ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-220 |
131-290 |
0-070 |
0.2% |
131-175 |
High |
132-005 |
132-075 |
0-070 |
0.2% |
132-040 |
Low |
131-145 |
131-275 |
0-130 |
0.3% |
131-145 |
Close |
131-290 |
132-010 |
0-040 |
0.1% |
131-290 |
Range |
0-180 |
0-120 |
-0-060 |
-33.3% |
0-215 |
ATR |
0-153 |
0-151 |
-0-002 |
-1.6% |
0-000 |
Volume |
1,117,422 |
787,313 |
-330,109 |
-29.5% |
4,886,688 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-053 |
132-312 |
132-076 |
|
R3 |
132-253 |
132-192 |
132-043 |
|
R2 |
132-133 |
132-133 |
132-032 |
|
R1 |
132-072 |
132-072 |
132-021 |
132-102 |
PP |
132-013 |
132-013 |
132-013 |
132-029 |
S1 |
131-272 |
131-272 |
131-319 |
131-302 |
S2 |
131-213 |
131-213 |
131-308 |
|
S3 |
131-093 |
131-152 |
131-297 |
|
S4 |
130-293 |
131-032 |
131-264 |
|
|
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 |
132-075 |
131-145 |
0-250 |
0.6% |
0-137 |
0.3% |
74% |
True |
False |
998,711 |
10 |
133-020 |
131-040 |
1-300 |
1.5% |
0-152 |
0.4% |
47% |
False |
False |
949,429 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-147 |
0.3% |
46% |
False |
False |
818,884 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-133 |
0.3% |
31% |
False |
False |
703,197 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-134 |
0.3% |
32% |
False |
False |
469,961 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-116 |
0.3% |
32% |
False |
False |
352,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-265 |
2.618 |
133-069 |
1.618 |
132-269 |
1.000 |
132-195 |
0.618 |
132-149 |
HIGH |
132-075 |
0.618 |
132-029 |
0.500 |
132-015 |
0.382 |
132-001 |
LOW |
131-275 |
0.618 |
131-201 |
1.000 |
131-155 |
1.618 |
131-081 |
2.618 |
130-281 |
4.250 |
130-085 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-015 |
131-310 |
PP |
132-013 |
131-290 |
S1 |
132-012 |
131-270 |
|