ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-040 |
131-155 |
-0-205 |
-0.5% |
132-305 |
High |
132-080 |
131-205 |
-0-195 |
-0.5% |
133-020 |
Low |
131-160 |
131-040 |
-0-120 |
-0.3% |
131-040 |
Close |
131-200 |
131-165 |
-0-035 |
-0.1% |
131-165 |
Range |
0-240 |
0-165 |
-0-075 |
-31.3% |
1-300 |
ATR |
0-160 |
0-161 |
0-000 |
0.2% |
0-000 |
Volume |
1,192,256 |
1,549,140 |
356,884 |
29.9% |
3,820,296 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-312 |
132-243 |
131-256 |
|
R3 |
132-147 |
132-078 |
131-210 |
|
R2 |
131-302 |
131-302 |
131-195 |
|
R1 |
131-233 |
131-233 |
131-180 |
131-268 |
PP |
131-137 |
131-137 |
131-137 |
131-154 |
S1 |
131-068 |
131-068 |
131-150 |
131-102 |
S2 |
130-292 |
130-292 |
131-135 |
|
S3 |
130-127 |
130-223 |
131-120 |
|
S4 |
129-282 |
130-058 |
131-074 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-228 |
136-177 |
132-186 |
|
R3 |
135-248 |
134-197 |
132-016 |
|
R2 |
133-268 |
133-268 |
131-279 |
|
R1 |
132-217 |
132-217 |
131-222 |
132-092 |
PP |
131-288 |
131-288 |
131-288 |
131-226 |
S1 |
130-237 |
130-237 |
131-108 |
130-112 |
S2 |
129-308 |
129-308 |
131-051 |
|
S3 |
128-008 |
128-257 |
130-314 |
|
S4 |
126-028 |
126-277 |
130-144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133-025 |
131-040 |
1-305 |
1.5% |
0-175 |
0.4% |
20% |
False |
True |
855,618 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-155 |
0.4% |
20% |
False |
True |
669,347 |
20 |
134-010 |
131-040 |
2-290 |
2.2% |
0-149 |
0.4% |
13% |
False |
True |
805,596 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-137 |
0.3% |
13% |
False |
True |
562,326 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-133 |
0.3% |
14% |
False |
False |
375,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-266 |
2.618 |
132-317 |
1.618 |
132-152 |
1.000 |
132-050 |
0.618 |
131-307 |
HIGH |
131-205 |
0.618 |
131-142 |
0.500 |
131-122 |
0.382 |
131-103 |
LOW |
131-040 |
0.618 |
130-258 |
1.000 |
130-195 |
1.618 |
130-093 |
2.618 |
129-248 |
4.250 |
128-299 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-151 |
131-220 |
PP |
131-137 |
131-202 |
S1 |
131-122 |
131-183 |
|