ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
131-300 |
132-040 |
0-060 |
0.1% |
132-125 |
| High |
132-075 |
132-080 |
0-005 |
0.0% |
133-025 |
| Low |
131-285 |
131-160 |
-0-125 |
-0.3% |
132-080 |
| Close |
132-045 |
131-200 |
-0-165 |
-0.4% |
132-305 |
| Range |
0-110 |
0-240 |
0-130 |
118.2% |
0-265 |
| ATR |
0-154 |
0-160 |
0-006 |
4.0% |
0-000 |
| Volume |
751,382 |
1,192,256 |
440,874 |
58.7% |
1,208,943 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-013 |
133-187 |
132-012 |
|
| R3 |
133-093 |
132-267 |
131-266 |
|
| R2 |
132-173 |
132-173 |
131-244 |
|
| R1 |
132-027 |
132-027 |
131-222 |
131-300 |
| PP |
131-253 |
131-253 |
131-253 |
131-230 |
| S1 |
131-107 |
131-107 |
131-178 |
131-060 |
| S2 |
131-013 |
131-013 |
131-156 |
|
| S3 |
130-093 |
130-187 |
131-134 |
|
| S4 |
129-173 |
129-267 |
131-068 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-078 |
134-297 |
133-131 |
|
| R3 |
134-133 |
134-032 |
133-058 |
|
| R2 |
133-188 |
133-188 |
133-034 |
|
| R1 |
133-087 |
133-087 |
133-009 |
133-138 |
| PP |
132-243 |
132-243 |
132-243 |
132-269 |
| S1 |
132-142 |
132-142 |
132-281 |
132-192 |
| S2 |
131-298 |
131-298 |
132-256 |
|
| S3 |
131-033 |
131-197 |
132-232 |
|
| S4 |
130-088 |
130-252 |
132-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133-025 |
131-160 |
1-185 |
1.2% |
0-187 |
0.4% |
8% |
False |
True |
658,745 |
| 10 |
133-025 |
131-160 |
1-185 |
1.2% |
0-154 |
0.4% |
8% |
False |
True |
627,604 |
| 20 |
134-010 |
131-160 |
2-170 |
1.9% |
0-148 |
0.4% |
5% |
False |
True |
772,305 |
| 40 |
134-010 |
131-160 |
2-170 |
1.9% |
0-137 |
0.3% |
5% |
False |
True |
523,733 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-131 |
0.3% |
18% |
False |
False |
349,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-140 |
|
2.618 |
134-068 |
|
1.618 |
133-148 |
|
1.000 |
133-000 |
|
0.618 |
132-228 |
|
HIGH |
132-080 |
|
0.618 |
131-308 |
|
0.500 |
131-280 |
|
0.382 |
131-252 |
|
LOW |
131-160 |
|
0.618 |
131-012 |
|
1.000 |
130-240 |
|
1.618 |
130-092 |
|
2.618 |
129-172 |
|
4.250 |
128-100 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
131-280 |
132-090 |
| PP |
131-253 |
132-020 |
| S1 |
131-227 |
131-270 |
|