ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 132-240 132-305 0-065 0.2% 132-125
High 133-025 133-020 -0-005 0.0% 133-025
Low 132-225 132-100 -0-125 -0.3% 132-080
Close 132-305 132-250 -0-055 -0.1% 132-305
Range 0-120 0-240 0-120 100.0% 0-265
ATR 0-137 0-144 0-007 5.4% 0-000
Volume 457,798 327,518 -130,280 -28.5% 1,208,943
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-310 134-200 133-062
R3 134-070 133-280 132-316
R2 133-150 133-150 132-294
R1 133-040 133-040 132-272 132-295
PP 132-230 132-230 132-230 132-198
S1 132-120 132-120 132-228 132-055
S2 131-310 131-310 132-206
S3 131-070 131-200 132-184
S4 130-150 130-280 132-118
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
5 133-025 132-080 0-265 0.6% 0-153 0.4% 64% False False 307,292
10 133-025 131-255 1-090 1.0% 0-154 0.4% 77% False False 635,452
20 134-010 131-255 2-075 1.7% 0-141 0.3% 44% False False 753,774
40 134-010 131-250 2-080 1.7% 0-136 0.3% 44% False False 475,478
60 134-010 131-030 2-300 2.2% 0-125 0.3% 57% False False 317,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 136-080
2.618 135-008
1.618 134-088
1.000 133-260
0.618 133-168
HIGH 133-020
0.618 132-248
0.500 132-220
0.382 132-192
LOW 132-100
0.618 131-272
1.000 131-180
1.618 131-032
2.618 130-112
4.250 129-040
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 132-240 132-241
PP 132-230 132-232
S1 132-220 132-222

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

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