ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-120 |
132-055 |
-0-065 |
-0.2% |
132-040 |
High |
132-175 |
132-060 |
-0-115 |
-0.3% |
132-175 |
Low |
131-315 |
131-110 |
-0-205 |
-0.5% |
131-110 |
Close |
132-075 |
131-130 |
-0-265 |
-0.6% |
131-130 |
Range |
0-180 |
0-270 |
0-090 |
50.0% |
1-065 |
ATR |
0-151 |
0-161 |
0-010 |
6.3% |
0-000 |
Volume |
1,422,090 |
1,664,859 |
242,769 |
17.1% |
4,969,813 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-057 |
133-203 |
131-278 |
|
R3 |
133-107 |
132-253 |
131-204 |
|
R2 |
132-157 |
132-157 |
131-180 |
|
R1 |
131-303 |
131-303 |
131-155 |
131-255 |
PP |
131-207 |
131-207 |
131-207 |
131-182 |
S1 |
131-033 |
131-033 |
131-105 |
130-305 |
S2 |
130-257 |
130-257 |
131-080 |
|
S3 |
129-307 |
130-083 |
131-056 |
|
S4 |
129-037 |
129-133 |
130-302 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-120 |
134-190 |
132-022 |
|
R3 |
134-055 |
133-125 |
131-236 |
|
R2 |
132-310 |
132-310 |
131-201 |
|
R1 |
132-060 |
132-060 |
131-165 |
131-312 |
PP |
131-245 |
131-245 |
131-245 |
131-211 |
S1 |
130-315 |
130-315 |
131-095 |
130-248 |
S2 |
130-180 |
130-180 |
131-059 |
|
S3 |
129-115 |
129-250 |
131-024 |
|
S4 |
128-050 |
128-185 |
130-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
132-175 |
131-110 |
1-065 |
0.9% |
0-175 |
0.4% |
5% |
False |
True |
1,187,647 |
10 |
132-175 |
131-110 |
1-065 |
0.9% |
0-162 |
0.4% |
5% |
False |
True |
1,100,026 |
20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-160 |
0.4% |
14% |
False |
False |
980,619 |
40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-143 |
0.3% |
10% |
False |
False |
899,274 |
60 |
134-010 |
131-040 |
2-290 |
2.2% |
0-140 |
0.3% |
10% |
False |
False |
621,441 |
80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-129 |
0.3% |
11% |
False |
False |
466,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-248 |
2.618 |
134-127 |
1.618 |
133-177 |
1.000 |
133-010 |
0.618 |
132-227 |
HIGH |
132-060 |
0.618 |
131-277 |
0.500 |
131-245 |
0.382 |
131-213 |
LOW |
131-110 |
0.618 |
130-263 |
1.000 |
130-160 |
1.618 |
129-313 |
2.618 |
129-043 |
4.250 |
127-242 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-245 |
131-302 |
PP |
131-207 |
131-245 |
S1 |
131-168 |
131-188 |
|