ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 131-080 131-070 -0-010 0.0% 131-115
High 131-180 131-265 0-085 0.2% 131-265
Low 131-045 130-300 -0-065 -0.2% 130-300
Close 131-090 131-040 -0-050 -0.1% 131-040
Range 0-135 0-285 0-150 111.1% 0-285
ATR 0-158 0-167 0-009 5.8% 0-000
Volume 1,488,891 2,324,439 835,548 56.1% 8,654,232
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-310 133-140 131-197
R3 133-025 132-175 131-118
R2 132-060 132-060 131-092
R1 131-210 131-210 131-066 131-152
PP 131-095 131-095 131-095 131-066
S1 130-245 130-245 131-014 130-188
S2 130-130 130-130 130-308
S3 129-165 129-280 130-282
S4 128-200 128-315 130-203
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-310 133-140 131-197
R3 133-025 132-175 131-118
R2 132-060 132-060 131-092
R1 131-210 131-210 131-066 131-152
PP 131-095 131-095 131-095 131-066
S1 130-245 130-245 131-014 130-188
S2 130-130 130-130 130-308
S3 129-165 129-280 130-282
S4 128-200 128-315 130-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-265 130-300 0-285 0.7% 0-177 0.4% 21% True True 1,730,846
10 132-175 130-300 1-195 1.2% 0-176 0.4% 12% False True 1,459,246
20 132-175 130-300 1-195 1.2% 0-157 0.4% 12% False True 1,248,644
40 134-010 130-300 3-030 2.4% 0-152 0.4% 6% False True 1,010,475
60 134-010 130-300 3-030 2.4% 0-144 0.3% 6% False True 765,370
80 134-010 130-300 3-030 2.4% 0-138 0.3% 6% False True 574,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 135-196
2.618 134-051
1.618 133-086
1.000 132-230
0.618 132-121
HIGH 131-265
0.618 131-156
0.500 131-122
0.382 131-089
LOW 130-300
0.618 130-124
1.000 130-015
1.618 129-159
2.618 128-194
4.250 127-049
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 131-122 131-122
PP 131-095 131-095
S1 131-068 131-068

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

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