ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
131-065 |
130-220 |
-0-165 |
-0.4% |
131-280 |
| High |
131-105 |
130-235 |
-0-190 |
-0.5% |
132-005 |
| Low |
130-210 |
130-000 |
-0-210 |
-0.5% |
130-000 |
| Close |
130-230 |
130-070 |
-0-160 |
-0.4% |
130-070 |
| Range |
0-215 |
0-235 |
0-020 |
9.3% |
2-005 |
| ATR |
0-145 |
0-151 |
0-006 |
4.4% |
0-000 |
| Volume |
1,365,106 |
1,907,656 |
542,550 |
39.7% |
6,043,064 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-167 |
132-033 |
130-199 |
|
| R3 |
131-252 |
131-118 |
130-135 |
|
| R2 |
131-017 |
131-017 |
130-113 |
|
| R1 |
130-203 |
130-203 |
130-092 |
130-152 |
| PP |
130-102 |
130-102 |
130-102 |
130-076 |
| S1 |
129-288 |
129-288 |
130-048 |
129-238 |
| S2 |
129-187 |
129-187 |
130-027 |
|
| S3 |
128-272 |
129-053 |
130-005 |
|
| S4 |
128-037 |
128-138 |
129-261 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-253 |
135-167 |
131-105 |
|
| R3 |
134-248 |
133-162 |
130-247 |
|
| R2 |
132-243 |
132-243 |
130-188 |
|
| R1 |
131-157 |
131-157 |
130-129 |
131-038 |
| PP |
130-238 |
130-238 |
130-238 |
130-179 |
| S1 |
129-152 |
129-152 |
130-011 |
129-032 |
| S2 |
128-233 |
128-233 |
129-272 |
|
| S3 |
126-228 |
127-147 |
129-213 |
|
| S4 |
124-223 |
125-142 |
129-035 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-274 |
|
2.618 |
132-210 |
|
1.618 |
131-295 |
|
1.000 |
131-150 |
|
0.618 |
131-060 |
|
HIGH |
130-235 |
|
0.618 |
130-145 |
|
0.500 |
130-118 |
|
0.382 |
130-090 |
|
LOW |
130-000 |
|
0.618 |
129-175 |
|
1.000 |
129-085 |
|
1.618 |
128-260 |
|
2.618 |
128-025 |
|
4.250 |
126-281 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-118 |
130-245 |
| PP |
130-102 |
130-187 |
| S1 |
130-086 |
130-128 |
|