ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 131-195 131-100 -0-095 -0.2% 131-115
High 131-210 131-210 0-000 0.0% 131-265
Low 131-040 131-075 0-035 0.1% 130-300
Close 131-070 131-195 0-125 0.3% 131-040
Range 0-170 0-135 -0-035 -20.6% 0-285
ATR 0-177 0-174 -0-003 -1.5% 0-000
Volume 1,204,324 1,326,799 122,475 10.2% 8,654,232
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-245 132-195 131-269
R3 132-110 132-060 131-232
R2 131-295 131-295 131-220
R1 131-245 131-245 131-207 131-270
PP 131-160 131-160 131-160 131-172
S1 131-110 131-110 131-183 131-135
S2 131-025 131-025 131-170
S3 130-210 130-295 131-158
S4 130-075 130-160 131-121
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% 0-207 0.5% 80% False False 1,608,170
10 132-175 130-230 1-265 1.4% 0-195 0.5% 49% False False 1,596,870
20 132-175 130-230 1-265 1.4% 0-170 0.4% 49% False False 1,307,060
40 133-265 130-230 3-035 2.4% 0-158 0.4% 29% False False 1,049,945
60 134-010 130-230 3-100 2.5% 0-144 0.3% 27% False False 835,539
80 134-010 130-230 3-100 2.5% 0-141 0.3% 27% False False 627,192
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 0-048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-144
2.618 132-243
1.618 132-108
1.000 132-025
0.618 131-293
HIGH 131-210
0.618 131-158
0.500 131-142
0.382 131-127
LOW 131-075
0.618 130-312
1.000 130-260
1.618 130-177
2.618 130-042
4.250 129-141
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 131-178 131-152
PP 131-160 131-108
S1 131-142 131-065

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

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