ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 132-245 133-010 0-085 0.2% 131-275
High 133-015 133-045 0-030 0.1% 133-015
Low 132-235 132-245 0-010 0.0% 131-205
Close 132-295 132-250 -0-045 -0.1% 132-295
Range 0-100 0-120 0-020 20.0% 1-130
ATR 0-158 0-155 -0-003 -1.7% 0-000
Volume 201,578 80,408 -121,170 -60.1% 7,770,997
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 134-007 133-248 132-316
R3 133-207 133-128 132-283
R2 133-087 133-087 132-272
R1 133-008 133-008 132-261 132-308
PP 132-287 132-287 132-287 132-276
S1 132-208 132-208 132-239 132-188
S2 132-167 132-167 132-228
S3 132-047 132-088 132-217
S4 131-247 131-288 132-184
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 136-242 136-078 133-222
R3 135-112 134-268 133-099
R2 133-302 133-302 133-058
R1 133-138 133-138 133-016 133-220
PP 132-172 132-172 132-172 132-212
S1 132-008 132-008 132-254 132-090
S2 131-042 131-042 132-212
S3 129-232 130-198 132-171
S4 128-102 129-068 132-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-045 132-155 0-210 0.5% 0-122 0.3% 45% True False 1,054,484
10 133-045 131-050 1-315 1.5% 0-150 0.4% 82% True False 1,345,797
20 133-045 130-230 2-135 1.8% 0-157 0.4% 85% True False 1,287,867
40 133-045 130-230 2-135 1.8% 0-157 0.4% 85% True False 1,268,256
60 134-010 130-230 3-100 2.5% 0-154 0.4% 62% False False 1,102,939
80 134-010 130-230 3-100 2.5% 0-147 0.3% 62% False False 895,994
100 134-010 130-230 3-100 2.5% 0-142 0.3% 62% False False 717,053
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-235
2.618 134-039
1.618 133-239
1.000 133-165
0.618 133-119
HIGH 133-045
0.618 132-319
0.500 132-305
0.382 132-291
LOW 132-245
0.618 132-171
1.000 132-125
1.618 132-051
2.618 131-251
4.250 131-055
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 132-305 132-275
PP 132-287 132-267
S1 132-268 132-258

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

View Archives - Comment on this page... - Back to Index of Symbols