ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 131-155 131-175 0-020 0.0% 132-305
High 131-205 131-245 0-040 0.1% 133-020
Low 131-040 131-160 0-120 0.3% 131-040
Close 131-165 131-185 0-020 0.0% 131-165
Range 0-165 0-085 -0-080 -48.5% 1-300
ATR 0-161 0-155 -0-005 -3.4% 0-000
Volume 1,549,140 680,445 -868,695 -56.1% 3,820,296
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-132 132-083 131-232
R3 132-047 131-318 131-208
R2 131-282 131-282 131-201
R1 131-233 131-233 131-193 131-258
PP 131-197 131-197 131-197 131-209
S1 131-148 131-148 131-177 131-172
S2 131-112 131-112 131-169
S3 131-027 131-063 131-162
S4 130-262 130-298 131-138
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
5 133-020 131-040 1-300 1.5% 0-168 0.4% 23% False False 900,148
10 133-025 131-040 1-305 1.5% 0-155 0.4% 23% False False 641,661
20 133-310 131-040 2-270 2.2% 0-149 0.4% 16% False False 804,537
40 134-010 131-040 2-290 2.2% 0-132 0.3% 16% False False 579,217
60 134-010 131-030 2-300 2.2% 0-132 0.3% 16% False False 386,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 132-286
2.618 132-148
1.618 132-063
1.000 132-010
0.618 131-298
HIGH 131-245
0.618 131-213
0.500 131-202
0.382 131-192
LOW 131-160
0.618 131-107
1.000 131-075
1.618 131-022
2.618 130-257
4.250 130-119
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 131-202 131-220
PP 131-197 131-208
S1 131-191 131-197

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

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