ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 131-175 131-200 0-025 0.1% 132-305
High 131-245 131-290 0-045 0.1% 133-020
Low 131-160 131-175 0-015 0.0% 131-040
Close 131-185 131-275 0-090 0.2% 131-165
Range 0-085 0-115 0-030 35.3% 1-300
ATR 0-155 0-152 -0-003 -1.9% 0-000
Volume 680,445 829,629 149,184 21.9% 3,820,296
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-272 132-228 132-018
R3 132-157 132-113 131-307
R2 132-042 132-042 131-296
R1 131-318 131-318 131-286 132-020
PP 131-247 131-247 131-247 131-258
S1 131-203 131-203 131-264 131-225
S2 131-132 131-132 131-254
S3 131-017 131-088 131-243
S4 130-222 130-293 131-212
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
5 132-080 131-040 1-040 0.9% 0-143 0.3% 65% False False 1,000,570
10 133-025 131-040 1-305 1.5% 0-148 0.4% 38% False False 653,931
20 133-265 131-040 2-225 2.1% 0-147 0.3% 27% False False 792,831
40 134-010 131-040 2-290 2.2% 0-130 0.3% 25% False False 599,778
60 134-010 131-030 2-300 2.2% 0-131 0.3% 26% False False 400,569
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-139
2.618 132-271
1.618 132-156
1.000 132-085
0.618 132-041
HIGH 131-290
0.618 131-246
0.500 131-232
0.382 131-219
LOW 131-175
0.618 131-104
1.000 131-060
1.618 130-309
2.618 130-194
4.250 130-006
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 131-261 131-238
PP 131-247 131-202
S1 131-232 131-165

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

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