ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-100 |
131-265 |
-0-155 |
-0.4% |
131-290 |
High |
132-155 |
132-075 |
-0-080 |
-0.2% |
132-155 |
Low |
131-240 |
131-220 |
-0-020 |
0.0% |
131-220 |
Close |
131-280 |
132-045 |
0-085 |
0.2% |
132-045 |
Range |
0-235 |
0-175 |
-0-060 |
-25.5% |
0-255 |
ATR |
0-151 |
0-153 |
0-002 |
1.1% |
0-000 |
Volume |
1,294,206 |
968,424 |
-325,782 |
-25.2% |
4,913,025 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-212 |
133-143 |
132-141 |
|
R3 |
133-037 |
132-288 |
132-093 |
|
R2 |
132-182 |
132-182 |
132-077 |
|
R1 |
132-113 |
132-113 |
132-061 |
132-148 |
PP |
132-007 |
132-007 |
132-007 |
132-024 |
S1 |
131-258 |
131-258 |
132-029 |
131-292 |
S2 |
131-152 |
131-152 |
132-013 |
|
S3 |
130-297 |
131-083 |
131-317 |
|
S4 |
130-122 |
130-228 |
131-269 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-158 |
134-037 |
132-185 |
|
R3 |
133-223 |
133-102 |
132-115 |
|
R2 |
132-288 |
132-288 |
132-092 |
|
R1 |
132-167 |
132-167 |
132-068 |
132-228 |
PP |
132-033 |
132-033 |
132-033 |
132-064 |
S1 |
131-232 |
131-232 |
132-022 |
131-292 |
S2 |
131-098 |
131-098 |
131-318 |
|
S3 |
130-163 |
130-297 |
131-295 |
|
S4 |
129-228 |
130-042 |
131-225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-155 |
131-220 |
0-255 |
0.6% |
0-149 |
0.4% |
57% |
False |
True |
982,605 |
10 |
132-155 |
131-145 |
1-010 |
0.8% |
0-140 |
0.3% |
67% |
False |
False |
979,971 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-147 |
0.3% |
52% |
False |
False |
824,659 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-137 |
0.3% |
35% |
False |
False |
804,385 |
60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-137 |
0.3% |
36% |
False |
False |
538,685 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-124 |
0.3% |
36% |
False |
False |
404,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-179 |
2.618 |
133-213 |
1.618 |
133-038 |
1.000 |
132-250 |
0.618 |
132-183 |
HIGH |
132-075 |
0.618 |
132-008 |
0.500 |
131-308 |
0.382 |
131-287 |
LOW |
131-220 |
0.618 |
131-112 |
1.000 |
131-045 |
1.618 |
130-257 |
2.618 |
130-082 |
4.250 |
129-116 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-026 |
132-039 |
PP |
132-007 |
132-033 |
S1 |
131-308 |
132-028 |
|