ECBOT 10 Year T-Note Future June 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 130-070 130-160 0-090 0.2% 131-280
High 130-185 130-210 0-025 0.1% 132-005
Low 130-015 130-075 0-060 0.1% 130-000
Close 130-155 130-150 -0-005 0.0% 130-070
Range 0-170 0-135 -0-035 -20.6% 2-005
ATR 0-149 0-148 -0-001 -0.7% 0-000
Volume 947,119 1,261,825 314,706 33.2% 6,043,064
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 131-230 131-165 130-224
R3 131-095 131-030 130-187
R2 130-280 130-280 130-175
R1 130-215 130-215 130-162 130-180
PP 130-145 130-145 130-145 130-128
S1 130-080 130-080 130-138 130-045
S2 130-010 130-010 130-125
S3 129-195 129-265 130-113
S4 129-060 129-130 130-076
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 136-253 135-167 131-105
R3 134-248 133-162 130-247
R2 132-243 132-243 130-188
R1 131-157 131-157 130-129 131-038
PP 130-238 130-238 130-238 130-179
S1 129-152 129-152 130-011 129-032
S2 128-233 128-233 129-272
S3 126-228 127-147 129-213
S4 124-223 125-142 129-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-105 130-000 1-105 1.0% 0-171 0.4% 35% False False 1,246,146
10 132-005 130-000 2-005 1.5% 0-143 0.3% 23% False False 1,156,433
20 132-005 129-280 2-045 1.6% 0-153 0.4% 28% False False 784,699
40 132-005 129-190 2-135 1.9% 0-143 0.3% 36% False False 397,912
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-144
2.618 131-243
1.618 131-108
1.000 131-025
0.618 130-293
HIGH 130-210
0.618 130-158
0.500 130-142
0.382 130-127
LOW 130-075
0.618 129-312
1.000 129-260
1.618 129-177
2.618 129-042
4.250 128-141
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 130-148 130-138
PP 130-145 130-125
S1 130-142 130-112

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

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