128 |
2.618 |
132-235 |
1.618 |
132-105 |
1.000 |
132-025 |
0.618 |
131-295 |
HIGH |
131-215 |
0.618 |
131-165 |
0.500 |
131-150 |
0.382 |
131-135 |
LOW |
131-085 |
0.618 |
131-005 |
1.000 |
130-275 |
1.618 |
130-195 |
2.618 |
130-065 |
4.250 |
129-172 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-160 |
131-158 |
PP |
131-155 |
131-152 |
S1 |
131-150 |
131-145 |
|