ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 133-010 132-260 -0-070 -0.2% 131-275
High 133-045 132-280 -0-085 -0.2% 133-015
Low 132-245 132-175 -0-070 -0.2% 131-205
Close 132-250 132-220 -0-030 -0.1% 132-295
Range 0-120 0-105 -0-015 -12.5% 1-130
ATR 0-155 0-152 -0-004 -2.3% 0-000
Volume 80,408 61,917 -18,491 -23.0% 7,770,997
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-220 133-165 132-278
R3 133-115 133-060 132-249
R2 133-010 133-010 132-239
R1 132-275 132-275 132-230 132-250
PP 132-225 132-225 132-225 132-212
S1 132-170 132-170 132-210 132-145
S2 132-120 132-120 132-201
S3 132-015 132-065 132-191
S4 131-230 131-280 132-162
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
5 133-045 132-170 0-195 0.5% 0-113 0.3% 26% False False 525,633
10 133-045 131-050 1-315 1.5% 0-149 0.4% 77% False False 1,248,335
20 133-045 131-005 2-040 1.6% 0-147 0.3% 79% False False 1,206,143
40 133-045 130-230 2-135 1.8% 0-156 0.4% 81% False False 1,231,075
60 134-010 130-230 3-100 2.5% 0-154 0.4% 59% False False 1,089,249
80 134-010 130-230 3-100 2.5% 0-147 0.3% 59% False False 896,701
100 134-010 130-230 3-100 2.5% 0-142 0.3% 59% False False 717,672
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-086
2.618 133-235
1.618 133-130
1.000 133-065
0.618 133-025
HIGH 132-280
0.618 132-240
0.500 132-228
0.382 132-215
LOW 132-175
0.618 132-110
1.000 132-070
1.618 132-005
2.618 131-220
4.250 131-049
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 132-228 132-270
PP 132-225 132-253
S1 132-222 132-237

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

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