ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-290 |
132-030 |
0-060 |
0.1% |
131-175 |
High |
132-075 |
132-130 |
0-055 |
0.1% |
132-040 |
Low |
131-275 |
132-010 |
0-055 |
0.1% |
131-145 |
Close |
132-010 |
132-085 |
0-075 |
0.2% |
131-290 |
Range |
0-120 |
0-120 |
0-000 |
0.0% |
0-215 |
ATR |
0-151 |
0-149 |
-0-002 |
-1.5% |
0-000 |
Volume |
787,313 |
1,064,919 |
277,606 |
35.3% |
4,886,688 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-115 |
133-060 |
132-151 |
|
R3 |
132-315 |
132-260 |
132-118 |
|
R2 |
132-195 |
132-195 |
132-107 |
|
R1 |
132-140 |
132-140 |
132-096 |
132-168 |
PP |
132-075 |
132-075 |
132-075 |
132-089 |
S1 |
132-020 |
132-020 |
132-074 |
132-048 |
S2 |
131-275 |
131-275 |
132-063 |
|
S3 |
131-155 |
131-220 |
132-052 |
|
S4 |
131-035 |
131-100 |
132-019 |
|
|
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 |
132-130 |
131-145 |
0-305 |
0.7% |
0-138 |
0.3% |
85% |
True |
False |
1,045,769 |
10 |
132-130 |
131-040 |
1-090 |
1.0% |
0-140 |
0.3% |
89% |
True |
False |
1,023,169 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-147 |
0.3% |
58% |
False |
False |
829,311 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-134 |
0.3% |
39% |
False |
False |
729,503 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-135 |
0.3% |
40% |
False |
False |
487,703 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-118 |
0.3% |
40% |
False |
False |
365,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-000 |
2.618 |
133-124 |
1.618 |
133-004 |
1.000 |
132-250 |
0.618 |
132-204 |
HIGH |
132-130 |
0.618 |
132-084 |
0.500 |
132-070 |
0.382 |
132-056 |
LOW |
132-010 |
0.618 |
131-256 |
1.000 |
131-210 |
1.618 |
131-136 |
2.618 |
131-016 |
4.250 |
130-140 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-080 |
132-049 |
PP |
132-075 |
132-013 |
S1 |
132-070 |
131-298 |
|