ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 130-060 130-010 -0-050 -0.1% 130-300
High 130-080 130-080 0-000 0.0% 131-140
Low 130-000 129-260 -0-060 -0.1% 130-090
Close 130-030 130-020 -0-010 0.0% 130-100
Range 0-080 0-140 0-060 75.0% 1-050
ATR 0-108 0-110 0-002 2.1% 0-000
Volume 26,777 16,523 -10,254 -38.3% 17,969
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 131-113 131-047 130-097
R3 130-293 130-227 130-058
R2 130-153 130-153 130-046
R1 130-087 130-087 130-033 130-120
PP 130-013 130-013 130-013 130-030
S1 129-267 129-267 130-007 129-300
S2 129-193 129-193 129-314
S3 129-053 129-127 129-302
S4 128-233 128-307 129-263
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 134-047 133-123 130-304
R3 132-317 132-073 130-202
R2 131-267 131-267 130-168
R1 131-023 131-023 130-134 130-280
PP 130-217 130-217 130-217 130-185
S1 129-293 129-293 130-066 129-230
S2 129-167 129-167 130-032
S3 128-117 128-243 129-318
S4 127-067 127-193 129-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-260 1-200 1.2% 0-152 0.4% 15% False True 13,676
10 131-140 129-260 1-200 1.2% 0-121 0.3% 15% False True 8,714
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-035
2.618 131-127
1.618 130-307
1.000 130-220
0.618 130-167
HIGH 130-080
0.618 130-027
0.500 130-010
0.382 129-313
LOW 129-260
0.618 129-173
1.000 129-120
1.618 129-033
2.618 128-213
4.250 127-305
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 130-017 130-025
PP 130-013 130-023
S1 130-010 130-022

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

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