ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 131-100 131-200 0-100 0.2% 131-115
High 131-210 131-295 0-085 0.2% 131-265
Low 131-075 131-120 0-045 0.1% 130-300
Close 131-195 131-240 0-045 0.1% 131-040
Range 0-135 0-175 0-040 29.6% 0-285
ATR 0-174 0-174 0-000 0.0% 0-000
Volume 1,326,799 1,497,021 170,222 12.8% 8,654,232
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-103 133-027 132-016
R3 132-248 132-172 131-288
R2 132-073 132-073 131-272
R1 131-317 131-317 131-256 132-035
PP 131-218 131-218 131-218 131-238
S1 131-142 131-142 131-224 131-180
S2 131-043 131-043 131-208
S3 130-188 130-287 131-192
S4 130-013 130-112 131-144
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
5 131-295 130-230 1-065 0.9% 0-215 0.5% 86% True False 1,609,796
10 132-060 130-230 1-150 1.1% 0-194 0.5% 70% False False 1,604,363
20 132-175 130-230 1-265 1.4% 0-171 0.4% 56% False False 1,333,518
40 133-220 130-230 2-310 2.3% 0-160 0.4% 35% False False 1,074,338
60 134-010 130-230 3-100 2.5% 0-144 0.3% 31% False False 860,373
80 134-010 130-230 3-100 2.5% 0-142 0.3% 31% False False 645,904
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-079
2.618 133-113
1.618 132-258
1.000 132-150
0.618 132-083
HIGH 131-295
0.618 131-228
0.500 131-208
0.382 131-187
LOW 131-120
0.618 131-012
1.000 130-265
1.618 130-157
2.618 129-302
4.250 129-016
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 131-229 131-216
PP 131-218 131-192
S1 131-208 131-168

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

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