ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 132-215 132-135 -0-080 -0.2% 131-275
High 132-220 132-160 -0-060 -0.1% 133-015
Low 132-100 131-290 -0-130 -0.3% 131-205
Close 132-125 131-300 -0-145 -0.3% 132-295
Range 0-120 0-190 0-070 58.3% 1-130
ATR 0-150 0-152 0-003 1.9% 0-000
Volume 60,634 87,376 26,742 44.1% 7,770,997
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-287 133-163 132-084
R3 133-097 132-293 132-032
R2 132-227 132-227 132-015
R1 132-103 132-103 131-317 132-070
PP 132-037 132-037 132-037 132-020
S1 131-233 131-233 131-283 131-200
S2 131-167 131-167 131-265
S3 130-297 131-043 131-248
S4 130-107 130-173 131-196
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
5 133-045 131-290 1-075 0.9% 0-127 0.3% 3% False True 98,382
10 133-045 131-200 1-165 1.1% 0-150 0.4% 21% False False 960,132
20 133-045 131-005 2-040 1.6% 0-147 0.3% 43% False False 1,086,987
40 133-045 130-230 2-135 1.8% 0-158 0.4% 50% False False 1,197,023
60 133-265 130-230 3-035 2.4% 0-155 0.4% 39% False False 1,062,292
80 134-010 130-230 3-100 2.5% 0-144 0.3% 37% False False 898,401
100 134-010 130-230 3-100 2.5% 0-142 0.3% 37% False False 719,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-008
2.618 134-017
1.618 133-147
1.000 133-030
0.618 132-277
HIGH 132-160
0.618 132-087
0.500 132-065
0.382 132-043
LOW 131-290
0.618 131-173
1.000 131-100
1.618 130-303
2.618 130-113
4.250 129-122
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 132-065 132-125
PP 132-037 132-077
S1 132-008 132-028

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

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