ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 131-195 131-070 -0-125 -0.3% 130-105
High 131-240 131-175 -0-065 -0.2% 130-310
Low 131-060 131-050 -0-010 0.0% 130-015
Close 131-125 131-130 0-005 0.0% 130-285
Range 0-180 0-125 -0-055 -30.6% 0-295
ATR 0-163 0-160 -0-003 -1.7% 0-000
Volume 1,086,953 1,119,880 32,927 3.0% 5,483,509
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-173 132-117 131-199
R3 132-048 131-312 131-164
R2 131-243 131-243 131-153
R1 131-187 131-187 131-141 131-215
PP 131-118 131-118 131-118 131-132
S1 131-062 131-062 131-119 131-090
S2 130-313 130-313 131-107
S3 130-188 130-257 131-096
S4 130-063 130-132 131-061
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-128 133-022 131-127
R3 132-153 132-047 131-046
R2 131-178 131-178 131-019
R1 131-072 131-072 130-312 131-125
PP 130-203 130-203 130-203 130-230
S1 130-097 130-097 130-258 130-150
S2 129-228 129-228 130-231
S3 128-253 129-122 130-204
S4 127-278 128-147 130-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-240 130-125 1-115 1.0% 0-176 0.4% 75% False False 1,274,067
10 131-240 130-000 1-240 1.3% 0-167 0.4% 80% False False 1,252,196
20 132-005 130-000 2-005 1.5% 0-162 0.4% 70% False False 1,157,532
40 132-005 129-190 2-135 1.8% 0-156 0.4% 75% False False 588,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-037
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133-066
2.618 132-182
1.618 132-057
1.000 131-300
0.618 131-252
HIGH 131-175
0.618 131-127
0.500 131-112
0.382 131-098
LOW 131-050
0.618 130-293
1.000 130-245
1.618 130-168
2.618 130-043
4.250 129-159
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 131-124 131-132
PP 131-118 131-132
S1 131-112 131-131

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

View Archives - Comment on this page... - Back to Index of Symbols