ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-070 |
131-000 |
-0-070 |
-0.2% |
131-115 |
High |
131-265 |
131-220 |
-0-045 |
-0.1% |
131-265 |
Low |
130-300 |
130-230 |
-0-070 |
-0.2% |
130-300 |
Close |
131-040 |
131-160 |
0-120 |
0.3% |
131-040 |
Range |
0-285 |
0-310 |
0-025 |
8.8% |
0-285 |
ATR |
0-167 |
0-177 |
0-010 |
6.1% |
0-000 |
Volume |
2,324,439 |
1,696,401 |
-628,038 |
-27.0% |
8,654,232 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-067 |
133-263 |
132-010 |
|
R3 |
133-077 |
132-273 |
131-245 |
|
R2 |
132-087 |
132-087 |
131-217 |
|
R1 |
131-283 |
131-283 |
131-188 |
132-025 |
PP |
131-097 |
131-097 |
131-097 |
131-128 |
S1 |
130-293 |
130-293 |
131-132 |
131-035 |
S2 |
130-107 |
130-107 |
131-103 |
|
S3 |
129-117 |
129-303 |
131-075 |
|
S4 |
128-127 |
128-313 |
130-310 |
|
|
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 |
130-230 |
1-035 |
0.8% |
0-202 |
0.5% |
70% |
False |
True |
1,765,527 |
10 |
132-175 |
130-230 |
1-265 |
1.4% |
0-190 |
0.5% |
43% |
False |
True |
1,532,044 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-164 |
0.4% |
43% |
False |
True |
1,256,007 |
40 |
134-010 |
130-230 |
3-100 |
2.5% |
0-157 |
0.4% |
24% |
False |
True |
1,030,802 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-146 |
0.3% |
24% |
False |
True |
793,553 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-141 |
0.3% |
24% |
False |
True |
595,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-258 |
2.618 |
134-072 |
1.618 |
133-082 |
1.000 |
132-210 |
0.618 |
132-092 |
HIGH |
131-220 |
0.618 |
131-102 |
0.500 |
131-065 |
0.382 |
131-028 |
LOW |
130-230 |
0.618 |
130-038 |
1.000 |
129-240 |
1.618 |
129-048 |
2.618 |
128-058 |
4.250 |
126-192 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-128 |
131-136 |
PP |
131-097 |
131-112 |
S1 |
131-065 |
131-088 |
|