ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-115 |
131-095 |
-0-020 |
0.0% |
132-040 |
High |
131-165 |
131-155 |
-0-010 |
0.0% |
132-175 |
Low |
130-300 |
131-035 |
0-055 |
0.1% |
131-110 |
Close |
131-070 |
131-070 |
0-000 |
0.0% |
131-130 |
Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
1-065 |
ATR |
0-163 |
0-160 |
-0-003 |
-1.9% |
0-000 |
Volume |
1,522,995 |
1,343,915 |
-179,080 |
-11.8% |
4,969,813 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-127 |
132-058 |
131-136 |
|
R3 |
132-007 |
131-258 |
131-103 |
|
R2 |
131-207 |
131-207 |
131-092 |
|
R1 |
131-138 |
131-138 |
131-081 |
131-112 |
PP |
131-087 |
131-087 |
131-087 |
131-074 |
S1 |
131-018 |
131-018 |
131-059 |
130-312 |
S2 |
130-287 |
130-287 |
131-048 |
|
S3 |
130-167 |
130-218 |
131-037 |
|
S4 |
130-047 |
130-098 |
131-004 |
|
|
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% |
0-171 |
0.4% |
17% |
False |
False |
1,340,027 |
10 |
132-175 |
130-300 |
1-195 |
1.2% |
0-163 |
0.4% |
17% |
False |
False |
1,196,243 |
20 |
133-020 |
130-300 |
2-040 |
1.6% |
0-158 |
0.4% |
13% |
False |
False |
1,072,836 |
40 |
134-010 |
130-300 |
3-030 |
2.4% |
0-146 |
0.3% |
9% |
False |
False |
925,363 |
60 |
134-010 |
130-300 |
3-030 |
2.4% |
0-140 |
0.3% |
9% |
False |
False |
669,194 |
80 |
134-010 |
130-300 |
3-030 |
2.4% |
0-131 |
0.3% |
9% |
False |
False |
502,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-025 |
2.618 |
132-149 |
1.618 |
132-029 |
1.000 |
131-275 |
0.618 |
131-229 |
HIGH |
131-155 |
0.618 |
131-109 |
0.500 |
131-095 |
0.382 |
131-081 |
LOW |
131-035 |
0.618 |
130-281 |
1.000 |
130-235 |
1.618 |
130-161 |
2.618 |
130-041 |
4.250 |
129-165 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-095 |
131-180 |
PP |
131-087 |
131-143 |
S1 |
131-078 |
131-107 |
|