ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-260 |
132-000 |
0-060 |
0.1% |
132-305 |
High |
132-040 |
132-000 |
-0-040 |
-0.1% |
133-020 |
Low |
131-215 |
131-195 |
-0-020 |
0.0% |
131-040 |
Close |
132-020 |
131-230 |
-0-110 |
-0.3% |
131-165 |
Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-300 |
ATR |
0-152 |
0-151 |
0-000 |
-0.3% |
0-000 |
Volume |
967,862 |
1,291,330 |
323,468 |
33.4% |
3,820,296 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-303 |
132-232 |
131-299 |
|
R3 |
132-178 |
132-107 |
131-264 |
|
R2 |
132-053 |
132-053 |
131-253 |
|
R1 |
131-302 |
131-302 |
131-241 |
131-275 |
PP |
131-248 |
131-248 |
131-248 |
131-235 |
S1 |
131-177 |
131-177 |
131-219 |
131-150 |
S2 |
131-123 |
131-123 |
131-207 |
|
S3 |
130-318 |
131-052 |
131-196 |
|
S4 |
130-193 |
130-247 |
131-161 |
|
|
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 |
132-040 |
131-040 |
1-000 |
0.8% |
0-127 |
0.3% |
59% |
False |
False |
1,063,681 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-157 |
0.4% |
30% |
False |
False |
861,213 |
20 |
133-175 |
131-040 |
2-135 |
1.8% |
0-150 |
0.4% |
25% |
False |
False |
849,609 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-132 |
0.3% |
20% |
False |
False |
655,798 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-133 |
0.3% |
21% |
False |
False |
438,216 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-113 |
0.3% |
21% |
False |
False |
328,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-211 |
2.618 |
133-007 |
1.618 |
132-202 |
1.000 |
132-125 |
0.618 |
132-077 |
HIGH |
132-000 |
0.618 |
131-272 |
0.500 |
131-258 |
0.382 |
131-243 |
LOW |
131-195 |
0.618 |
131-118 |
1.000 |
131-070 |
1.618 |
130-313 |
2.618 |
130-188 |
4.250 |
129-304 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-258 |
131-268 |
PP |
131-248 |
131-255 |
S1 |
131-239 |
131-242 |
|