ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 132-200 132-190 -0-010 0.0% 131-160
High 132-315 132-280 -0-035 -0.1% 131-315
Low 132-170 132-185 0-015 0.0% 131-050
Close 132-185 132-225 0-040 0.1% 131-290
Range 0-145 0-095 -0-050 -34.5% 0-265
ATR 0-167 0-162 -0-005 -3.1% 0-000
Volume 1,808,848 475,415 -1,333,433 -73.7% 5,606,570
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-195 133-145 132-277
R3 133-100 133-050 132-251
R2 133-005 133-005 132-242
R1 132-275 132-275 132-234 132-300
PP 132-230 132-230 132-230 132-242
S1 132-180 132-180 132-216 132-205
S2 132-135 132-135 132-208
S3 132-040 132-085 132-199
S4 131-265 131-310 132-173
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
5 132-315 131-200 1-115 1.0% 0-172 0.4% 79% False False 1,821,881
10 132-315 131-005 1-310 1.5% 0-162 0.4% 86% False False 1,570,105
20 132-315 130-230 2-085 1.7% 0-167 0.4% 88% False False 1,464,434
40 132-315 130-230 2-085 1.7% 0-160 0.4% 88% False False 1,309,797
60 134-010 130-230 3-100 2.5% 0-154 0.4% 60% False False 1,124,456
80 134-010 130-230 3-100 2.5% 0-148 0.3% 60% False False 892,638
100 134-010 130-230 3-100 2.5% 0-139 0.3% 60% False False 714,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 134-044
2.618 133-209
1.618 133-114
1.000 133-055
0.618 133-019
HIGH 132-280
0.618 132-244
0.500 132-232
0.382 132-221
LOW 132-185
0.618 132-126
1.000 132-090
1.618 132-031
2.618 131-256
4.250 131-101
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 132-232 132-235
PP 132-230 132-232
S1 132-228 132-228

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

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