ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 132-225 132-200 -0-025 -0.1% 131-160
High 132-305 132-315 0-010 0.0% 131-315
Low 132-155 132-170 0-015 0.0% 131-050
Close 132-215 132-185 -0-030 -0.1% 131-290
Range 0-150 0-145 -0-005 -3.3% 0-265
ATR 0-169 0-167 -0-002 -1.0% 0-000
Volume 2,706,174 1,808,848 -897,326 -33.2% 5,606,570
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 134-018 133-247 132-265
R3 133-193 133-102 132-225
R2 133-048 133-048 132-212
R1 132-277 132-277 132-198 132-250
PP 132-223 132-223 132-223 132-210
S1 132-132 132-132 132-172 132-105
S2 132-078 132-078 132-158
S3 131-253 131-307 132-145
S4 131-108 131-162 132-105
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
5 132-315 131-145 1-170 1.2% 0-187 0.4% 73% True False 2,040,320
10 132-315 131-005 1-310 1.5% 0-169 0.4% 79% True False 1,653,897
20 132-315 130-230 2-085 1.7% 0-170 0.4% 82% True False 1,539,363
40 133-020 130-230 2-110 1.8% 0-164 0.4% 79% False False 1,306,099
60 134-010 130-230 3-100 2.5% 0-154 0.4% 56% False False 1,130,029
80 134-010 130-230 3-100 2.5% 0-148 0.3% 56% False False 886,736
100 134-010 130-230 3-100 2.5% 0-139 0.3% 56% False False 709,480
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 0-047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-291
2.618 134-055
1.618 133-230
1.000 133-140
0.618 133-085
HIGH 132-315
0.618 132-260
0.500 132-242
0.382 132-225
LOW 132-170
0.618 132-080
1.000 132-025
1.618 131-255
2.618 131-110
4.250 130-194
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 132-242 132-157
PP 132-223 132-128
S1 132-204 132-100

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

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