ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 132-125 132-105 -0-020 0.0% 132-245
High 132-150 132-190 0-040 0.1% 132-245
Low 132-080 132-080 0-000 0.0% 131-255
Close 132-105 132-160 0-055 0.1% 132-155
Range 0-070 0-110 0-040 57.1% 0-310
ATR 0-133 0-131 -0-002 -1.2% 0-000
Volume 74,527 111,844 37,317 50.1% 4,818,066
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 133-153 133-107 132-220
R3 133-043 132-317 132-190
R2 132-253 132-253 132-180
R1 132-207 132-207 132-170 132-230
PP 132-143 132-143 132-143 132-155
S1 132-097 132-097 132-150 132-120
S2 132-033 132-033 132-140
S3 131-243 131-307 132-130
S4 131-133 131-197 132-100
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-082 134-268 133-006
R3 134-092 133-278 132-240
R2 133-102 133-102 132-212
R1 132-288 132-288 132-183 132-200
PP 132-112 132-112 132-112 132-068
S1 131-298 131-298 132-127 131-210
S2 131-122 131-122 132-098
S3 130-132 130-308 132-070
S4 129-142 129-318 131-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-205 131-280 0-245 0.6% 0-120 0.3% 82% False False 596,463
10 133-175 131-255 1-240 1.3% 0-142 0.3% 40% False False 838,006
20 134-010 131-255 2-075 1.7% 0-126 0.3% 31% False False 817,928
40 134-010 131-250 2-080 1.7% 0-131 0.3% 32% False False 441,853
60 134-010 131-030 2-300 2.2% 0-118 0.3% 48% False False 294,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-018
2.618 133-158
1.618 133-048
1.000 132-300
0.618 132-258
HIGH 132-190
0.618 132-148
0.500 132-135
0.382 132-122
LOW 132-080
0.618 132-012
1.000 131-290
1.618 131-222
2.618 131-112
4.250 130-252
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 132-152 132-144
PP 132-143 132-128
S1 132-135 132-112

These figures are updated between 7pm and 10pm EST after a trading day.

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