ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 132-100 131-265 -0-155 -0.4% 131-290
High 132-155 132-075 -0-080 -0.2% 132-155
Low 131-240 131-220 -0-020 0.0% 131-220
Close 131-280 132-045 0-085 0.2% 132-045
Range 0-235 0-175 -0-060 -25.5% 0-255
ATR 0-151 0-153 0-002 1.1% 0-000
Volume 1,294,206 968,424 -325,782 -25.2% 4,913,025
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 133-212 133-143 132-141
R3 133-037 132-288 132-093
R2 132-182 132-182 132-077
R1 132-113 132-113 132-061 132-148
PP 132-007 132-007 132-007 132-024
S1 131-258 131-258 132-029 131-292
S2 131-152 131-152 132-013
S3 130-297 131-083 131-317
S4 130-122 130-228 131-269
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-158 134-037 132-185
R3 133-223 133-102 132-115
R2 132-288 132-288 132-092
R1 132-167 132-167 132-068 132-228
PP 132-033 132-033 132-033 132-064
S1 131-232 131-232 132-022 131-292
S2 131-098 131-098 131-318
S3 130-163 130-297 131-295
S4 129-228 130-042 131-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-155 131-220 0-255 0.6% 0-149 0.4% 57% False True 982,605
10 132-155 131-145 1-010 0.8% 0-140 0.3% 67% False False 979,971
20 133-025 131-040 1-305 1.5% 0-147 0.3% 52% False False 824,659
40 134-010 131-040 2-290 2.2% 0-137 0.3% 35% False False 804,385
60 134-010 131-030 2-300 2.2% 0-137 0.3% 36% False False 538,685
80 134-010 131-030 2-300 2.2% 0-124 0.3% 36% False False 404,054
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-179
2.618 133-213
1.618 133-038
1.000 132-250
0.618 132-183
HIGH 132-075
0.618 132-008
0.500 131-308
0.382 131-287
LOW 131-220
0.618 131-112
1.000 131-045
1.618 130-257
2.618 130-082
4.250 129-116
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 132-026 132-039
PP 132-007 132-033
S1 131-308 132-028

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

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