ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-000 |
131-195 |
0-195 |
0.5% |
131-115 |
High |
131-220 |
131-210 |
-0-010 |
0.0% |
131-265 |
Low |
130-230 |
131-040 |
0-130 |
0.3% |
130-300 |
Close |
131-160 |
131-070 |
-0-090 |
-0.2% |
131-040 |
Range |
0-310 |
0-170 |
-0-140 |
-45.2% |
0-285 |
ATR |
0-177 |
0-177 |
-0-001 |
-0.3% |
0-000 |
Volume |
1,696,401 |
1,204,324 |
-492,077 |
-29.0% |
8,654,232 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-297 |
132-193 |
131-164 |
|
R3 |
132-127 |
132-023 |
131-117 |
|
R2 |
131-277 |
131-277 |
131-101 |
|
R1 |
131-173 |
131-173 |
131-086 |
131-140 |
PP |
131-107 |
131-107 |
131-107 |
131-090 |
S1 |
131-003 |
131-003 |
131-054 |
130-290 |
S2 |
130-257 |
130-257 |
131-039 |
|
S3 |
130-087 |
130-153 |
131-023 |
|
S4 |
129-237 |
129-303 |
130-296 |
|
|
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% |
0-212 |
0.5% |
45% |
False |
False |
1,737,609 |
10 |
132-175 |
130-230 |
1-265 |
1.4% |
0-192 |
0.5% |
27% |
False |
False |
1,538,818 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-169 |
0.4% |
27% |
False |
False |
1,282,201 |
40 |
133-310 |
130-230 |
3-080 |
2.5% |
0-159 |
0.4% |
15% |
False |
False |
1,043,369 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
15% |
False |
False |
813,545 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-141 |
0.3% |
15% |
False |
False |
610,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-292 |
2.618 |
133-015 |
1.618 |
132-165 |
1.000 |
132-060 |
0.618 |
131-315 |
HIGH |
131-210 |
0.618 |
131-145 |
0.500 |
131-125 |
0.382 |
131-105 |
LOW |
131-040 |
0.618 |
130-255 |
1.000 |
130-190 |
1.618 |
130-085 |
2.618 |
129-235 |
4.250 |
128-278 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-125 |
131-088 |
PP |
131-107 |
131-082 |
S1 |
131-088 |
131-076 |
|