ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
131-040 |
131-080 |
0-040 |
0.1% |
132-040 |
High |
131-140 |
131-180 |
0-040 |
0.1% |
132-175 |
Low |
130-300 |
131-045 |
0-065 |
0.2% |
131-110 |
Close |
131-060 |
131-090 |
0-030 |
0.1% |
131-130 |
Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
1-065 |
ATR |
0-160 |
0-158 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,973,992 |
1,488,891 |
-485,101 |
-24.6% |
4,969,813 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-190 |
132-115 |
131-164 |
|
R3 |
132-055 |
131-300 |
131-127 |
|
R2 |
131-240 |
131-240 |
131-115 |
|
R1 |
131-165 |
131-165 |
131-102 |
131-202 |
PP |
131-105 |
131-105 |
131-105 |
131-124 |
S1 |
131-030 |
131-030 |
131-078 |
131-068 |
S2 |
130-290 |
130-290 |
131-065 |
|
S3 |
130-155 |
130-215 |
131-053 |
|
S4 |
130-020 |
130-080 |
131-016 |
|
|
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 |
132-060 |
130-300 |
1-080 |
1.0% |
0-174 |
0.4% |
28% |
False |
False |
1,598,930 |
10 |
132-175 |
130-300 |
1-195 |
1.2% |
0-171 |
0.4% |
21% |
False |
False |
1,356,223 |
20 |
132-175 |
130-300 |
1-195 |
1.2% |
0-155 |
0.4% |
21% |
False |
False |
1,192,035 |
40 |
134-010 |
130-300 |
3-030 |
2.4% |
0-148 |
0.4% |
11% |
False |
False |
971,416 |
60 |
134-010 |
130-300 |
3-030 |
2.4% |
0-141 |
0.3% |
11% |
False |
False |
726,713 |
80 |
134-010 |
130-300 |
3-030 |
2.4% |
0-134 |
0.3% |
11% |
False |
False |
545,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-114 |
2.618 |
132-213 |
1.618 |
132-078 |
1.000 |
131-315 |
0.618 |
131-263 |
HIGH |
131-180 |
0.618 |
131-128 |
0.500 |
131-112 |
0.382 |
131-097 |
LOW |
131-045 |
0.618 |
130-282 |
1.000 |
130-230 |
1.618 |
130-147 |
2.618 |
130-012 |
4.250 |
129-111 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
131-112 |
131-087 |
PP |
131-105 |
131-083 |
S1 |
131-098 |
131-080 |
|