ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
132-055 |
131-115 |
-0-260 |
-0.6% |
132-040 |
High |
132-060 |
131-165 |
-0-215 |
-0.5% |
132-175 |
Low |
131-110 |
130-300 |
-0-130 |
-0.3% |
131-110 |
Close |
131-130 |
131-070 |
-0-060 |
-0.1% |
131-130 |
Range |
0-270 |
0-185 |
-0-085 |
-31.5% |
1-065 |
ATR |
0-161 |
0-163 |
0-002 |
1.1% |
0-000 |
Volume |
1,664,859 |
1,522,995 |
-141,864 |
-8.5% |
4,969,813 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-307 |
132-213 |
131-172 |
|
R3 |
132-122 |
132-028 |
131-121 |
|
R2 |
131-257 |
131-257 |
131-104 |
|
R1 |
131-163 |
131-163 |
131-087 |
131-118 |
PP |
131-072 |
131-072 |
131-072 |
131-049 |
S1 |
130-298 |
130-298 |
131-053 |
130-252 |
S2 |
130-207 |
130-207 |
131-036 |
|
S3 |
130-022 |
130-113 |
131-019 |
|
S4 |
129-157 |
129-248 |
130-288 |
|
|
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 |
130-300 |
1-195 |
1.2% |
0-177 |
0.4% |
17% |
False |
True |
1,298,561 |
10 |
132-175 |
130-300 |
1-195 |
1.2% |
0-163 |
0.4% |
17% |
False |
True |
1,140,583 |
20 |
133-025 |
130-300 |
2-045 |
1.6% |
0-158 |
0.4% |
13% |
False |
True |
1,028,530 |
40 |
134-010 |
130-300 |
3-030 |
2.4% |
0-145 |
0.3% |
9% |
False |
True |
910,582 |
60 |
134-010 |
130-300 |
3-030 |
2.4% |
0-141 |
0.3% |
9% |
False |
True |
646,800 |
80 |
134-010 |
130-300 |
3-030 |
2.4% |
0-130 |
0.3% |
9% |
False |
True |
485,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-311 |
2.618 |
133-009 |
1.618 |
132-144 |
1.000 |
132-030 |
0.618 |
131-279 |
HIGH |
131-165 |
0.618 |
131-094 |
0.500 |
131-072 |
0.382 |
131-051 |
LOW |
130-300 |
0.618 |
130-186 |
1.000 |
130-115 |
1.618 |
130-001 |
2.618 |
129-136 |
4.250 |
128-154 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-072 |
131-238 |
PP |
131-072 |
131-182 |
S1 |
131-071 |
131-126 |
|