ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 132-170 132-240 0-070 0.2% 132-125
High 133-005 133-025 0-020 0.0% 133-025
Low 132-100 132-225 0-125 0.3% 132-080
Close 132-295 132-305 0-010 0.0% 132-305
Range 0-225 0-120 -0-105 -46.7% 0-265
ATR 0-138 0-137 -0-001 -0.9% 0-000
Volume 564,774 457,798 -106,976 -18.9% 1,208,943
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 134-012 133-278 133-051
R3 133-212 133-158 133-018
R2 133-092 133-092 133-007
R1 133-038 133-038 132-316 133-065
PP 132-292 132-292 132-292 132-305
S1 132-238 132-238 132-294 132-265
S2 132-172 132-172 132-283
S3 132-052 132-118 132-272
S4 131-252 131-318 132-239
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 135-078 134-297 133-131
R3 134-133 134-032 133-058
R2 133-188 133-188 133-034
R1 133-087 133-087 133-009 133-138
PP 132-243 132-243 132-243 132-269
S1 132-142 132-142 132-281 132-192
S2 131-298 131-298 132-256
S3 131-033 131-197 132-232
S4 130-088 130-252 132-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-025 132-020 1-005 0.8% 0-142 0.3% 88% True False 383,175
10 133-025 131-255 1-090 1.0% 0-141 0.3% 90% True False 688,338
20 134-010 131-255 2-075 1.7% 0-134 0.3% 52% False False 777,889
40 134-010 131-250 2-080 1.7% 0-132 0.3% 52% False False 467,373
60 134-010 131-030 2-300 2.2% 0-122 0.3% 63% False False 311,733
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-215
2.618 134-019
1.618 133-219
1.000 133-145
0.618 133-099
HIGH 133-025
0.618 132-299
0.500 132-285
0.382 132-271
LOW 132-225
0.618 132-151
1.000 132-105
1.618 132-031
2.618 131-231
4.250 131-035
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 132-298 132-274
PP 132-292 132-243
S1 132-285 132-212

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

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