ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 131-040 131-080 0-040 0.1% 132-040
High 131-140 131-180 0-040 0.1% 132-175
Low 130-300 131-045 0-065 0.2% 131-110
Close 131-060 131-090 0-030 0.1% 131-130
Range 0-160 0-135 -0-025 -15.6% 1-065
ATR 0-160 0-158 -0-002 -1.1% 0-000
Volume 1,973,992 1,488,891 -485,101 -24.6% 4,969,813
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 132-190 132-115 131-164
R3 132-055 131-300 131-127
R2 131-240 131-240 131-115
R1 131-165 131-165 131-102 131-202
PP 131-105 131-105 131-105 131-124
S1 131-030 131-030 131-078 131-068
S2 130-290 130-290 131-065
S3 130-155 130-215 131-053
S4 130-020 130-080 131-016
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
5 132-060 130-300 1-080 1.0% 0-174 0.4% 28% False False 1,598,930
10 132-175 130-300 1-195 1.2% 0-171 0.4% 21% False False 1,356,223
20 132-175 130-300 1-195 1.2% 0-155 0.4% 21% False False 1,192,035
40 134-010 130-300 3-030 2.4% 0-148 0.4% 11% False False 971,416
60 134-010 130-300 3-030 2.4% 0-141 0.3% 11% False False 726,713
80 134-010 130-300 3-030 2.4% 0-134 0.3% 11% False False 545,295
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 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-114
2.618 132-213
1.618 132-078
1.000 131-315
0.618 131-263
HIGH 131-180
0.618 131-128
0.500 131-112
0.382 131-097
LOW 131-045
0.618 130-282
1.000 130-230
1.618 130-147
2.618 130-012
4.250 129-111
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 131-112 131-087
PP 131-105 131-083
S1 131-098 131-080

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

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