ECBOT 10 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 131-145 131-235 0-090 0.2% 133-010
High 131-255 131-285 0-030 0.1% 133-045
Low 131-115 131-160 0-045 0.1% 131-080
Close 131-235 131-230 -0-005 0.0% 131-150
Range 0-140 0-125 -0-015 -10.7% 1-285
ATR 0-151 0-149 -0-002 -1.2% 0-000
Volume 30,754 30,548 -206 -0.7% 335,397
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 132-280 132-220 131-299
R3 132-155 132-095 131-264
R2 132-030 132-030 131-253
R1 131-290 131-290 131-241 131-258
PP 131-225 131-225 131-225 131-209
S1 131-165 131-165 131-219 131-132
S2 131-100 131-100 131-207
S3 130-295 131-040 131-196
S4 130-170 130-235 131-161
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
5 132-160 131-080 1-080 0.9% 0-152 0.4% 38% False False 43,894
10 133-045 131-080 1-285 1.4% 0-130 0.3% 25% False False 109,942
20 133-045 131-005 2-040 1.6% 0-150 0.4% 33% False False 881,920
40 133-045 130-230 2-135 1.8% 0-158 0.4% 41% False False 1,096,228
60 133-045 130-230 2-135 1.8% 0-155 0.4% 41% False False 1,003,780
80 134-010 130-230 3-100 2.5% 0-146 0.3% 30% False False 899,712
100 134-010 130-230 3-100 2.5% 0-144 0.3% 30% False False 720,468
120 134-010 130-230 3-100 2.5% 0-130 0.3% 30% False False 600,398
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-176
2.618 132-292
1.618 132-167
1.000 132-090
0.618 132-042
HIGH 131-285
0.618 131-237
0.500 131-222
0.382 131-208
LOW 131-160
0.618 131-083
1.000 131-035
1.618 130-278
2.618 130-153
4.250 129-269
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 131-228 131-220
PP 131-225 131-210
S1 131-222 131-200

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

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