ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 131-260 132-000 0-060 0.1% 132-305
High 132-040 132-000 -0-040 -0.1% 133-020
Low 131-215 131-195 -0-020 0.0% 131-040
Close 132-020 131-230 -0-110 -0.3% 131-165
Range 0-145 0-125 -0-020 -13.8% 1-300
ATR 0-152 0-151 0-000 -0.3% 0-000
Volume 967,862 1,291,330 323,468 33.4% 3,820,296
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-303 132-232 131-299
R3 132-178 132-107 131-264
R2 132-053 132-053 131-253
R1 131-302 131-302 131-241 131-275
PP 131-248 131-248 131-248 131-235
S1 131-177 131-177 131-219 131-150
S2 131-123 131-123 131-207
S3 130-318 131-052 131-196
S4 130-193 130-247 131-161
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
5 132-040 131-040 1-000 0.8% 0-127 0.3% 59% False False 1,063,681
10 133-025 131-040 1-305 1.5% 0-157 0.4% 30% False False 861,213
20 133-175 131-040 2-135 1.8% 0-150 0.4% 25% False False 849,609
40 134-010 131-040 2-290 2.2% 0-132 0.3% 20% False False 655,798
60 134-010 131-030 2-300 2.2% 0-133 0.3% 21% False False 438,216
80 134-010 131-030 2-300 2.2% 0-113 0.3% 21% False False 328,674
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-211
2.618 133-007
1.618 132-202
1.000 132-125
0.618 132-077
HIGH 132-000
0.618 131-272
0.500 131-258
0.382 131-243
LOW 131-195
0.618 131-118
1.000 131-070
1.618 130-313
2.618 130-188
4.250 129-304
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 131-258 131-268
PP 131-248 131-255
S1 131-239 131-242

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

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