ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 132-120 132-055 -0-065 -0.2% 132-040
High 132-175 132-060 -0-115 -0.3% 132-175
Low 131-315 131-110 -0-205 -0.5% 131-110
Close 132-075 131-130 -0-265 -0.6% 131-130
Range 0-180 0-270 0-090 50.0% 1-065
ATR 0-151 0-161 0-010 6.3% 0-000
Volume 1,422,090 1,664,859 242,769 17.1% 4,969,813
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-057 133-203 131-278
R3 133-107 132-253 131-204
R2 132-157 132-157 131-180
R1 131-303 131-303 131-155 131-255
PP 131-207 131-207 131-207 131-182
S1 131-033 131-033 131-105 130-305
S2 130-257 130-257 131-080
S3 129-307 130-083 131-056
S4 129-037 129-133 130-302
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 135-120 134-190 132-022
R3 134-055 133-125 131-236
R2 132-310 132-310 131-201
R1 132-060 132-060 131-165 131-312
PP 131-245 131-245 131-245 131-211
S1 130-315 130-315 131-095 130-248
S2 130-180 130-180 131-059
S3 129-115 129-250 131-024
S4 128-050 128-185 130-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-175 131-110 1-065 0.9% 0-175 0.4% 5% False True 1,187,647
10 132-175 131-110 1-065 0.9% 0-162 0.4% 5% False True 1,100,026
20 133-025 131-040 1-305 1.5% 0-160 0.4% 14% False False 980,619
40 134-010 131-040 2-290 2.2% 0-143 0.3% 10% False False 899,274
60 134-010 131-040 2-290 2.2% 0-140 0.3% 10% False False 621,441
80 134-010 131-030 2-300 2.2% 0-129 0.3% 11% False False 466,173
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 0-036
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 135-248
2.618 134-127
1.618 133-177
1.000 133-010
0.618 132-227
HIGH 132-060
0.618 131-277
0.500 131-245
0.382 131-213
LOW 131-110
0.618 130-263
1.000 130-160
1.618 129-313
2.618 129-043
4.250 127-242
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 131-245 131-302
PP 131-207 131-245
S1 131-168 131-188

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

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