ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 131-070 131-000 -0-070 -0.2% 131-115
High 131-265 131-220 -0-045 -0.1% 131-265
Low 130-300 130-230 -0-070 -0.2% 130-300
Close 131-040 131-160 0-120 0.3% 131-040
Range 0-285 0-310 0-025 8.8% 0-285
ATR 0-167 0-177 0-010 6.1% 0-000
Volume 2,324,439 1,696,401 -628,038 -27.0% 8,654,232
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-067 133-263 132-010
R3 133-077 132-273 131-245
R2 132-087 132-087 131-217
R1 131-283 131-283 131-188 132-025
PP 131-097 131-097 131-097 131-128
S1 130-293 130-293 131-132 131-035
S2 130-107 130-107 131-103
S3 129-117 129-303 131-075
S4 128-127 128-313 130-310
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 133-310 133-140 131-197
R3 133-025 132-175 131-118
R2 132-060 132-060 131-092
R1 131-210 131-210 131-066 131-152
PP 131-095 131-095 131-095 131-066
S1 130-245 130-245 131-014 130-188
S2 130-130 130-130 130-308
S3 129-165 129-280 130-282
S4 128-200 128-315 130-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-265 130-230 1-035 0.8% 0-202 0.5% 70% False True 1,765,527
10 132-175 130-230 1-265 1.4% 0-190 0.5% 43% False True 1,532,044
20 132-175 130-230 1-265 1.4% 0-164 0.4% 43% False True 1,256,007
40 134-010 130-230 3-100 2.5% 0-157 0.4% 24% False True 1,030,802
60 134-010 130-230 3-100 2.5% 0-146 0.3% 24% False True 793,553
80 134-010 130-230 3-100 2.5% 0-141 0.3% 24% False True 595,555
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 0-053
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 135-258
2.618 134-072
1.618 133-082
1.000 132-210
0.618 132-092
HIGH 131-220
0.618 131-102
0.500 131-065
0.382 131-028
LOW 130-230
0.618 130-038
1.000 129-240
1.618 129-048
2.618 128-058
4.250 126-192
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 131-128 131-136
PP 131-097 131-112
S1 131-065 131-088

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

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