ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 132-065 132-120 0-055 0.1% 131-290
High 132-150 132-175 0-025 0.1% 132-155
Low 132-050 131-315 -0-055 -0.1% 131-220
Close 132-095 132-075 -0-020 0.0% 132-045
Range 0-100 0-180 0-080 80.0% 0-255
ATR 0-149 0-151 0-002 1.5% 0-000
Volume 746,276 1,422,090 675,814 90.6% 4,913,025
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-302 133-208 132-174
R3 133-122 133-028 132-124
R2 132-262 132-262 132-108
R1 132-168 132-168 132-092 132-125
PP 132-082 132-082 132-082 132-060
S1 131-308 131-308 132-058 131-265
S2 131-222 131-222 132-042
S3 131-042 131-128 132-026
S4 130-182 130-268 131-296
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
5 132-175 131-220 0-275 0.6% 0-168 0.4% 64% True False 1,113,516
10 132-175 131-145 1-030 0.8% 0-148 0.3% 71% True False 1,062,673
20 133-025 131-040 1-305 1.5% 0-152 0.4% 57% False False 902,968
40 134-010 131-040 2-290 2.2% 0-140 0.3% 38% False False 872,395
60 134-010 131-040 2-290 2.2% 0-137 0.3% 38% False False 593,704
80 134-010 131-030 2-300 2.2% 0-126 0.3% 39% False False 445,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-300
2.618 134-006
1.618 133-146
1.000 133-035
0.618 132-286
HIGH 132-175
0.618 132-106
0.500 132-085
0.382 132-064
LOW 131-315
0.618 131-204
1.000 131-135
1.618 131-024
2.618 130-164
4.250 129-190
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 132-085 132-072
PP 132-082 132-070
S1 132-078 132-068

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

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