ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-000 |
131-220 |
-0-100 |
-0.2% |
131-175 |
High |
132-000 |
132-005 |
0-005 |
0.0% |
132-040 |
Low |
131-195 |
131-145 |
-0-050 |
-0.1% |
131-145 |
Close |
131-230 |
131-290 |
0-060 |
0.1% |
131-290 |
Range |
0-125 |
0-180 |
0-055 |
44.0% |
0-215 |
ATR |
0-151 |
0-153 |
0-002 |
1.4% |
0-000 |
Volume |
1,291,330 |
1,117,422 |
-173,908 |
-13.5% |
4,886,688 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-153 |
133-082 |
132-069 |
|
R3 |
132-293 |
132-222 |
132-020 |
|
R2 |
132-113 |
132-113 |
132-003 |
|
R1 |
132-042 |
132-042 |
131-306 |
132-078 |
PP |
131-253 |
131-253 |
131-253 |
131-271 |
S1 |
131-182 |
131-182 |
131-274 |
131-218 |
S2 |
131-073 |
131-073 |
131-257 |
|
S3 |
130-213 |
131-002 |
131-240 |
|
S4 |
130-033 |
130-142 |
131-191 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-270 |
133-175 |
132-088 |
|
R3 |
133-055 |
132-280 |
132-029 |
|
R2 |
132-160 |
132-160 |
132-009 |
|
R1 |
132-065 |
132-065 |
131-310 |
132-112 |
PP |
131-265 |
131-265 |
131-265 |
131-289 |
S1 |
131-170 |
131-170 |
131-270 |
131-218 |
S2 |
131-050 |
131-050 |
131-251 |
|
S3 |
130-155 |
130-275 |
131-231 |
|
S4 |
129-260 |
130-060 |
131-172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-040 |
131-145 |
0-215 |
0.5% |
0-130 |
0.3% |
67% |
False |
True |
977,337 |
10 |
133-025 |
131-040 |
1-305 |
1.5% |
0-152 |
0.4% |
40% |
False |
False |
916,478 |
20 |
133-055 |
131-040 |
2-015 |
1.6% |
0-149 |
0.4% |
38% |
False |
False |
845,100 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-133 |
0.3% |
27% |
False |
False |
683,717 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-135 |
0.3% |
28% |
False |
False |
456,840 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-115 |
0.3% |
28% |
False |
False |
342,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-130 |
2.618 |
133-156 |
1.618 |
132-296 |
1.000 |
132-185 |
0.618 |
132-116 |
HIGH |
132-005 |
0.618 |
131-256 |
0.500 |
131-235 |
0.382 |
131-214 |
LOW |
131-145 |
0.618 |
131-034 |
1.000 |
130-285 |
1.618 |
130-174 |
2.618 |
129-314 |
4.250 |
129-020 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-272 |
131-278 |
PP |
131-253 |
131-265 |
S1 |
131-235 |
131-252 |
|