ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 131-000 131-195 0-195 0.5% 131-115
High 131-220 131-210 -0-010 0.0% 131-265
Low 130-230 131-040 0-130 0.3% 130-300
Close 131-160 131-070 -0-090 -0.2% 131-040
Range 0-310 0-170 -0-140 -45.2% 0-285
ATR 0-177 0-177 -0-001 -0.3% 0-000
Volume 1,696,401 1,204,324 -492,077 -29.0% 8,654,232
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-297 132-193 131-164
R3 132-127 132-023 131-117
R2 131-277 131-277 131-101
R1 131-173 131-173 131-086 131-140
PP 131-107 131-107 131-107 131-090
S1 131-003 131-003 131-054 130-290
S2 130-257 130-257 131-039
S3 130-087 130-153 131-023
S4 129-237 129-303 130-296
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
5 131-265 130-230 1-035 0.8% 0-212 0.5% 45% False False 1,737,609
10 132-175 130-230 1-265 1.4% 0-192 0.5% 27% False False 1,538,818
20 132-175 130-230 1-265 1.4% 0-169 0.4% 27% False False 1,282,201
40 133-310 130-230 3-080 2.5% 0-159 0.4% 15% False False 1,043,369
60 134-010 130-230 3-100 2.5% 0-144 0.3% 15% False False 813,545
80 134-010 130-230 3-100 2.5% 0-141 0.3% 15% False False 610,609
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-292
2.618 133-015
1.618 132-165
1.000 132-060
0.618 131-315
HIGH 131-210
0.618 131-145
0.500 131-125
0.382 131-105
LOW 131-040
0.618 130-255
1.000 130-190
1.618 130-085
2.618 129-235
4.250 128-278
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 131-125 131-088
PP 131-107 131-082
S1 131-088 131-076

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

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