ECBOT 10 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
132-030 |
132-065 |
0-035 |
0.1% |
131-175 |
| High |
132-130 |
132-150 |
0-020 |
0.0% |
132-040 |
| Low |
132-010 |
132-055 |
0-045 |
0.1% |
131-145 |
| Close |
132-085 |
132-095 |
0-010 |
0.0% |
131-290 |
| Range |
0-120 |
0-095 |
-0-025 |
-20.8% |
0-215 |
| ATR |
0-149 |
0-145 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,064,919 |
798,163 |
-266,756 |
-25.0% |
4,886,688 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-065 |
133-015 |
132-147 |
|
| R3 |
132-290 |
132-240 |
132-121 |
|
| R2 |
132-195 |
132-195 |
132-112 |
|
| R1 |
132-145 |
132-145 |
132-104 |
132-170 |
| PP |
132-100 |
132-100 |
132-100 |
132-112 |
| S1 |
132-050 |
132-050 |
132-086 |
132-075 |
| S2 |
132-005 |
132-005 |
132-078 |
|
| S3 |
131-230 |
131-275 |
132-069 |
|
| S4 |
131-135 |
131-180 |
132-043 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-270 |
133-175 |
132-088 |
|
| R3 |
133-055 |
132-280 |
132-029 |
|
| R2 |
132-160 |
132-160 |
132-009 |
|
| R1 |
132-065 |
132-065 |
131-310 |
132-112 |
| PP |
131-265 |
131-265 |
131-265 |
131-289 |
| S1 |
131-170 |
131-170 |
131-270 |
131-218 |
| S2 |
131-050 |
131-050 |
131-251 |
|
| S3 |
130-155 |
130-275 |
131-231 |
|
| S4 |
129-260 |
130-060 |
131-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-150 |
131-145 |
1-005 |
0.8% |
0-128 |
0.3% |
83% |
True |
False |
1,011,829 |
| 10 |
132-150 |
131-040 |
1-110 |
1.0% |
0-139 |
0.3% |
87% |
True |
False |
1,027,847 |
| 20 |
133-025 |
131-040 |
1-305 |
1.5% |
0-144 |
0.3% |
60% |
False |
False |
827,970 |
| 40 |
134-010 |
131-040 |
2-290 |
2.2% |
0-133 |
0.3% |
40% |
False |
False |
748,917 |
| 60 |
134-010 |
131-030 |
2-300 |
2.2% |
0-134 |
0.3% |
41% |
False |
False |
501,000 |
| 80 |
134-010 |
131-030 |
2-300 |
2.2% |
0-118 |
0.3% |
41% |
False |
False |
375,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-234 |
|
2.618 |
133-079 |
|
1.618 |
132-304 |
|
1.000 |
132-245 |
|
0.618 |
132-209 |
|
HIGH |
132-150 |
|
0.618 |
132-114 |
|
0.500 |
132-102 |
|
0.382 |
132-091 |
|
LOW |
132-055 |
|
0.618 |
131-316 |
|
1.000 |
131-280 |
|
1.618 |
131-221 |
|
2.618 |
131-126 |
|
4.250 |
130-291 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
132-102 |
132-081 |
| PP |
132-100 |
132-067 |
| S1 |
132-098 |
132-052 |
|