ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-195 |
131-100 |
-0-095 |
-0.2% |
131-115 |
High |
131-210 |
131-210 |
0-000 |
0.0% |
131-265 |
Low |
131-040 |
131-075 |
0-035 |
0.1% |
130-300 |
Close |
131-070 |
131-195 |
0-125 |
0.3% |
131-040 |
Range |
0-170 |
0-135 |
-0-035 |
-20.6% |
0-285 |
ATR |
0-177 |
0-174 |
-0-003 |
-1.5% |
0-000 |
Volume |
1,204,324 |
1,326,799 |
122,475 |
10.2% |
8,654,232 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-245 |
132-195 |
131-269 |
|
R3 |
132-110 |
132-060 |
131-232 |
|
R2 |
131-295 |
131-295 |
131-220 |
|
R1 |
131-245 |
131-245 |
131-207 |
131-270 |
PP |
131-160 |
131-160 |
131-160 |
131-172 |
S1 |
131-110 |
131-110 |
131-183 |
131-135 |
S2 |
131-025 |
131-025 |
131-170 |
|
S3 |
130-210 |
130-295 |
131-158 |
|
S4 |
130-075 |
130-160 |
131-121 |
|
|
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% |
0-207 |
0.5% |
80% |
False |
False |
1,608,170 |
10 |
132-175 |
130-230 |
1-265 |
1.4% |
0-195 |
0.5% |
49% |
False |
False |
1,596,870 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-170 |
0.4% |
49% |
False |
False |
1,307,060 |
40 |
133-265 |
130-230 |
3-035 |
2.4% |
0-158 |
0.4% |
29% |
False |
False |
1,049,945 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
27% |
False |
False |
835,539 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-141 |
0.3% |
27% |
False |
False |
627,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-144 |
2.618 |
132-243 |
1.618 |
132-108 |
1.000 |
132-025 |
0.618 |
131-293 |
HIGH |
131-210 |
0.618 |
131-158 |
0.500 |
131-142 |
0.382 |
131-127 |
LOW |
131-075 |
0.618 |
130-312 |
1.000 |
130-260 |
1.618 |
130-177 |
2.618 |
130-042 |
4.250 |
129-141 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-178 |
131-152 |
PP |
131-160 |
131-108 |
S1 |
131-142 |
131-065 |
|