ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 132-040 131-155 -0-205 -0.5% 132-305
High 132-080 131-205 -0-195 -0.5% 133-020
Low 131-160 131-040 -0-120 -0.3% 131-040
Close 131-200 131-165 -0-035 -0.1% 131-165
Range 0-240 0-165 -0-075 -31.3% 1-300
ATR 0-160 0-161 0-000 0.2% 0-000
Volume 1,192,256 1,549,140 356,884 29.9% 3,820,296
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-312 132-243 131-256
R3 132-147 132-078 131-210
R2 131-302 131-302 131-195
R1 131-233 131-233 131-180 131-268
PP 131-137 131-137 131-137 131-154
S1 131-068 131-068 131-150 131-102
S2 130-292 130-292 131-135
S3 130-127 130-223 131-120
S4 129-282 130-058 131-074
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 137-228 136-177 132-186
R3 135-248 134-197 132-016
R2 133-268 133-268 131-279
R1 132-217 132-217 131-222 132-092
PP 131-288 131-288 131-288 131-226
S1 130-237 130-237 131-108 130-112
S2 129-308 129-308 131-051
S3 128-008 128-257 130-314
S4 126-028 126-277 130-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-025 131-040 1-305 1.5% 0-175 0.4% 20% False True 855,618
10 133-025 131-040 1-305 1.5% 0-155 0.4% 20% False True 669,347
20 134-010 131-040 2-290 2.2% 0-149 0.4% 13% False True 805,596
40 134-010 131-040 2-290 2.2% 0-137 0.3% 13% False True 562,326
60 134-010 131-030 2-300 2.2% 0-133 0.3% 14% False False 375,404
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-266
2.618 132-317
1.618 132-152
1.000 132-050
0.618 131-307
HIGH 131-205
0.618 131-142
0.500 131-122
0.382 131-103
LOW 131-040
0.618 130-258
1.000 130-195
1.618 130-093
2.618 129-248
4.250 128-299
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 131-151 131-220
PP 131-137 131-202
S1 131-122 131-183

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

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