ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 131-255 131-275 0-020 0.0% 131-160
High 131-310 132-245 0-255 0.6% 131-315
Low 131-200 131-205 0-005 0.0% 131-050
Close 131-290 132-160 0-190 0.5% 131-290
Range 0-110 1-040 0-250 227.3% 0-265
ATR 0-156 0-170 0-015 9.4% 0-000
Volume 1,539,989 2,578,982 1,038,993 67.5% 5,606,570
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 135-217 135-068 133-038
R3 134-177 134-028 132-259
R2 133-137 133-137 132-226
R1 132-308 132-308 132-193 133-062
PP 132-097 132-097 132-097 132-134
S1 131-268 131-268 132-127 132-022
S2 131-057 131-057 132-094
S3 130-017 130-228 132-061
S4 128-297 129-188 131-282
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-053 133-277 132-116
R3 133-108 133-012 132-043
R2 132-163 132-163 132-019
R1 132-067 132-067 131-314 132-115
PP 131-218 131-218 131-218 131-242
S1 131-122 131-122 131-266 131-170
S2 130-273 130-273 131-241
S3 130-008 130-177 131-217
S4 129-063 129-232 131-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-245 131-050 1-195 1.2% 0-179 0.4% 83% True False 1,637,110
10 132-245 131-005 1-240 1.3% 0-159 0.4% 85% True False 1,363,192
20 132-245 130-230 2-015 1.5% 0-171 0.4% 87% True False 1,456,957
40 133-025 130-230 2-115 1.8% 0-165 0.4% 75% False False 1,218,788
60 134-010 130-230 3-100 2.5% 0-152 0.4% 54% False False 1,085,168
80 134-010 130-230 3-100 2.5% 0-148 0.3% 54% False False 830,320
100 134-010 130-230 3-100 2.5% 0-137 0.3% 54% False False 664,330
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 0-043
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 137-175
2.618 135-227
1.618 134-187
1.000 133-285
0.618 133-147
HIGH 132-245
0.618 132-107
0.500 132-065
0.382 132-023
LOW 131-205
0.618 130-303
1.000 130-165
1.618 129-263
2.618 128-223
4.250 126-275
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 132-128 132-118
PP 132-097 132-077
S1 132-065 132-035

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

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