ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 131-160 131-145 -0-015 0.0% 133-010
High 131-195 131-255 0-060 0.1% 133-045
Low 131-115 131-115 0-000 0.0% 131-080
Close 131-155 131-235 0-080 0.2% 131-150
Range 0-080 0-140 0-060 75.0% 1-285
ATR 0-152 0-151 -0-001 -0.6% 0-000
Volume 25,734 30,754 5,020 19.5% 335,397
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-302 132-248 131-312
R3 132-162 132-108 131-274
R2 132-022 132-022 131-261
R1 131-288 131-288 131-248 131-315
PP 131-202 131-202 131-202 131-215
S1 131-148 131-148 131-222 131-175
S2 131-062 131-062 131-209
S3 130-242 131-008 131-196
S4 130-102 130-188 131-158
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
5 132-220 131-080 1-140 1.1% 0-151 0.4% 34% False False 49,912
10 133-045 131-080 1-285 1.4% 0-132 0.3% 26% False False 287,772
20 133-045 131-005 2-040 1.6% 0-148 0.4% 34% False False 924,913
40 133-045 130-230 2-135 1.8% 0-158 0.4% 42% False False 1,115,147
60 133-055 130-230 2-145 1.9% 0-155 0.4% 41% False False 1,025,131
80 134-010 130-230 3-100 2.5% 0-146 0.3% 31% False False 899,432
100 134-010 130-230 3-100 2.5% 0-145 0.3% 31% False False 720,162
120 134-010 130-230 3-100 2.5% 0-129 0.3% 31% False False 600,144
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-210
2.618 132-302
1.618 132-162
1.000 132-075
0.618 132-022
HIGH 131-255
0.618 131-202
0.500 131-185
0.382 131-168
LOW 131-115
0.618 131-028
1.000 130-295
1.618 130-208
2.618 130-068
4.250 129-160
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 131-218 131-221
PP 131-202 131-207
S1 131-185 131-192

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

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