ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 130-220 130-105 -0-115 -0.3% 131-280
High 130-235 130-125 -0-110 -0.3% 132-005
Low 130-000 130-025 0-025 0.1% 130-000
Close 130-070 130-070 0-000 0.0% 130-070
Range 0-235 0-100 -0-135 -57.4% 2-005
ATR 0-151 0-148 -0-004 -2.4% 0-000
Volume 1,907,656 749,025 -1,158,631 -60.7% 6,043,064
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 131-053 131-002 130-125
R3 130-273 130-222 130-098
R2 130-173 130-173 130-088
R1 130-122 130-122 130-079 130-098
PP 130-073 130-073 130-073 130-061
S1 130-022 130-022 130-061 129-318
S2 129-293 129-293 130-052
S3 129-193 129-242 130-042
S4 129-093 129-142 130-015
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 136-253 135-167 131-105
R3 134-248 133-162 130-247
R2 132-243 132-243 130-188
R1 131-157 131-157 130-129 131-038
PP 130-238 130-238 130-238 130-179
S1 129-152 129-152 130-011 129-032
S2 128-233 128-233 129-272
S3 126-228 127-147 129-213
S4 124-223 125-142 129-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-230 130-000 1-230 1.3% 0-158 0.4% 13% False False 1,200,892
10 132-005 130-000 2-005 1.5% 0-142 0.3% 11% False False 1,198,244
20 132-005 129-280 2-045 1.6% 0-146 0.3% 16% False False 675,825
40 132-005 129-190 2-135 1.9% 0-139 0.3% 26% False False 342,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-230
2.618 131-067
1.618 130-287
1.000 130-225
0.618 130-187
HIGH 130-125
0.618 130-087
0.500 130-075
0.382 130-063
LOW 130-025
0.618 129-283
1.000 129-245
1.618 129-183
2.618 129-083
4.250 128-240
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 130-075 130-212
PP 130-073 130-165
S1 130-072 130-118

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

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