ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 131-155 131-065 -0-090 -0.2% 130-230
High 131-170 131-105 -0-065 -0.2% 131-290
Low 131-040 130-210 -0-150 -0.4% 130-155
Close 131-065 130-230 -0-155 -0.4% 131-250
Range 0-130 0-215 0-085 65.4% 1-135
ATR 0-139 0-145 0-005 3.9% 0-000
Volume 1,054,514 1,365,106 310,592 29.5% 5,976,356
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-293 132-157 131-028
R3 132-078 131-262 130-289
R2 131-183 131-183 130-269
R1 131-047 131-047 130-250 131-008
PP 130-288 130-288 130-288 130-269
S1 130-152 130-152 130-210 130-112
S2 130-073 130-073 130-191
S3 129-178 129-257 130-171
S4 128-283 129-042 130-112
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
5 132-005 130-210 1-115 1.0% 0-139 0.3% 5% False True 1,076,324
10 132-005 130-140 1-185 1.2% 0-157 0.4% 18% False False 1,062,869
20 132-005 129-280 2-045 1.6% 0-143 0.3% 39% False False 544,378
40 132-005 129-190 2-135 1.9% 0-132 0.3% 46% False False 276,801
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 0-038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-059
2.618 133-028
1.618 132-133
1.000 132-000
0.618 131-238
HIGH 131-105
0.618 131-023
0.500 130-318
0.382 130-292
LOW 130-210
0.618 130-077
1.000 129-315
1.618 129-182
2.618 128-287
4.250 127-256
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 130-318 131-060
PP 130-288 131-010
S1 130-259 130-280

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

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