ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-080 |
131-070 |
-0-010 |
0.0% |
131-115 |
High |
131-180 |
131-265 |
0-085 |
0.2% |
131-265 |
Low |
131-045 |
130-300 |
-0-065 |
-0.2% |
130-300 |
Close |
131-090 |
131-040 |
-0-050 |
-0.1% |
131-040 |
Range |
0-135 |
0-285 |
0-150 |
111.1% |
0-285 |
ATR |
0-158 |
0-167 |
0-009 |
5.8% |
0-000 |
Volume |
1,488,891 |
2,324,439 |
835,548 |
56.1% |
8,654,232 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-310 |
133-140 |
131-197 |
|
R3 |
133-025 |
132-175 |
131-118 |
|
R2 |
132-060 |
132-060 |
131-092 |
|
R1 |
131-210 |
131-210 |
131-066 |
131-152 |
PP |
131-095 |
131-095 |
131-095 |
131-066 |
S1 |
130-245 |
130-245 |
131-014 |
130-188 |
S2 |
130-130 |
130-130 |
130-308 |
|
S3 |
129-165 |
129-280 |
130-282 |
|
S4 |
128-200 |
128-315 |
130-203 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-310 |
133-140 |
131-197 |
|
R3 |
133-025 |
132-175 |
131-118 |
|
R2 |
132-060 |
132-060 |
131-092 |
|
R1 |
131-210 |
131-210 |
131-066 |
131-152 |
PP |
131-095 |
131-095 |
131-095 |
131-066 |
S1 |
130-245 |
130-245 |
131-014 |
130-188 |
S2 |
130-130 |
130-130 |
130-308 |
|
S3 |
129-165 |
129-280 |
130-282 |
|
S4 |
128-200 |
128-315 |
130-203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131-265 |
130-300 |
0-285 |
0.7% |
0-177 |
0.4% |
21% |
True |
True |
1,730,846 |
10 |
132-175 |
130-300 |
1-195 |
1.2% |
0-176 |
0.4% |
12% |
False |
True |
1,459,246 |
20 |
132-175 |
130-300 |
1-195 |
1.2% |
0-157 |
0.4% |
12% |
False |
True |
1,248,644 |
40 |
134-010 |
130-300 |
3-030 |
2.4% |
0-152 |
0.4% |
6% |
False |
True |
1,010,475 |
60 |
134-010 |
130-300 |
3-030 |
2.4% |
0-144 |
0.3% |
6% |
False |
True |
765,370 |
80 |
134-010 |
130-300 |
3-030 |
2.4% |
0-138 |
0.3% |
6% |
False |
True |
574,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-196 |
2.618 |
134-051 |
1.618 |
133-086 |
1.000 |
132-230 |
0.618 |
132-121 |
HIGH |
131-265 |
0.618 |
131-156 |
0.500 |
131-122 |
0.382 |
131-089 |
LOW |
130-300 |
0.618 |
130-124 |
1.000 |
130-015 |
1.618 |
129-159 |
2.618 |
128-194 |
4.250 |
127-049 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-122 |
131-122 |
PP |
131-095 |
131-095 |
S1 |
131-068 |
131-068 |
|