ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 131-295 131-160 -0-135 -0.3% 133-010
High 131-305 131-195 -0-110 -0.3% 133-045
Low 131-080 131-115 0-035 0.1% 131-080
Close 131-150 131-155 0-005 0.0% 131-150
Range 0-225 0-080 -0-145 -64.4% 1-285
ATR 0-158 0-152 -0-006 -3.5% 0-000
Volume 45,062 25,734 -19,328 -42.9% 335,397
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-075 132-035 131-199
R3 131-315 131-275 131-177
R2 131-235 131-235 131-170
R1 131-195 131-195 131-162 131-175
PP 131-155 131-155 131-155 131-145
S1 131-115 131-115 131-148 131-095
S2 131-075 131-075 131-140
S3 130-315 131-035 131-133
S4 130-235 130-275 131-111
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 137-200 136-140 132-163
R3 135-235 134-175 131-316
R2 133-270 133-270 131-261
R1 132-210 132-210 131-205 132-098
PP 131-305 131-305 131-305 131-249
S1 130-245 130-245 131-095 130-132
S2 130-020 130-020 131-039
S3 128-055 128-280 130-304
S4 126-090 126-315 130-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-080 1-200 1.2% 0-144 0.3% 14% False False 56,144
10 133-045 131-080 1-285 1.4% 0-133 0.3% 12% False False 555,314
20 133-045 131-005 2-040 1.6% 0-146 0.3% 22% False False 959,253
40 133-045 130-230 2-135 1.8% 0-159 0.4% 32% False False 1,142,314
60 133-175 130-230 2-265 2.2% 0-156 0.4% 27% False False 1,044,745
80 134-010 130-230 3-100 2.5% 0-146 0.3% 23% False False 899,056
100 134-010 130-230 3-100 2.5% 0-144 0.3% 23% False False 719,855
120 134-010 130-230 3-100 2.5% 0-128 0.3% 23% False False 599,887
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 132-215
2.618 132-084
1.618 132-004
1.000 131-275
0.618 131-244
HIGH 131-195
0.618 131-164
0.500 131-155
0.382 131-146
LOW 131-115
0.618 131-066
1.000 131-035
1.618 130-306
2.618 130-226
4.250 130-095
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 131-155 131-280
PP 131-155 131-238
S1 131-155 131-197

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

View Archives - Comment on this page... - Back to Index of Symbols