ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 132-135 131-295 -0-160 -0.4% 133-010
High 132-160 131-305 -0-175 -0.4% 133-045
Low 131-290 131-080 -0-210 -0.5% 131-080
Close 131-300 131-150 -0-150 -0.4% 131-150
Range 0-190 0-225 0-035 18.4% 1-285
ATR 0-152 0-158 0-005 3.4% 0-000
Volume 87,376 45,062 -42,314 -48.4% 335,397
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-213 133-087 131-274
R3 132-308 132-182 131-212
R2 132-083 132-083 131-191
R1 131-277 131-277 131-171 131-228
PP 131-178 131-178 131-178 131-154
S1 131-052 131-052 131-129 131-002
S2 130-273 130-273 131-109
S3 130-048 130-147 131-088
S4 129-143 129-242 131-026
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 137-200 136-140 132-163
R3 135-235 134-175 131-316
R2 133-270 133-270 131-261
R1 132-210 132-210 131-205 132-098
PP 131-305 131-305 131-305 131-249
S1 130-245 130-245 131-095 130-132
S2 130-020 130-020 131-039
S3 128-055 128-280 130-304
S4 126-090 126-315 130-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-045 131-080 1-285 1.4% 0-152 0.4% 12% False True 67,079
10 133-045 131-080 1-285 1.4% 0-161 0.4% 12% False True 810,639
20 133-045 131-005 2-040 1.6% 0-150 0.4% 21% False False 1,014,389
40 133-045 130-230 2-135 1.8% 0-160 0.4% 31% False False 1,173,953
60 133-220 130-230 2-310 2.3% 0-157 0.4% 25% False False 1,054,355
80 134-010 130-230 3-100 2.5% 0-145 0.3% 23% False False 898,877
100 134-010 130-230 3-100 2.5% 0-143 0.3% 23% False False 719,601
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 0-028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 134-301
2.618 133-254
1.618 133-029
1.000 132-210
0.618 132-124
HIGH 131-305
0.618 131-219
0.500 131-192
0.382 131-166
LOW 131-080
0.618 130-261
1.000 130-175
1.618 130-036
2.618 129-131
4.250 128-084
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 131-192 131-310
PP 131-178 131-257
S1 131-164 131-203

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

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