ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-095 |
131-040 |
-0-055 |
-0.1% |
132-040 |
High |
131-155 |
131-140 |
-0-015 |
0.0% |
132-175 |
Low |
131-035 |
130-300 |
-0-055 |
-0.1% |
131-110 |
Close |
131-070 |
131-060 |
-0-010 |
0.0% |
131-130 |
Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-065 |
ATR |
0-160 |
0-160 |
0-000 |
0.0% |
0-000 |
Volume |
1,343,915 |
1,973,992 |
630,077 |
46.9% |
4,969,813 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-220 |
132-140 |
131-148 |
|
R3 |
132-060 |
131-300 |
131-104 |
|
R2 |
131-220 |
131-220 |
131-089 |
|
R1 |
131-140 |
131-140 |
131-075 |
131-180 |
PP |
131-060 |
131-060 |
131-060 |
131-080 |
S1 |
130-300 |
130-300 |
131-045 |
131-020 |
S2 |
130-220 |
130-220 |
131-031 |
|
S3 |
130-060 |
130-140 |
131-016 |
|
S4 |
129-220 |
129-300 |
130-292 |
|
|
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% |
0-183 |
0.4% |
16% |
False |
True |
1,585,570 |
10 |
132-175 |
130-300 |
1-195 |
1.2% |
0-167 |
0.4% |
16% |
False |
True |
1,287,150 |
20 |
132-175 |
130-300 |
1-195 |
1.2% |
0-154 |
0.4% |
16% |
False |
True |
1,155,160 |
40 |
134-010 |
130-300 |
3-030 |
2.4% |
0-147 |
0.4% |
8% |
False |
True |
954,467 |
60 |
134-010 |
130-300 |
3-030 |
2.4% |
0-142 |
0.3% |
8% |
False |
True |
702,039 |
80 |
134-010 |
130-300 |
3-030 |
2.4% |
0-132 |
0.3% |
8% |
False |
True |
526,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-180 |
2.618 |
132-239 |
1.618 |
132-079 |
1.000 |
131-300 |
0.618 |
131-239 |
HIGH |
131-140 |
0.618 |
131-079 |
0.500 |
131-060 |
0.382 |
131-041 |
LOW |
130-300 |
0.618 |
130-201 |
1.000 |
130-140 |
1.618 |
130-041 |
2.618 |
129-201 |
4.250 |
128-260 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-060 |
131-072 |
PP |
131-060 |
131-068 |
S1 |
131-060 |
131-064 |
|