ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 131-195 131-250 0-055 0.1% 131-160
High 131-260 132-070 0-130 0.3% 132-070
Low 131-120 131-210 0-090 0.2% 131-115
Close 131-235 132-045 0-130 0.3% 132-045
Range 0-140 0-180 0-040 28.6% 0-275
ATR 0-149 0-151 0-002 1.5% 0-000
Volume 15,842 39,318 23,476 148.2% 142,196
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-222 133-153 132-144
R3 133-042 132-293 132-094
R2 132-182 132-182 132-078
R1 132-113 132-113 132-062 132-148
PP 132-002 132-002 132-002 132-019
S1 131-253 131-253 132-028 131-288
S2 131-142 131-142 132-012
S3 130-282 131-073 131-316
S4 130-102 130-213 131-266
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 134-155 134-055 132-196
R3 133-200 133-100 132-121
R2 132-245 132-245 132-095
R1 132-145 132-145 132-070 132-195
PP 131-290 131-290 131-290 131-315
S1 131-190 131-190 132-020 131-240
S2 131-015 131-015 131-315
S3 130-060 130-235 131-289
S4 129-105 129-280 131-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-070 131-115 0-275 0.7% 0-133 0.3% 91% True False 28,439
10 133-045 131-080 1-285 1.4% 0-142 0.3% 47% False False 47,759
20 133-045 131-050 1-315 1.5% 0-148 0.4% 50% False False 746,622
40 133-045 130-230 2-135 1.8% 0-161 0.4% 59% False False 1,051,030
60 133-045 130-230 2-135 1.8% 0-155 0.4% 59% False False 976,676
80 134-010 130-230 3-100 2.5% 0-147 0.3% 43% False False 899,973
100 134-010 130-230 3-100 2.5% 0-145 0.3% 43% False False 721,012
120 134-010 130-230 3-100 2.5% 0-133 0.3% 43% False False 600,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 134-195
2.618 133-221
1.618 133-041
1.000 132-250
0.618 132-181
HIGH 132-070
0.618 132-001
0.500 131-300
0.382 131-279
LOW 131-210
0.618 131-099
1.000 131-030
1.618 130-239
2.618 130-059
4.250 129-085
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 132-023 132-008
PP 132-002 131-292
S1 131-300 131-255

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

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