ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 131-220 131-290 0-070 0.2% 131-175
High 132-005 132-075 0-070 0.2% 132-040
Low 131-145 131-275 0-130 0.3% 131-145
Close 131-290 132-010 0-040 0.1% 131-290
Range 0-180 0-120 -0-060 -33.3% 0-215
ATR 0-153 0-151 -0-002 -1.6% 0-000
Volume 1,117,422 787,313 -330,109 -29.5% 4,886,688
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-053 132-312 132-076
R3 132-253 132-192 132-043
R2 132-133 132-133 132-032
R1 132-072 132-072 132-021 132-102
PP 132-013 132-013 132-013 132-029
S1 131-272 131-272 131-319 131-302
S2 131-213 131-213 131-308
S3 131-093 131-152 131-297
S4 130-293 131-032 131-264
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-270 133-175 132-088
R3 133-055 132-280 132-029
R2 132-160 132-160 132-009
R1 132-065 132-065 131-310 132-112
PP 131-265 131-265 131-265 131-289
S1 131-170 131-170 131-270 131-218
S2 131-050 131-050 131-251
S3 130-155 130-275 131-231
S4 129-260 130-060 131-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-075 131-145 0-250 0.6% 0-137 0.3% 74% True False 998,711
10 133-020 131-040 1-300 1.5% 0-152 0.4% 47% False False 949,429
20 133-025 131-040 1-305 1.5% 0-147 0.3% 46% False False 818,884
40 134-010 131-040 2-290 2.2% 0-133 0.3% 31% False False 703,197
60 134-010 131-030 2-300 2.2% 0-134 0.3% 32% False False 469,961
80 134-010 131-030 2-300 2.2% 0-116 0.3% 32% False False 352,483
Crabel Price Patterns
NR True
NR4 True
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-265
2.618 133-069
1.618 132-269
1.000 132-195
0.618 132-149
HIGH 132-075
0.618 132-029
0.500 132-015
0.382 132-001
LOW 131-275
0.618 131-201
1.000 131-155
1.618 131-081
2.618 130-281
4.250 130-085
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 132-015 131-310
PP 132-013 131-290
S1 132-012 131-270

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

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