ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 132-040 131-235 -0-125 -0.3% 131-145
High 132-110 132-080 -0-030 -0.1% 132-110
Low 131-285 131-235 -0-050 -0.1% 131-030
Close 131-315 132-040 0-045 0.1% 131-315
Range 0-145 0-165 0-020 13.8% 1-080
ATR 0-164 0-164 0-000 0.1% 0-000
Volume 1,119,537 511,658 -607,879 -54.3% 4,960,534
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-187 133-118 132-131
R3 133-022 132-273 132-085
R2 132-177 132-177 132-070
R1 132-108 132-108 132-055 132-142
PP 132-012 132-012 132-012 132-029
S1 131-263 131-263 132-025 131-298
S2 131-167 131-167 132-010
S3 131-002 131-098 131-315
S4 130-157 130-253 131-269
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 135-178 135-007 132-215
R3 134-098 133-247 132-105
R2 133-018 133-018 132-068
R1 132-167 132-167 132-032 132-252
PP 131-258 131-258 131-258 131-301
S1 131-087 131-087 131-278 131-172
S2 130-178 130-178 131-242
S3 129-098 130-007 131-205
S4 128-018 128-247 131-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-110 131-030 1-080 0.9% 0-177 0.4% 83% False False 1,094,438
10 132-110 131-025 1-085 1.0% 0-171 0.4% 83% False False 1,161,309
20 132-110 130-000 2-110 1.8% 0-164 0.4% 91% False False 1,156,983
40 132-110 129-190 2-240 2.1% 0-160 0.4% 92% False False 748,938
60 132-110 129-190 2-240 2.1% 0-136 0.3% 92% False False 501,275
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-141
2.618 133-192
1.618 133-027
1.000 132-245
0.618 132-182
HIGH 132-080
0.618 132-017
0.500 131-318
0.382 131-298
LOW 131-235
0.618 131-133
1.000 131-070
1.618 130-288
2.618 130-123
4.250 129-174
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 132-026 132-023
PP 132-012 132-007
S1 131-318 131-310

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

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