ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
132-065 |
132-120 |
0-055 |
0.1% |
131-290 |
| High |
132-150 |
132-175 |
0-025 |
0.1% |
132-155 |
| Low |
132-050 |
131-315 |
-0-055 |
-0.1% |
131-220 |
| Close |
132-095 |
132-075 |
-0-020 |
0.0% |
132-045 |
| Range |
0-100 |
0-180 |
0-080 |
80.0% |
0-255 |
| ATR |
0-149 |
0-151 |
0-002 |
1.5% |
0-000 |
| Volume |
746,276 |
1,422,090 |
675,814 |
90.6% |
4,913,025 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-302 |
133-208 |
132-174 |
|
| R3 |
133-122 |
133-028 |
132-124 |
|
| R2 |
132-262 |
132-262 |
132-108 |
|
| R1 |
132-168 |
132-168 |
132-092 |
132-125 |
| PP |
132-082 |
132-082 |
132-082 |
132-060 |
| S1 |
131-308 |
131-308 |
132-058 |
131-265 |
| S2 |
131-222 |
131-222 |
132-042 |
|
| S3 |
131-042 |
131-128 |
132-026 |
|
| S4 |
130-182 |
130-268 |
131-296 |
|
|
| 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 |
132-175 |
131-220 |
0-275 |
0.6% |
0-168 |
0.4% |
64% |
True |
False |
1,113,516 |
| 10 |
132-175 |
131-145 |
1-030 |
0.8% |
0-148 |
0.3% |
71% |
True |
False |
1,062,673 |
| 20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-152 |
0.4% |
57% |
False |
False |
902,968 |
| 40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-140 |
0.3% |
38% |
False |
False |
872,395 |
| 60 |
134-010 |
131-040 |
2-290 |
2.2% |
0-137 |
0.3% |
38% |
False |
False |
593,704 |
| 80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-126 |
0.3% |
39% |
False |
False |
445,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-300 |
|
2.618 |
134-006 |
|
1.618 |
133-146 |
|
1.000 |
133-035 |
|
0.618 |
132-286 |
|
HIGH |
132-175 |
|
0.618 |
132-106 |
|
0.500 |
132-085 |
|
0.382 |
132-064 |
|
LOW |
131-315 |
|
0.618 |
131-204 |
|
1.000 |
131-135 |
|
1.618 |
131-024 |
|
2.618 |
130-164 |
|
4.250 |
129-190 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-085 |
132-072 |
| PP |
132-082 |
132-070 |
| S1 |
132-078 |
132-068 |
|