ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 132-065 132-100 0-035 0.1% 131-175
High 132-150 132-155 0-005 0.0% 132-040
Low 132-055 131-240 -0-135 -0.3% 131-145
Close 132-095 131-280 -0-135 -0.3% 131-290
Range 0-095 0-235 0-140 147.4% 0-215
ATR 0-145 0-151 0-006 4.4% 0-000
Volume 798,163 1,294,206 496,043 62.1% 4,886,688
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-077 133-253 132-089
R3 133-162 133-018 132-025
R2 132-247 132-247 132-003
R1 132-103 132-103 131-302 132-058
PP 132-012 132-012 132-012 131-309
S1 131-188 131-188 131-258 131-142
S2 131-097 131-097 131-237
S3 130-182 130-273 131-215
S4 129-267 130-038 131-151
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
5 132-155 131-145 1-010 0.8% 0-150 0.4% 41% True False 1,012,404
10 132-155 131-040 1-115 1.0% 0-138 0.3% 55% True False 1,038,042
20 133-025 131-040 1-305 1.5% 0-146 0.3% 38% False False 832,823
40 134-010 131-040 2-290 2.2% 0-137 0.3% 26% False False 780,851
60 134-010 131-030 2-300 2.2% 0-136 0.3% 27% False False 522,548
80 134-010 131-030 2-300 2.2% 0-121 0.3% 27% False False 391,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 135-194
2.618 134-130
1.618 133-215
1.000 133-070
0.618 132-300
HIGH 132-155
0.618 132-065
0.500 132-038
0.382 132-010
LOW 131-240
0.618 131-095
1.000 131-005
1.618 130-180
2.618 129-265
4.250 128-201
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 132-038 132-038
PP 132-012 132-012
S1 131-306 131-306

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

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