ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 132-040 132-065 0-025 0.1% 131-290
High 132-110 132-150 0-040 0.1% 132-155
Low 131-280 132-050 0-090 0.2% 131-220
Close 132-085 132-095 0-010 0.0% 132-045
Range 0-150 0-100 -0-050 -33.3% 0-255
ATR 0-153 0-149 -0-004 -2.5% 0-000
Volume 1,136,588 746,276 -390,312 -34.3% 4,913,025
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-078 133-027 132-150
R3 132-298 132-247 132-122
R2 132-198 132-198 132-113
R1 132-147 132-147 132-104 132-172
PP 132-098 132-098 132-098 132-111
S1 132-047 132-047 132-086 132-072
S2 131-318 131-318 132-077
S3 131-218 131-267 132-068
S4 131-118 131-167 132-040
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% 0-151 0.4% 76% False False 988,731
10 132-155 131-145 1-010 0.8% 0-144 0.3% 82% False False 1,017,250
20 133-025 131-040 1-305 1.5% 0-146 0.3% 60% False False 835,590
40 134-010 131-040 2-290 2.2% 0-139 0.3% 40% False False 848,242
60 134-010 131-040 2-290 2.2% 0-138 0.3% 40% False False 570,046
80 134-010 131-030 2-300 2.2% 0-125 0.3% 41% False False 427,587
Crabel Price Patterns
NR True
NR4 True
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-255
2.618 133-092
1.618 132-312
1.000 132-250
0.618 132-212
HIGH 132-150
0.618 132-112
0.500 132-100
0.382 132-088
LOW 132-050
0.618 131-308
1.000 131-270
1.618 131-208
2.618 131-108
4.250 130-265
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 132-100 132-072
PP 132-098 132-048
S1 132-097 132-025

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

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