ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
131-215 |
132-040 |
0-145 |
0.3% |
131-085 |
| High |
132-100 |
132-110 |
0-010 |
0.0% |
131-240 |
| Low |
131-190 |
131-285 |
0-095 |
0.2% |
131-025 |
| Close |
132-040 |
131-315 |
-0-045 |
-0.1% |
131-165 |
| Range |
0-230 |
0-145 |
-0-085 |
-37.0% |
0-215 |
| ATR |
0-165 |
0-164 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,361,486 |
1,119,537 |
-241,949 |
-17.8% |
6,140,907 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-138 |
133-052 |
132-075 |
|
| R3 |
132-313 |
132-227 |
132-035 |
|
| R2 |
132-168 |
132-168 |
132-022 |
|
| R1 |
132-082 |
132-082 |
132-008 |
132-052 |
| PP |
132-023 |
132-023 |
132-023 |
132-009 |
| S1 |
131-257 |
131-257 |
131-302 |
131-228 |
| S2 |
131-198 |
131-198 |
131-288 |
|
| S3 |
131-053 |
131-112 |
131-275 |
|
| S4 |
130-228 |
130-287 |
131-235 |
|
|
| 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 |
134-086 |
|
2.618 |
133-170 |
|
1.618 |
133-025 |
|
1.000 |
132-255 |
|
0.618 |
132-200 |
|
HIGH |
132-110 |
|
0.618 |
132-055 |
|
0.500 |
132-038 |
|
0.382 |
132-020 |
|
LOW |
131-285 |
|
0.618 |
131-195 |
|
1.000 |
131-140 |
|
1.618 |
131-050 |
|
2.618 |
130-225 |
|
4.250 |
129-309 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-038 |
131-298 |
| PP |
132-023 |
131-282 |
| S1 |
132-009 |
131-265 |
|