ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
132-190 |
132-245 |
0-055 |
0.1% |
131-275 |
| High |
132-280 |
133-015 |
0-055 |
0.1% |
133-015 |
| Low |
132-185 |
132-235 |
0-050 |
0.1% |
131-205 |
| Close |
132-225 |
132-295 |
0-070 |
0.2% |
132-295 |
| Range |
0-095 |
0-100 |
0-005 |
5.3% |
1-130 |
| ATR |
0-162 |
0-158 |
-0-004 |
-2.3% |
0-000 |
| Volume |
475,415 |
201,578 |
-273,837 |
-57.6% |
7,770,997 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-268 |
133-222 |
133-030 |
|
| R3 |
133-168 |
133-122 |
133-002 |
|
| R2 |
133-068 |
133-068 |
132-313 |
|
| R1 |
133-022 |
133-022 |
132-304 |
133-045 |
| PP |
132-288 |
132-288 |
132-288 |
132-300 |
| S1 |
132-242 |
132-242 |
132-286 |
132-265 |
| S2 |
132-188 |
132-188 |
132-277 |
|
| S3 |
132-088 |
132-142 |
132-268 |
|
| S4 |
131-308 |
132-042 |
132-240 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-242 |
136-078 |
133-222 |
|
| R3 |
135-112 |
134-268 |
133-099 |
|
| R2 |
133-302 |
133-302 |
133-058 |
|
| R1 |
133-138 |
133-138 |
133-016 |
133-220 |
| PP |
132-172 |
132-172 |
132-172 |
132-212 |
| S1 |
132-008 |
132-008 |
132-254 |
132-090 |
| S2 |
131-042 |
131-042 |
132-212 |
|
| S3 |
129-232 |
130-198 |
132-171 |
|
| S4 |
128-102 |
129-068 |
132-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-015 |
131-205 |
1-130 |
1.1% |
0-170 |
0.4% |
91% |
True |
False |
1,554,199 |
| 10 |
133-015 |
131-050 |
1-285 |
1.4% |
0-154 |
0.4% |
93% |
True |
False |
1,445,485 |
| 20 |
133-015 |
130-230 |
2-105 |
1.8% |
0-166 |
0.4% |
95% |
True |
False |
1,400,068 |
| 40 |
133-015 |
130-230 |
2-105 |
1.8% |
0-160 |
0.4% |
95% |
True |
False |
1,296,052 |
| 60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-154 |
0.4% |
67% |
False |
False |
1,114,300 |
| 80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-147 |
0.3% |
67% |
False |
False |
895,052 |
| 100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-140 |
0.3% |
67% |
False |
False |
716,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-120 |
|
2.618 |
133-277 |
|
1.618 |
133-177 |
|
1.000 |
133-115 |
|
0.618 |
133-077 |
|
HIGH |
133-015 |
|
0.618 |
132-297 |
|
0.500 |
132-285 |
|
0.382 |
132-273 |
|
LOW |
132-235 |
|
0.618 |
132-173 |
|
1.000 |
132-135 |
|
1.618 |
132-073 |
|
2.618 |
131-293 |
|
4.250 |
131-130 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-292 |
132-281 |
| PP |
132-288 |
132-267 |
| S1 |
132-285 |
132-252 |
|