ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 132-055 131-115 -0-260 -0.6% 132-040
High 132-060 131-165 -0-215 -0.5% 132-175
Low 131-110 130-300 -0-130 -0.3% 131-110
Close 131-130 131-070 -0-060 -0.1% 131-130
Range 0-270 0-185 -0-085 -31.5% 1-065
ATR 0-161 0-163 0-002 1.1% 0-000
Volume 1,664,859 1,522,995 -141,864 -8.5% 4,969,813
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-307 132-213 131-172
R3 132-122 132-028 131-121
R2 131-257 131-257 131-104
R1 131-163 131-163 131-087 131-118
PP 131-072 131-072 131-072 131-049
S1 130-298 130-298 131-053 130-252
S2 130-207 130-207 131-036
S3 130-022 130-113 131-019
S4 129-157 129-248 130-288
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 135-120 134-190 132-022
R3 134-055 133-125 131-236
R2 132-310 132-310 131-201
R1 132-060 132-060 131-165 131-312
PP 131-245 131-245 131-245 131-211
S1 130-315 130-315 131-095 130-248
S2 130-180 130-180 131-059
S3 129-115 129-250 131-024
S4 128-050 128-185 130-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-175 130-300 1-195 1.2% 0-177 0.4% 17% False True 1,298,561
10 132-175 130-300 1-195 1.2% 0-163 0.4% 17% False True 1,140,583
20 133-025 130-300 2-045 1.6% 0-158 0.4% 13% False True 1,028,530
40 134-010 130-300 3-030 2.4% 0-145 0.3% 9% False True 910,582
60 134-010 130-300 3-030 2.4% 0-141 0.3% 9% False True 646,800
80 134-010 130-300 3-030 2.4% 0-130 0.3% 9% False True 485,210
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-311
2.618 133-009
1.618 132-144
1.000 132-030
0.618 131-279
HIGH 131-165
0.618 131-094
0.500 131-072
0.382 131-051
LOW 130-300
0.618 130-186
1.000 130-115
1.618 130-001
2.618 129-136
4.250 128-154
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 131-072 131-238
PP 131-072 131-182
S1 131-071 131-126

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

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