ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
131-070 |
131-195 |
0-125 |
0.3% |
130-105 |
| High |
131-235 |
131-240 |
0-005 |
0.0% |
130-310 |
| Low |
131-025 |
131-060 |
0-035 |
0.1% |
130-015 |
| Close |
131-180 |
131-125 |
-0-055 |
-0.1% |
130-285 |
| Range |
0-210 |
0-180 |
-0-030 |
-14.3% |
0-295 |
| ATR |
0-162 |
0-163 |
0-001 |
0.8% |
0-000 |
| Volume |
1,574,433 |
1,086,953 |
-487,480 |
-31.0% |
5,483,509 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-042 |
132-263 |
131-224 |
|
| R3 |
132-182 |
132-083 |
131-174 |
|
| R2 |
132-002 |
132-002 |
131-158 |
|
| R1 |
131-223 |
131-223 |
131-142 |
131-182 |
| PP |
131-142 |
131-142 |
131-142 |
131-121 |
| S1 |
131-043 |
131-043 |
131-108 |
131-002 |
| S2 |
130-282 |
130-282 |
131-092 |
|
| S3 |
130-102 |
130-183 |
131-076 |
|
| S4 |
129-242 |
130-003 |
131-026 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-128 |
133-022 |
131-127 |
|
| R3 |
132-153 |
132-047 |
131-046 |
|
| R2 |
131-178 |
131-178 |
131-019 |
|
| R1 |
131-072 |
131-072 |
130-312 |
131-125 |
| PP |
130-203 |
130-203 |
130-203 |
130-230 |
| S1 |
130-097 |
130-097 |
130-258 |
130-150 |
| S2 |
129-228 |
129-228 |
130-231 |
|
| S3 |
128-253 |
129-122 |
130-204 |
|
| S4 |
127-278 |
128-147 |
130-123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-045 |
|
2.618 |
133-071 |
|
1.618 |
132-211 |
|
1.000 |
132-100 |
|
0.618 |
132-031 |
|
HIGH |
131-240 |
|
0.618 |
131-171 |
|
0.500 |
131-150 |
|
0.382 |
131-129 |
|
LOW |
131-060 |
|
0.618 |
130-269 |
|
1.000 |
130-200 |
|
1.618 |
130-089 |
|
2.618 |
129-229 |
|
4.250 |
128-255 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-150 |
131-132 |
| PP |
131-142 |
131-130 |
| S1 |
131-133 |
131-128 |
|