ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 131-220 131-225 0-005 0.0% 131-000
High 131-285 131-250 -0-035 -0.1% 131-295
Low 131-130 131-160 0-030 0.1% 130-230
Close 131-235 131-220 -0-015 0.0% 131-235
Range 0-155 0-090 -0-065 -41.9% 1-065
ATR 0-173 0-167 -0-006 -3.4% 0-000
Volume 1,128,456 717,561 -410,895 -36.4% 6,853,001
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 132-160 132-120 131-270
R3 132-070 132-030 131-245
R2 131-300 131-300 131-236
R1 131-260 131-260 131-228 131-235
PP 131-210 131-210 131-210 131-198
S1 131-170 131-170 131-212 131-145
S2 131-120 131-120 131-204
S3 131-030 131-080 131-195
S4 130-260 130-310 131-170
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 135-022 134-193 132-127
R3 133-277 133-128 132-021
R2 132-212 132-212 131-306
R1 132-063 132-063 131-270 132-138
PP 131-147 131-147 131-147 131-184
S1 130-318 130-318 131-200 131-072
S2 130-082 130-082 131-164
S3 129-017 129-253 131-129
S4 127-272 128-188 131-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-295 131-040 0-255 0.6% 0-145 0.3% 71% False False 1,174,832
10 131-295 130-230 1-065 0.9% 0-174 0.4% 81% False False 1,470,179
20 132-175 130-230 1-265 1.4% 0-168 0.4% 53% False False 1,305,381
40 133-055 130-230 2-145 1.9% 0-159 0.4% 39% False False 1,075,240
60 134-010 130-230 3-100 2.5% 0-145 0.3% 29% False False 890,938
80 134-010 130-230 3-100 2.5% 0-144 0.3% 29% False False 668,975
100 134-010 130-230 3-100 2.5% 0-126 0.3% 29% False False 535,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 132-312
2.618 132-166
1.618 132-076
1.000 132-020
0.618 131-306
HIGH 131-250
0.618 131-216
0.500 131-205
0.382 131-194
LOW 131-160
0.618 131-104
1.000 131-070
1.618 131-014
2.618 130-244
4.250 130-098
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 131-215 131-216
PP 131-210 131-212
S1 131-205 131-208

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

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