ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-145 |
131-165 |
0-020 |
0.0% |
131-085 |
High |
131-240 |
131-235 |
-0-005 |
0.0% |
131-240 |
Low |
131-030 |
131-100 |
0-070 |
0.2% |
131-025 |
Close |
131-185 |
131-225 |
0-040 |
0.1% |
131-165 |
Range |
0-210 |
0-135 |
-0-075 |
-35.7% |
0-215 |
ATR |
0-162 |
0-160 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,356,646 |
1,122,865 |
-233,781 |
-17.2% |
6,140,907 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-272 |
132-223 |
131-299 |
|
R3 |
132-137 |
132-088 |
131-262 |
|
R2 |
132-002 |
132-002 |
131-250 |
|
R1 |
131-273 |
131-273 |
131-237 |
131-298 |
PP |
131-187 |
131-187 |
131-187 |
131-199 |
S1 |
131-138 |
131-138 |
131-213 |
131-162 |
S2 |
131-052 |
131-052 |
131-200 |
|
S3 |
130-237 |
131-003 |
131-188 |
|
S4 |
130-102 |
130-188 |
131-151 |
|
|
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 |
133-169 |
2.618 |
132-268 |
1.618 |
132-133 |
1.000 |
132-050 |
0.618 |
131-318 |
HIGH |
131-235 |
0.618 |
131-183 |
0.500 |
131-168 |
0.382 |
131-152 |
LOW |
131-100 |
0.618 |
131-017 |
1.000 |
130-285 |
1.618 |
130-202 |
2.618 |
130-067 |
4.250 |
129-166 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
131-206 |
131-195 |
PP |
131-187 |
131-165 |
S1 |
131-168 |
131-135 |
|