ECBOT 10 Year T-Note Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
131-165 |
131-215 |
0-050 |
0.1% |
131-085 |
High |
131-235 |
132-100 |
0-185 |
0.4% |
131-240 |
Low |
131-100 |
131-190 |
0-090 |
0.2% |
131-025 |
Close |
131-225 |
132-040 |
0-135 |
0.3% |
131-165 |
Range |
0-135 |
0-230 |
0-095 |
70.4% |
0-215 |
ATR |
0-160 |
0-165 |
0-005 |
3.1% |
0-000 |
Volume |
1,122,865 |
1,361,486 |
238,621 |
21.3% |
6,140,907 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-053 |
133-277 |
132-166 |
|
R3 |
133-143 |
133-047 |
132-103 |
|
R2 |
132-233 |
132-233 |
132-082 |
|
R1 |
132-137 |
132-137 |
132-061 |
132-185 |
PP |
132-003 |
132-003 |
132-003 |
132-028 |
S1 |
131-227 |
131-227 |
132-019 |
131-275 |
S2 |
131-093 |
131-093 |
131-318 |
|
S3 |
130-183 |
130-317 |
131-297 |
|
S4 |
129-273 |
130-087 |
131-234 |
|
|
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 |
135-118 |
2.618 |
134-062 |
1.618 |
133-152 |
1.000 |
133-010 |
0.618 |
132-242 |
HIGH |
132-100 |
0.618 |
132-012 |
0.500 |
131-305 |
0.382 |
131-278 |
LOW |
131-190 |
0.618 |
131-048 |
1.000 |
130-280 |
1.618 |
130-138 |
2.618 |
129-228 |
4.250 |
128-172 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
132-022 |
131-315 |
PP |
132-003 |
131-270 |
S1 |
131-305 |
131-225 |
|