ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-040 |
132-065 |
0-025 |
0.1% |
131-290 |
High |
132-110 |
132-150 |
0-040 |
0.1% |
132-155 |
Low |
131-280 |
132-050 |
0-090 |
0.2% |
131-220 |
Close |
132-085 |
132-095 |
0-010 |
0.0% |
132-045 |
Range |
0-150 |
0-100 |
-0-050 |
-33.3% |
0-255 |
ATR |
0-153 |
0-149 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,136,588 |
746,276 |
-390,312 |
-34.3% |
4,913,025 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-078 |
133-027 |
132-150 |
|
R3 |
132-298 |
132-247 |
132-122 |
|
R2 |
132-198 |
132-198 |
132-113 |
|
R1 |
132-147 |
132-147 |
132-104 |
132-172 |
PP |
132-098 |
132-098 |
132-098 |
132-111 |
S1 |
132-047 |
132-047 |
132-086 |
132-072 |
S2 |
131-318 |
131-318 |
132-077 |
|
S3 |
131-218 |
131-267 |
132-068 |
|
S4 |
131-118 |
131-167 |
132-040 |
|
|
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% |
0-151 |
0.4% |
76% |
False |
False |
988,731 |
10 |
132-155 |
131-145 |
1-010 |
0.8% |
0-144 |
0.3% |
82% |
False |
False |
1,017,250 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-146 |
0.3% |
60% |
False |
False |
835,590 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-139 |
0.3% |
40% |
False |
False |
848,242 |
60 |
134-010 |
131-040 |
2-290 |
2.2% |
0-138 |
0.3% |
40% |
False |
False |
570,046 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-125 |
0.3% |
41% |
False |
False |
427,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-255 |
2.618 |
133-092 |
1.618 |
132-312 |
1.000 |
132-250 |
0.618 |
132-212 |
HIGH |
132-150 |
0.618 |
132-112 |
0.500 |
132-100 |
0.382 |
132-088 |
LOW |
132-050 |
0.618 |
131-308 |
1.000 |
131-270 |
1.618 |
131-208 |
2.618 |
131-108 |
4.250 |
130-265 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
132-100 |
132-072 |
PP |
132-098 |
132-048 |
S1 |
132-097 |
132-025 |
|