ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
131-200 |
131-220 |
0-020 |
0.0% |
131-000 |
High |
131-295 |
131-285 |
-0-010 |
0.0% |
131-295 |
Low |
131-120 |
131-130 |
0-010 |
0.0% |
130-230 |
Close |
131-240 |
131-235 |
-0-005 |
0.0% |
131-235 |
Range |
0-175 |
0-155 |
-0-020 |
-11.4% |
1-065 |
ATR |
0-174 |
0-173 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,497,021 |
1,128,456 |
-368,565 |
-24.6% |
6,853,001 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-042 |
132-293 |
132-000 |
|
R3 |
132-207 |
132-138 |
131-278 |
|
R2 |
132-052 |
132-052 |
131-263 |
|
R1 |
131-303 |
131-303 |
131-249 |
132-018 |
PP |
131-217 |
131-217 |
131-217 |
131-234 |
S1 |
131-148 |
131-148 |
131-221 |
131-182 |
S2 |
131-062 |
131-062 |
131-207 |
|
S3 |
130-227 |
130-313 |
131-192 |
|
S4 |
130-072 |
130-158 |
131-150 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-022 |
134-193 |
132-127 |
|
R3 |
133-277 |
133-128 |
132-021 |
|
R2 |
132-212 |
132-212 |
131-306 |
|
R1 |
132-063 |
132-063 |
131-270 |
132-138 |
PP |
131-147 |
131-147 |
131-147 |
131-184 |
S1 |
130-318 |
130-318 |
131-200 |
131-072 |
S2 |
130-082 |
130-082 |
131-164 |
|
S3 |
129-017 |
129-253 |
131-129 |
|
S4 |
127-272 |
128-188 |
131-023 |
|
|
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% |
0-189 |
0.4% |
84% |
False |
False |
1,370,600 |
10 |
131-295 |
130-230 |
1-065 |
0.9% |
0-183 |
0.4% |
84% |
False |
False |
1,550,723 |
20 |
132-175 |
130-230 |
1-265 |
1.4% |
0-173 |
0.4% |
56% |
False |
False |
1,325,374 |
40 |
133-175 |
130-230 |
2-265 |
2.1% |
0-161 |
0.4% |
36% |
False |
False |
1,087,492 |
60 |
134-010 |
130-230 |
3-100 |
2.5% |
0-145 |
0.3% |
31% |
False |
False |
878,990 |
80 |
134-010 |
130-230 |
3-100 |
2.5% |
0-143 |
0.3% |
31% |
False |
False |
660,006 |
100 |
134-010 |
130-230 |
3-100 |
2.5% |
0-125 |
0.3% |
31% |
False |
False |
528,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-304 |
2.618 |
133-051 |
1.618 |
132-216 |
1.000 |
132-120 |
0.618 |
132-061 |
HIGH |
131-285 |
0.618 |
131-226 |
0.500 |
131-208 |
0.382 |
131-189 |
LOW |
131-130 |
0.618 |
131-034 |
1.000 |
130-295 |
1.618 |
130-199 |
2.618 |
130-044 |
4.250 |
129-111 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
131-226 |
131-218 |
PP |
131-217 |
131-202 |
S1 |
131-208 |
131-185 |
|