ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
131-265 |
132-040 |
0-095 |
0.2% |
131-290 |
| High |
132-075 |
132-110 |
0-035 |
0.1% |
132-155 |
| Low |
131-220 |
131-280 |
0-060 |
0.1% |
131-220 |
| Close |
132-045 |
132-085 |
0-040 |
0.1% |
132-045 |
| Range |
0-175 |
0-150 |
-0-025 |
-14.3% |
0-255 |
| ATR |
0-153 |
0-153 |
0-000 |
-0.1% |
0-000 |
| Volume |
968,424 |
1,136,588 |
168,164 |
17.4% |
4,913,025 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-182 |
133-123 |
132-168 |
|
| R3 |
133-032 |
132-293 |
132-126 |
|
| R2 |
132-202 |
132-202 |
132-112 |
|
| R1 |
132-143 |
132-143 |
132-099 |
132-172 |
| PP |
132-052 |
132-052 |
132-052 |
132-066 |
| S1 |
131-313 |
131-313 |
132-071 |
132-022 |
| S2 |
131-222 |
131-222 |
132-058 |
|
| S3 |
131-072 |
131-163 |
132-044 |
|
| S4 |
130-242 |
131-013 |
132-002 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-158 |
134-037 |
132-185 |
|
| R3 |
133-223 |
133-102 |
132-115 |
|
| R2 |
132-288 |
132-288 |
132-092 |
|
| R1 |
132-167 |
132-167 |
132-068 |
132-228 |
| PP |
132-033 |
132-033 |
132-033 |
132-064 |
| S1 |
131-232 |
131-232 |
132-022 |
131-292 |
| S2 |
131-098 |
131-098 |
131-318 |
|
| S3 |
130-163 |
130-297 |
131-295 |
|
| S4 |
129-228 |
130-042 |
131-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-155 |
131-220 |
0-255 |
0.6% |
0-155 |
0.4% |
73% |
False |
False |
1,052,460 |
| 10 |
132-155 |
131-145 |
1-010 |
0.8% |
0-146 |
0.3% |
79% |
False |
False |
1,025,585 |
| 20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-150 |
0.4% |
58% |
False |
False |
833,623 |
| 40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-138 |
0.3% |
39% |
False |
False |
831,364 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-138 |
0.3% |
40% |
False |
False |
557,625 |
| 80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-124 |
0.3% |
40% |
False |
False |
418,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-108 |
|
2.618 |
133-183 |
|
1.618 |
133-033 |
|
1.000 |
132-260 |
|
0.618 |
132-203 |
|
HIGH |
132-110 |
|
0.618 |
132-053 |
|
0.500 |
132-035 |
|
0.382 |
132-017 |
|
LOW |
131-280 |
|
0.618 |
131-187 |
|
1.000 |
131-130 |
|
1.618 |
131-037 |
|
2.618 |
130-207 |
|
4.250 |
129-282 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-068 |
132-066 |
| PP |
132-052 |
132-047 |
| S1 |
132-035 |
132-028 |
|