ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 131-235 132-060 0-145 0.3% 131-145
High 132-080 132-080 0-000 0.0% 132-110
Low 131-235 131-290 0-055 0.1% 131-030
Close 132-040 131-315 -0-045 -0.1% 131-315
Range 0-165 0-110 -0-055 -33.3% 1-080
ATR 0-164 0-160 -0-004 -2.3% 0-000
Volume 511,658 892,169 380,511 74.4% 4,960,534
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-025 132-280 132-056
R3 132-235 132-170 132-025
R2 132-125 132-125 132-015
R1 132-060 132-060 132-005 132-038
PP 132-015 132-015 132-015 132-004
S1 131-270 131-270 131-305 131-248
S2 131-225 131-225 131-295
S3 131-115 131-160 131-285
S4 131-005 131-050 131-254
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
5 132-110 131-100 1-010 0.8% 0-157 0.4% 65% False False 1,001,543
10 132-110 131-025 1-085 1.0% 0-164 0.4% 72% False False 1,115,573
20 132-110 130-000 2-110 1.8% 0-162 0.4% 85% False False 1,162,210
40 132-110 129-190 2-240 2.1% 0-156 0.4% 87% False False 770,998
60 132-110 129-190 2-240 2.1% 0-136 0.3% 87% False False 516,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 133-228
2.618 133-048
1.618 132-258
1.000 132-190
0.618 132-148
HIGH 132-080
0.618 132-038
0.500 132-025
0.382 132-012
LOW 131-290
0.618 131-222
1.000 131-180
1.618 131-112
2.618 131-002
4.250 130-142
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 132-025 132-012
PP 132-015 132-007
S1 132-005 132-001

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

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