ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 131-205 131-155 -0-050 -0.1% 130-230
High 131-230 131-170 -0-060 -0.1% 131-290
Low 131-120 131-040 -0-080 -0.2% 130-155
Close 131-170 131-065 -0-105 -0.2% 131-250
Range 0-110 0-130 0-020 18.2% 1-135
ATR 0-140 0-139 -0-001 -0.5% 0-000
Volume 928,160 1,054,514 126,354 13.6% 5,976,356
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-162 132-083 131-136
R3 132-032 131-273 131-101
R2 131-222 131-222 131-089
R1 131-143 131-143 131-077 131-118
PP 131-092 131-092 131-092 131-079
S1 131-013 131-013 131-053 130-308
S2 130-282 130-282 131-041
S3 130-152 130-203 131-029
S4 130-022 130-073 130-314
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 135-210 135-045 132-180
R3 134-075 133-230 132-055
R2 132-260 132-260 132-013
R1 132-095 132-095 131-292 132-178
PP 131-125 131-125 131-125 131-166
S1 130-280 130-280 131-208 131-042
S2 129-310 129-310 131-167
S3 128-175 129-145 131-125
S4 127-040 128-010 131-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-005 131-040 0-285 0.7% 0-115 0.3% 9% False True 1,066,721
10 132-005 130-100 1-225 1.3% 0-152 0.4% 52% False False 933,864
20 132-005 129-280 2-045 1.6% 0-138 0.3% 62% False False 477,273
40 132-005 129-190 2-135 1.8% 0-128 0.3% 66% False False 242,673
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-082
2.618 132-190
1.618 132-060
1.000 131-300
0.618 131-250
HIGH 131-170
0.618 131-120
0.500 131-105
0.382 131-090
LOW 131-040
0.618 130-280
1.000 130-230
1.618 130-150
2.618 130-020
4.250 129-128
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 131-105 131-182
PP 131-092 131-143
S1 131-078 131-104

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

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