ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 132-030 132-065 0-035 0.1% 131-175
High 132-130 132-150 0-020 0.0% 132-040
Low 132-010 132-055 0-045 0.1% 131-145
Close 132-085 132-095 0-010 0.0% 131-290
Range 0-120 0-095 -0-025 -20.8% 0-215
ATR 0-149 0-145 -0-004 -2.6% 0-000
Volume 1,064,919 798,163 -266,756 -25.0% 4,886,688
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-065 133-015 132-147
R3 132-290 132-240 132-121
R2 132-195 132-195 132-112
R1 132-145 132-145 132-104 132-170
PP 132-100 132-100 132-100 132-112
S1 132-050 132-050 132-086 132-075
S2 132-005 132-005 132-078
S3 131-230 131-275 132-069
S4 131-135 131-180 132-043
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
5 132-150 131-145 1-005 0.8% 0-128 0.3% 83% True False 1,011,829
10 132-150 131-040 1-110 1.0% 0-139 0.3% 87% True False 1,027,847
20 133-025 131-040 1-305 1.5% 0-144 0.3% 60% False False 827,970
40 134-010 131-040 2-290 2.2% 0-133 0.3% 40% False False 748,917
60 134-010 131-030 2-300 2.2% 0-134 0.3% 41% False False 501,000
80 134-010 131-030 2-300 2.2% 0-118 0.3% 41% False False 375,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-234
2.618 133-079
1.618 132-304
1.000 132-245
0.618 132-209
HIGH 132-150
0.618 132-114
0.500 132-102
0.382 132-091
LOW 132-055
0.618 131-316
1.000 131-280
1.618 131-221
2.618 131-126
4.250 130-291
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 132-102 132-081
PP 132-100 132-067
S1 132-098 132-052

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

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