ECBOT 10 Year T-Note Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
130-010 |
129-220 |
-0-110 |
-0.3% |
130-090 |
| High |
130-210 |
130-170 |
-0-040 |
-0.1% |
130-210 |
| Low |
129-250 |
129-190 |
-0-060 |
-0.1% |
129-250 |
| Close |
129-310 |
130-110 |
0-120 |
0.3% |
129-310 |
| Range |
0-280 |
0-300 |
0-020 |
7.1% |
0-280 |
| ATR |
0-123 |
0-135 |
0-013 |
10.3% |
0-000 |
| Volume |
9,771 |
10,458 |
687 |
7.0% |
72,761 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-310 |
132-190 |
130-275 |
|
| R3 |
132-010 |
131-210 |
130-192 |
|
| R2 |
131-030 |
131-030 |
130-165 |
|
| R1 |
130-230 |
130-230 |
130-138 |
130-290 |
| PP |
130-050 |
130-050 |
130-050 |
130-080 |
| S1 |
129-250 |
129-250 |
130-082 |
129-310 |
| S2 |
129-070 |
129-070 |
130-055 |
|
| S3 |
128-090 |
128-270 |
130-028 |
|
| S4 |
127-110 |
127-290 |
129-265 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-243 |
132-077 |
130-144 |
|
| R3 |
131-283 |
131-117 |
130-067 |
|
| R2 |
131-003 |
131-003 |
130-041 |
|
| R1 |
130-157 |
130-157 |
130-016 |
130-100 |
| PP |
130-043 |
130-043 |
130-043 |
130-015 |
| S1 |
129-197 |
129-197 |
129-284 |
129-140 |
| S2 |
129-083 |
129-083 |
129-259 |
|
| S3 |
128-123 |
128-237 |
129-233 |
|
| S4 |
127-163 |
127-277 |
129-156 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-165 |
|
2.618 |
132-315 |
|
1.618 |
132-015 |
|
1.000 |
131-150 |
|
0.618 |
131-035 |
|
HIGH |
130-170 |
|
0.618 |
130-055 |
|
0.500 |
130-020 |
|
0.382 |
129-305 |
|
LOW |
129-190 |
|
0.618 |
129-005 |
|
1.000 |
128-210 |
|
1.618 |
128-025 |
|
2.618 |
127-045 |
|
4.250 |
125-195 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
130-080 |
130-087 |
| PP |
130-050 |
130-063 |
| S1 |
130-020 |
130-040 |
|