ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-155 |
131-175 |
0-020 |
0.0% |
132-305 |
High |
131-205 |
131-245 |
0-040 |
0.1% |
133-020 |
Low |
131-040 |
131-160 |
0-120 |
0.3% |
131-040 |
Close |
131-165 |
131-185 |
0-020 |
0.0% |
131-165 |
Range |
0-165 |
0-085 |
-0-080 |
-48.5% |
1-300 |
ATR |
0-161 |
0-155 |
-0-005 |
-3.4% |
0-000 |
Volume |
1,549,140 |
680,445 |
-868,695 |
-56.1% |
3,820,296 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-132 |
132-083 |
131-232 |
|
R3 |
132-047 |
131-318 |
131-208 |
|
R2 |
131-282 |
131-282 |
131-201 |
|
R1 |
131-233 |
131-233 |
131-193 |
131-258 |
PP |
131-197 |
131-197 |
131-197 |
131-209 |
S1 |
131-148 |
131-148 |
131-177 |
131-172 |
S2 |
131-112 |
131-112 |
131-169 |
|
S3 |
131-027 |
131-063 |
131-162 |
|
S4 |
130-262 |
130-298 |
131-138 |
|
|
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 |
133-020 |
131-040 |
1-300 |
1.5% |
0-168 |
0.4% |
23% |
False |
False |
900,148 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-155 |
0.4% |
23% |
False |
False |
641,661 |
20 |
133-310 |
131-040 |
2-270 |
2.2% |
0-149 |
0.4% |
16% |
False |
False |
804,537 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-132 |
0.3% |
16% |
False |
False |
579,217 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-132 |
0.3% |
16% |
False |
False |
386,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-286 |
2.618 |
132-148 |
1.618 |
132-063 |
1.000 |
132-010 |
0.618 |
131-298 |
HIGH |
131-245 |
0.618 |
131-213 |
0.500 |
131-202 |
0.382 |
131-192 |
LOW |
131-160 |
0.618 |
131-107 |
1.000 |
131-075 |
1.618 |
131-022 |
2.618 |
130-257 |
4.250 |
130-119 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-202 |
131-220 |
PP |
131-197 |
131-208 |
S1 |
131-191 |
131-197 |
|