ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 131-275 132-225 0-270 0.6% 131-160
High 132-245 132-305 0-060 0.1% 131-315
Low 131-205 132-155 0-270 0.6% 131-050
Close 132-160 132-215 0-055 0.1% 131-290
Range 1-040 0-150 -0-210 -58.3% 0-265
ATR 0-170 0-169 -0-001 -0.8% 0-000
Volume 2,578,982 2,706,174 127,192 4.9% 5,606,570
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-035 133-275 132-298
R3 133-205 133-125 132-256
R2 133-055 133-055 132-242
R1 132-295 132-295 132-229 132-260
PP 132-225 132-225 132-225 132-208
S1 132-145 132-145 132-201 132-110
S2 132-075 132-075 132-188
S3 131-245 131-315 132-174
S4 131-095 131-165 132-132
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-053 133-277 132-116
R3 133-108 133-012 132-043
R2 132-163 132-163 132-019
R1 132-067 132-067 131-314 132-115
PP 131-218 131-218 131-218 131-242
S1 131-122 131-122 131-266 131-170
S2 130-273 130-273 131-241
S3 130-008 130-177 131-217
S4 129-063 129-232 131-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-305 131-050 1-255 1.4% 0-185 0.4% 84% True False 1,971,038
10 132-305 131-005 1-300 1.5% 0-165 0.4% 85% True False 1,562,053
20 132-305 130-230 2-075 1.7% 0-169 0.4% 87% True False 1,516,116
40 133-025 130-230 2-115 1.8% 0-164 0.4% 83% False False 1,272,323
60 134-010 130-230 3-100 2.5% 0-153 0.4% 59% False False 1,112,427
80 134-010 130-230 3-100 2.5% 0-148 0.3% 59% False False 864,129
100 134-010 130-230 3-100 2.5% 0-138 0.3% 59% False False 691,391
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-302
2.618 134-058
1.618 133-228
1.000 133-135
0.618 133-078
HIGH 132-305
0.618 132-248
0.500 132-230
0.382 132-212
LOW 132-155
0.618 132-062
1.000 132-005
1.618 131-232
2.618 131-082
4.250 130-158
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 132-230 132-174
PP 132-225 132-133
S1 132-220 132-092

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

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