ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 131-265 132-040 0-095 0.2% 131-290
High 132-075 132-110 0-035 0.1% 132-155
Low 131-220 131-280 0-060 0.1% 131-220
Close 132-045 132-085 0-040 0.1% 132-045
Range 0-175 0-150 -0-025 -14.3% 0-255
ATR 0-153 0-153 0-000 -0.1% 0-000
Volume 968,424 1,136,588 168,164 17.4% 4,913,025
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-182 133-123 132-168
R3 133-032 132-293 132-126
R2 132-202 132-202 132-112
R1 132-143 132-143 132-099 132-172
PP 132-052 132-052 132-052 132-066
S1 131-313 131-313 132-071 132-022
S2 131-222 131-222 132-058
S3 131-072 131-163 132-044
S4 130-242 131-013 132-002
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-158 134-037 132-185
R3 133-223 133-102 132-115
R2 132-288 132-288 132-092
R1 132-167 132-167 132-068 132-228
PP 132-033 132-033 132-033 132-064
S1 131-232 131-232 132-022 131-292
S2 131-098 131-098 131-318
S3 130-163 130-297 131-295
S4 129-228 130-042 131-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-155 131-220 0-255 0.6% 0-155 0.4% 73% False False 1,052,460
10 132-155 131-145 1-010 0.8% 0-146 0.3% 79% False False 1,025,585
20 133-025 131-040 1-305 1.5% 0-150 0.4% 58% False False 833,623
40 134-010 131-040 2-290 2.2% 0-138 0.3% 39% False False 831,364
60 134-010 131-030 2-300 2.2% 0-138 0.3% 40% False False 557,625
80 134-010 131-030 2-300 2.2% 0-124 0.3% 40% False False 418,261
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-108
2.618 133-183
1.618 133-033
1.000 132-260
0.618 132-203
HIGH 132-110
0.618 132-053
0.500 132-035
0.382 132-017
LOW 131-280
0.618 131-187
1.000 131-130
1.618 131-037
2.618 130-207
4.250 129-282
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 132-068 132-066
PP 132-052 132-047
S1 132-035 132-028

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

View Archives - Comment on this page... - Back to Index of Symbols