ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-305 |
131-300 |
-1-005 |
-0.8% |
132-125 |
High |
133-020 |
132-075 |
-0-265 |
-0.6% |
133-025 |
Low |
132-100 |
131-285 |
-0-135 |
-0.3% |
132-080 |
Close |
132-250 |
132-045 |
-0-205 |
-0.5% |
132-305 |
Range |
0-240 |
0-110 |
-0-130 |
-54.2% |
0-265 |
ATR |
0-144 |
0-154 |
0-010 |
7.0% |
0-000 |
Volume |
327,518 |
751,382 |
423,864 |
129.4% |
1,208,943 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-038 |
132-312 |
132-106 |
|
R3 |
132-248 |
132-202 |
132-075 |
|
R2 |
132-138 |
132-138 |
132-065 |
|
R1 |
132-092 |
132-092 |
132-055 |
132-115 |
PP |
132-028 |
132-028 |
132-028 |
132-040 |
S1 |
131-302 |
131-302 |
132-035 |
132-005 |
S2 |
131-238 |
131-238 |
132-025 |
|
S3 |
131-128 |
131-192 |
132-015 |
|
S4 |
131-018 |
131-082 |
131-304 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-078 |
134-297 |
133-131 |
|
R3 |
134-133 |
134-032 |
133-058 |
|
R2 |
133-188 |
133-188 |
133-034 |
|
R1 |
133-087 |
133-087 |
133-009 |
133-138 |
PP |
132-243 |
132-243 |
132-243 |
132-269 |
S1 |
132-142 |
132-142 |
132-281 |
132-192 |
S2 |
131-298 |
131-298 |
132-256 |
|
S3 |
131-033 |
131-197 |
132-232 |
|
S4 |
130-088 |
130-252 |
132-159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-025 |
131-285 |
1-060 |
0.9% |
0-161 |
0.4% |
21% |
False |
True |
442,663 |
10 |
133-025 |
131-255 |
1-090 |
1.0% |
0-148 |
0.4% |
27% |
False |
False |
628,093 |
20 |
134-010 |
131-255 |
2-075 |
1.7% |
0-141 |
0.3% |
15% |
False |
False |
750,797 |
40 |
134-010 |
131-255 |
2-075 |
1.7% |
0-134 |
0.3% |
15% |
False |
False |
494,051 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-127 |
0.3% |
36% |
False |
False |
329,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-222 |
2.618 |
133-043 |
1.618 |
132-253 |
1.000 |
132-185 |
0.618 |
132-143 |
HIGH |
132-075 |
0.618 |
132-033 |
0.500 |
132-020 |
0.382 |
132-007 |
LOW |
131-285 |
0.618 |
131-217 |
1.000 |
131-175 |
1.618 |
131-107 |
2.618 |
130-317 |
4.250 |
130-138 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-037 |
132-155 |
PP |
132-028 |
132-118 |
S1 |
132-020 |
132-082 |
|