ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 131-290 132-030 0-060 0.1% 131-175
High 132-075 132-130 0-055 0.1% 132-040
Low 131-275 132-010 0-055 0.1% 131-145
Close 132-010 132-085 0-075 0.2% 131-290
Range 0-120 0-120 0-000 0.0% 0-215
ATR 0-151 0-149 -0-002 -1.5% 0-000
Volume 787,313 1,064,919 277,606 35.3% 4,886,688
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-115 133-060 132-151
R3 132-315 132-260 132-118
R2 132-195 132-195 132-107
R1 132-140 132-140 132-096 132-168
PP 132-075 132-075 132-075 132-089
S1 132-020 132-020 132-074 132-048
S2 131-275 131-275 132-063
S3 131-155 131-220 132-052
S4 131-035 131-100 132-019
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
5 132-130 131-145 0-305 0.7% 0-138 0.3% 85% True False 1,045,769
10 132-130 131-040 1-090 1.0% 0-140 0.3% 89% True False 1,023,169
20 133-025 131-040 1-305 1.5% 0-147 0.3% 58% False False 829,311
40 134-010 131-040 2-290 2.2% 0-134 0.3% 39% False False 729,503
60 134-010 131-030 2-300 2.2% 0-135 0.3% 40% False False 487,703
80 134-010 131-030 2-300 2.2% 0-118 0.3% 40% False False 365,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-030
Fibonacci Retracements and Extensions
4.250 134-000
2.618 133-124
1.618 133-004
1.000 132-250
0.618 132-204
HIGH 132-130
0.618 132-084
0.500 132-070
0.382 132-056
LOW 132-010
0.618 131-256
1.000 131-210
1.618 131-136
2.618 131-016
4.250 130-140
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 132-080 132-049
PP 132-075 132-013
S1 132-070 131-298

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

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