ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-175 |
131-200 |
0-025 |
0.1% |
132-305 |
High |
131-245 |
131-290 |
0-045 |
0.1% |
133-020 |
Low |
131-160 |
131-175 |
0-015 |
0.0% |
131-040 |
Close |
131-185 |
131-275 |
0-090 |
0.2% |
131-165 |
Range |
0-085 |
0-115 |
0-030 |
35.3% |
1-300 |
ATR |
0-155 |
0-152 |
-0-003 |
-1.9% |
0-000 |
Volume |
680,445 |
829,629 |
149,184 |
21.9% |
3,820,296 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-272 |
132-228 |
132-018 |
|
R3 |
132-157 |
132-113 |
131-307 |
|
R2 |
132-042 |
132-042 |
131-296 |
|
R1 |
131-318 |
131-318 |
131-286 |
132-020 |
PP |
131-247 |
131-247 |
131-247 |
131-258 |
S1 |
131-203 |
131-203 |
131-264 |
131-225 |
S2 |
131-132 |
131-132 |
131-254 |
|
S3 |
131-017 |
131-088 |
131-243 |
|
S4 |
130-222 |
130-293 |
131-212 |
|
|
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 |
132-080 |
131-040 |
1-040 |
0.9% |
0-143 |
0.3% |
65% |
False |
False |
1,000,570 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-148 |
0.4% |
38% |
False |
False |
653,931 |
20 |
133-265 |
131-040 |
2-225 |
2.1% |
0-147 |
0.3% |
27% |
False |
False |
792,831 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-130 |
0.3% |
25% |
False |
False |
599,778 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-131 |
0.3% |
26% |
False |
False |
400,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-139 |
2.618 |
132-271 |
1.618 |
132-156 |
1.000 |
132-085 |
0.618 |
132-041 |
HIGH |
131-290 |
0.618 |
131-246 |
0.500 |
131-232 |
0.382 |
131-219 |
LOW |
131-175 |
0.618 |
131-104 |
1.000 |
131-060 |
1.618 |
130-309 |
2.618 |
130-194 |
4.250 |
130-006 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-261 |
131-238 |
PP |
131-247 |
131-202 |
S1 |
131-232 |
131-165 |
|