ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 131-250 132-205 0-275 0.7% 131-160
High 132-070 132-280 0-210 0.5% 132-070
Low 131-210 132-120 0-230 0.5% 131-115
Close 132-045 132-140 0-095 0.2% 132-045
Range 0-180 0-160 -0-020 -11.1% 0-275
ATR 0-151 0-157 0-006 4.0% 0-000
Volume 39,318 11,851 -27,467 -69.9% 142,196
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 134-020 133-240 132-228
R3 133-180 133-080 132-184
R2 133-020 133-020 132-169
R1 132-240 132-240 132-155 132-210
PP 132-180 132-180 132-180 132-165
S1 132-080 132-080 132-125 132-050
S2 132-020 132-020 132-111
S3 131-180 131-240 132-096
S4 131-020 131-080 132-052
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
5 132-280 131-115 1-165 1.1% 0-149 0.4% 71% True False 25,662
10 132-280 131-080 1-200 1.2% 0-146 0.3% 73% True False 40,903
20 133-045 131-050 1-315 1.5% 0-148 0.4% 65% False False 693,350
40 133-045 130-230 2-135 1.8% 0-159 0.4% 71% False False 1,018,971
60 133-045 130-230 2-135 1.8% 0-155 0.4% 71% False False 956,922
80 134-010 130-230 3-100 2.5% 0-148 0.3% 52% False False 899,911
100 134-010 130-230 3-100 2.5% 0-145 0.3% 52% False False 721,117
120 134-010 130-230 3-100 2.5% 0-134 0.3% 52% False False 600,956
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-000
2.618 134-059
1.618 133-219
1.000 133-120
0.618 133-059
HIGH 132-280
0.618 132-219
0.500 132-200
0.382 132-181
LOW 132-120
0.618 132-021
1.000 131-280
1.618 131-181
2.618 131-021
4.250 130-080
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 132-200 132-107
PP 132-180 132-073
S1 132-160 132-040

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

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