ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 131-095 131-040 -0-055 -0.1% 132-040
High 131-155 131-140 -0-015 0.0% 132-175
Low 131-035 130-300 -0-055 -0.1% 131-110
Close 131-070 131-060 -0-010 0.0% 131-130
Range 0-120 0-160 0-040 33.3% 1-065
ATR 0-160 0-160 0-000 0.0% 0-000
Volume 1,343,915 1,973,992 630,077 46.9% 4,969,813
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-220 132-140 131-148
R3 132-060 131-300 131-104
R2 131-220 131-220 131-089
R1 131-140 131-140 131-075 131-180
PP 131-060 131-060 131-060 131-080
S1 130-300 130-300 131-045 131-020
S2 130-220 130-220 131-031
S3 130-060 130-140 131-016
S4 129-220 129-300 130-292
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% 0-183 0.4% 16% False True 1,585,570
10 132-175 130-300 1-195 1.2% 0-167 0.4% 16% False True 1,287,150
20 132-175 130-300 1-195 1.2% 0-154 0.4% 16% False True 1,155,160
40 134-010 130-300 3-030 2.4% 0-147 0.4% 8% False True 954,467
60 134-010 130-300 3-030 2.4% 0-142 0.3% 8% False True 702,039
80 134-010 130-300 3-030 2.4% 0-132 0.3% 8% False True 526,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-180
2.618 132-239
1.618 132-079
1.000 131-300
0.618 131-239
HIGH 131-140
0.618 131-079
0.500 131-060
0.382 131-041
LOW 130-300
0.618 130-201
1.000 130-140
1.618 130-041
2.618 129-201
4.250 128-260
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 131-060 131-072
PP 131-060 131-068
S1 131-060 131-064

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

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