ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 132-190 132-245 0-055 0.1% 131-275
High 132-280 133-015 0-055 0.1% 133-015
Low 132-185 132-235 0-050 0.1% 131-205
Close 132-225 132-295 0-070 0.2% 132-295
Range 0-095 0-100 0-005 5.3% 1-130
ATR 0-162 0-158 -0-004 -2.3% 0-000
Volume 475,415 201,578 -273,837 -57.6% 7,770,997
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 133-268 133-222 133-030
R3 133-168 133-122 133-002
R2 133-068 133-068 132-313
R1 133-022 133-022 132-304 133-045
PP 132-288 132-288 132-288 132-300
S1 132-242 132-242 132-286 132-265
S2 132-188 132-188 132-277
S3 132-088 132-142 132-268
S4 131-308 132-042 132-240
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 136-242 136-078 133-222
R3 135-112 134-268 133-099
R2 133-302 133-302 133-058
R1 133-138 133-138 133-016 133-220
PP 132-172 132-172 132-172 132-212
S1 132-008 132-008 132-254 132-090
S2 131-042 131-042 132-212
S3 129-232 130-198 132-171
S4 128-102 129-068 132-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-015 131-205 1-130 1.1% 0-170 0.4% 91% True False 1,554,199
10 133-015 131-050 1-285 1.4% 0-154 0.4% 93% True False 1,445,485
20 133-015 130-230 2-105 1.8% 0-166 0.4% 95% True False 1,400,068
40 133-015 130-230 2-105 1.8% 0-160 0.4% 95% True False 1,296,052
60 134-010 130-230 3-100 2.5% 0-154 0.4% 67% False False 1,114,300
80 134-010 130-230 3-100 2.5% 0-147 0.3% 67% False False 895,052
100 134-010 130-230 3-100 2.5% 0-140 0.3% 67% False False 716,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-120
2.618 133-277
1.618 133-177
1.000 133-115
0.618 133-077
HIGH 133-015
0.618 132-297
0.500 132-285
0.382 132-273
LOW 132-235
0.618 132-173
1.000 132-135
1.618 132-073
2.618 131-293
4.250 131-130
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 132-292 132-281
PP 132-288 132-267
S1 132-285 132-252

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

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