ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 131-105 131-175 0-070 0.2% 131-225
High 131-185 131-315 0-130 0.3% 131-250
Low 131-050 131-145 0-095 0.2% 131-005
Close 131-150 131-255 0-105 0.2% 131-170
Range 0-135 0-170 0-035 25.9% 0-245
ATR 0-158 0-159 0-001 0.5% 0-000
Volume 1,462,435 1,567,610 105,175 7.2% 5,446,369
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-108 133-032 132-028
R3 132-258 132-182 131-302
R2 132-088 132-088 131-286
R1 132-012 132-012 131-271 132-050
PP 131-238 131-238 131-238 131-258
S1 131-162 131-162 131-239 131-200
S2 131-068 131-068 131-224
S3 130-218 130-312 131-208
S4 130-048 130-142 131-162
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-237 133-128 131-305
R3 132-312 132-203 131-237
R2 132-067 132-067 131-215
R1 131-278 131-278 131-192 131-210
PP 131-142 131-142 131-142 131-108
S1 131-033 131-033 131-148 130-285
S2 130-217 130-217 131-125
S3 129-292 130-108 131-103
S4 129-047 129-183 131-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-315 131-005 0-310 0.7% 0-152 0.4% 81% True False 1,318,329
10 131-315 131-005 0-310 0.7% 0-145 0.3% 81% True False 1,213,842
20 132-175 130-230 1-265 1.4% 0-170 0.4% 59% False False 1,405,356
40 133-025 130-230 2-115 1.8% 0-158 0.4% 46% False False 1,120,473
60 134-010 130-230 3-100 2.5% 0-149 0.4% 33% False False 1,033,947
80 134-010 130-230 3-100 2.5% 0-146 0.3% 33% False False 778,874
100 134-010 130-230 3-100 2.5% 0-134 0.3% 33% False False 623,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-078
2.618 133-120
1.618 132-270
1.000 132-165
0.618 132-100
HIGH 131-315
0.618 131-250
0.500 131-230
0.382 131-210
LOW 131-145
0.618 131-040
1.000 130-295
1.618 130-190
2.618 130-020
4.250 129-062
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 131-247 131-231
PP 131-238 131-207
S1 131-230 131-182

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

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