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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 2 trading days
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

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

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