ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 132-060 132-000 -0-060 -0.1% 131-145
High 132-080 132-170 0-090 0.2% 132-110
Low 131-290 131-265 -0-025 -0.1% 131-030
Close 131-315 132-130 0-135 0.3% 131-315
Range 0-110 0-225 0-115 104.5% 1-080
ATR 0-160 0-164 0-005 2.9% 0-000
Volume 892,169 1,314,995 422,826 47.4% 4,960,534
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-117 134-028 132-254
R3 133-212 133-123 132-192
R2 132-307 132-307 132-171
R1 132-218 132-218 132-151 132-262
PP 132-082 132-082 132-082 132-104
S1 131-313 131-313 132-109 132-038
S2 131-177 131-177 132-089
S3 130-272 131-088 132-068
S4 130-047 130-183 132-006
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
5 132-170 131-190 0-300 0.7% 0-175 0.4% 87% True False 1,039,969
10 132-170 131-030 1-140 1.1% 0-166 0.4% 91% True False 1,089,630
20 132-170 130-000 2-170 1.9% 0-168 0.4% 95% True False 1,181,552
40 132-170 129-280 2-210 2.0% 0-154 0.4% 95% True False 803,611
60 132-170 129-190 2-300 2.2% 0-139 0.3% 96% True False 538,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-166
2.618 134-119
1.618 133-214
1.000 133-075
0.618 132-309
HIGH 132-170
0.618 132-084
0.500 132-058
0.382 132-031
LOW 131-265
0.618 131-126
1.000 131-040
1.618 130-221
2.618 129-316
4.250 128-269
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 132-106 132-101
PP 132-082 132-072
S1 132-058 132-042

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

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