ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-200 |
131-260 |
0-060 |
0.1% |
132-305 |
High |
131-290 |
132-040 |
0-070 |
0.2% |
133-020 |
Low |
131-175 |
131-215 |
0-040 |
0.1% |
131-040 |
Close |
131-275 |
132-020 |
0-065 |
0.2% |
131-165 |
Range |
0-115 |
0-145 |
0-030 |
26.1% |
1-300 |
ATR |
0-152 |
0-152 |
-0-001 |
-0.3% |
0-000 |
Volume |
829,629 |
967,862 |
138,233 |
16.7% |
3,820,296 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-100 |
133-045 |
132-100 |
|
R3 |
132-275 |
132-220 |
132-060 |
|
R2 |
132-130 |
132-130 |
132-047 |
|
R1 |
132-075 |
132-075 |
132-033 |
132-102 |
PP |
131-305 |
131-305 |
131-305 |
131-319 |
S1 |
131-250 |
131-250 |
132-007 |
131-278 |
S2 |
131-160 |
131-160 |
131-313 |
|
S3 |
131-015 |
131-105 |
131-300 |
|
S4 |
130-190 |
130-280 |
131-260 |
|
|
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% |
0-150 |
0.4% |
83% |
False |
False |
1,043,866 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-156 |
0.4% |
48% |
False |
False |
743,264 |
20 |
133-220 |
131-040 |
2-180 |
1.9% |
0-150 |
0.4% |
37% |
False |
False |
815,157 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-130 |
0.3% |
32% |
False |
False |
623,800 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-132 |
0.3% |
33% |
False |
False |
416,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-016 |
2.618 |
133-100 |
1.618 |
132-275 |
1.000 |
132-185 |
0.618 |
132-130 |
HIGH |
132-040 |
0.618 |
131-305 |
0.500 |
131-288 |
0.382 |
131-270 |
LOW |
131-215 |
0.618 |
131-125 |
1.000 |
131-070 |
1.618 |
130-300 |
2.618 |
130-155 |
4.250 |
129-239 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-002 |
131-313 |
PP |
131-305 |
131-287 |
S1 |
131-288 |
131-260 |
|