ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-065 |
132-100 |
0-035 |
0.1% |
131-175 |
High |
132-150 |
132-155 |
0-005 |
0.0% |
132-040 |
Low |
132-055 |
131-240 |
-0-135 |
-0.3% |
131-145 |
Close |
132-095 |
131-280 |
-0-135 |
-0.3% |
131-290 |
Range |
0-095 |
0-235 |
0-140 |
147.4% |
0-215 |
ATR |
0-145 |
0-151 |
0-006 |
4.4% |
0-000 |
Volume |
798,163 |
1,294,206 |
496,043 |
62.1% |
4,886,688 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-077 |
133-253 |
132-089 |
|
R3 |
133-162 |
133-018 |
132-025 |
|
R2 |
132-247 |
132-247 |
132-003 |
|
R1 |
132-103 |
132-103 |
131-302 |
132-058 |
PP |
132-012 |
132-012 |
132-012 |
131-309 |
S1 |
131-188 |
131-188 |
131-258 |
131-142 |
S2 |
131-097 |
131-097 |
131-237 |
|
S3 |
130-182 |
130-273 |
131-215 |
|
S4 |
129-267 |
130-038 |
131-151 |
|
|
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 |
132-155 |
131-145 |
1-010 |
0.8% |
0-150 |
0.4% |
41% |
True |
False |
1,012,404 |
10 |
132-155 |
131-040 |
1-115 |
1.0% |
0-138 |
0.3% |
55% |
True |
False |
1,038,042 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-146 |
0.3% |
38% |
False |
False |
832,823 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-137 |
0.3% |
26% |
False |
False |
780,851 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-136 |
0.3% |
27% |
False |
False |
522,548 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-121 |
0.3% |
27% |
False |
False |
391,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-194 |
2.618 |
134-130 |
1.618 |
133-215 |
1.000 |
133-070 |
0.618 |
132-300 |
HIGH |
132-155 |
0.618 |
132-065 |
0.500 |
132-038 |
0.382 |
132-010 |
LOW |
131-240 |
0.618 |
131-095 |
1.000 |
131-005 |
1.618 |
130-180 |
2.618 |
129-265 |
4.250 |
128-201 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-038 |
132-038 |
PP |
132-012 |
132-012 |
S1 |
131-306 |
131-306 |
|