ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 132-000 132-145 0-145 0.3% 131-145
High 132-170 132-280 0-110 0.3% 132-110
Low 131-265 132-105 0-160 0.4% 131-030
Close 132-130 132-270 0-140 0.3% 131-315
Range 0-225 0-175 -0-050 -22.2% 1-080
ATR 0-164 0-165 0-001 0.5% 0-000
Volume 1,314,995 1,620,438 305,443 23.2% 4,960,534
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-103 134-042 133-046
R3 133-248 133-187 132-318
R2 133-073 133-073 132-302
R1 133-012 133-012 132-286 133-042
PP 132-218 132-218 132-218 132-234
S1 132-157 132-157 132-254 132-188
S2 132-043 132-043 132-238
S3 131-188 131-302 132-222
S4 131-013 131-127 132-174
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
5 132-280 131-235 1-045 0.9% 0-164 0.4% 97% True False 1,091,759
10 132-280 131-030 1-250 1.3% 0-165 0.4% 98% True False 1,142,978
20 132-280 130-000 2-280 2.2% 0-170 0.4% 99% True False 1,209,848
40 132-280 129-280 3-000 2.3% 0-154 0.4% 99% True False 843,561
60 132-280 129-190 3-090 2.5% 0-142 0.3% 99% True False 565,065
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-064
2.618 134-098
1.618 133-243
1.000 133-135
0.618 133-068
HIGH 132-280
0.618 132-213
0.500 132-192
0.382 132-172
LOW 132-105
0.618 131-317
1.000 131-250
1.618 131-142
2.618 130-287
4.250 130-001
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 132-244 132-218
PP 132-218 132-165
S1 132-192 132-112

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

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