ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 131-200 131-260 0-060 0.1% 132-305
High 131-290 132-040 0-070 0.2% 133-020
Low 131-175 131-215 0-040 0.1% 131-040
Close 131-275 132-020 0-065 0.2% 131-165
Range 0-115 0-145 0-030 26.1% 1-300
ATR 0-152 0-152 -0-001 -0.3% 0-000
Volume 829,629 967,862 138,233 16.7% 3,820,296
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-100 133-045 132-100
R3 132-275 132-220 132-060
R2 132-130 132-130 132-047
R1 132-075 132-075 132-033 132-102
PP 131-305 131-305 131-305 131-319
S1 131-250 131-250 132-007 131-278
S2 131-160 131-160 131-313
S3 131-015 131-105 131-300
S4 130-190 130-280 131-260
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% 0-150 0.4% 83% False False 1,043,866
10 133-025 131-040 1-305 1.5% 0-156 0.4% 48% False False 743,264
20 133-220 131-040 2-180 1.9% 0-150 0.4% 37% False False 815,157
40 134-010 131-040 2-290 2.2% 0-130 0.3% 32% False False 623,800
60 134-010 131-030 2-300 2.2% 0-132 0.3% 33% False False 416,699
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 0-034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-016
2.618 133-100
1.618 132-275
1.000 132-185
0.618 132-130
HIGH 132-040
0.618 131-305
0.500 131-288
0.382 131-270
LOW 131-215
0.618 131-125
1.000 131-070
1.618 130-300
2.618 130-155
4.250 129-239
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 132-002 131-313
PP 131-305 131-287
S1 131-288 131-260

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

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