ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-100 |
131-200 |
0-100 |
0.2% |
131-115 |
High |
131-210 |
131-295 |
0-085 |
0.2% |
131-265 |
Low |
131-075 |
131-120 |
0-045 |
0.1% |
130-300 |
Close |
131-195 |
131-240 |
0-045 |
0.1% |
131-040 |
Range |
0-135 |
0-175 |
0-040 |
29.6% |
0-285 |
ATR |
0-174 |
0-174 |
0-000 |
0.0% |
0-000 |
Volume |
1,326,799 |
1,497,021 |
170,222 |
12.8% |
8,654,232 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-103 |
133-027 |
132-016 |
|
R3 |
132-248 |
132-172 |
131-288 |
|
R2 |
132-073 |
132-073 |
131-272 |
|
R1 |
131-317 |
131-317 |
131-256 |
132-035 |
PP |
131-218 |
131-218 |
131-218 |
131-238 |
S1 |
131-142 |
131-142 |
131-224 |
131-180 |
S2 |
131-043 |
131-043 |
131-208 |
|
S3 |
130-188 |
130-287 |
131-192 |
|
S4 |
130-013 |
130-112 |
131-144 |
|
|
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 |
131-295 |
130-230 |
1-065 |
0.9% |
0-215 |
0.5% |
86% |
True |
False |
1,609,796 |
10 |
132-060 |
130-230 |
1-150 |
1.1% |
0-194 |
0.5% |
70% |
False |
False |
1,604,363 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-171 |
0.4% |
56% |
False |
False |
1,333,518 |
40 |
133-220 |
130-230 |
2-310 |
2.3% |
0-160 |
0.4% |
35% |
False |
False |
1,074,338 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-144 |
0.3% |
31% |
False |
False |
860,373 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-142 |
0.3% |
31% |
False |
False |
645,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-079 |
2.618 |
133-113 |
1.618 |
132-258 |
1.000 |
132-150 |
0.618 |
132-083 |
HIGH |
131-295 |
0.618 |
131-228 |
0.500 |
131-208 |
0.382 |
131-187 |
LOW |
131-120 |
0.618 |
131-012 |
1.000 |
130-265 |
1.618 |
130-157 |
2.618 |
129-302 |
4.250 |
129-016 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-229 |
131-216 |
PP |
131-218 |
131-192 |
S1 |
131-208 |
131-168 |
|