ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 132-000 131-220 -0-100 -0.2% 131-175
High 132-000 132-005 0-005 0.0% 132-040
Low 131-195 131-145 -0-050 -0.1% 131-145
Close 131-230 131-290 0-060 0.1% 131-290
Range 0-125 0-180 0-055 44.0% 0-215
ATR 0-151 0-153 0-002 1.4% 0-000
Volume 1,291,330 1,117,422 -173,908 -13.5% 4,886,688
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-153 133-082 132-069
R3 132-293 132-222 132-020
R2 132-113 132-113 132-003
R1 132-042 132-042 131-306 132-078
PP 131-253 131-253 131-253 131-271
S1 131-182 131-182 131-274 131-218
S2 131-073 131-073 131-257
S3 130-213 131-002 131-240
S4 130-033 130-142 131-191
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-270 133-175 132-088
R3 133-055 132-280 132-029
R2 132-160 132-160 132-009
R1 132-065 132-065 131-310 132-112
PP 131-265 131-265 131-265 131-289
S1 131-170 131-170 131-270 131-218
S2 131-050 131-050 131-251
S3 130-155 130-275 131-231
S4 129-260 130-060 131-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-040 131-145 0-215 0.5% 0-130 0.3% 67% False True 977,337
10 133-025 131-040 1-305 1.5% 0-152 0.4% 40% False False 916,478
20 133-055 131-040 2-015 1.6% 0-149 0.4% 38% False False 845,100
40 134-010 131-040 2-290 2.2% 0-133 0.3% 27% False False 683,717
60 134-010 131-030 2-300 2.2% 0-135 0.3% 28% False False 456,840
80 134-010 131-030 2-300 2.2% 0-115 0.3% 28% False False 342,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-130
2.618 133-156
1.618 132-296
1.000 132-185
0.618 132-116
HIGH 132-005
0.618 131-256
0.500 131-235
0.382 131-214
LOW 131-145
0.618 131-034
1.000 130-285
1.618 130-174
2.618 129-314
4.250 129-020
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 131-272 131-278
PP 131-253 131-265
S1 131-235 131-252

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

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