ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 132-260 133-020 0-080 0.2% 131-235
High 133-115 133-055 -0-060 -0.1% 133-115
Low 132-205 132-235 0-030 0.1% 131-235
Close 133-050 132-275 -0-095 -0.2% 133-050
Range 0-230 0-140 -0-090 -39.1% 1-200
ATR 0-170 0-168 -0-002 -1.3% 0-000
Volume 1,580,756 1,005,707 -575,049 -36.4% 5,920,016
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-075 133-315 133-032
R3 133-255 133-175 132-314
R2 133-115 133-115 132-301
R1 133-035 133-035 132-288 133-005
PP 132-295 132-295 132-295 132-280
S1 132-215 132-215 132-262 132-185
S2 132-155 132-155 132-249
S3 132-015 132-075 132-236
S4 131-195 131-255 132-198
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 137-200 137-005 134-016
R3 136-000 135-125 133-193
R2 134-120 134-120 133-145
R1 133-245 133-245 133-098 134-022
PP 132-240 132-240 132-240 132-289
S1 132-045 132-045 133-002 132-142
S2 131-040 131-040 132-275
S3 129-160 130-165 132-227
S4 127-280 128-285 132-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-115 131-265 1-170 1.2% 0-176 0.4% 67% False False 1,282,813
10 133-115 131-030 2-085 1.7% 0-176 0.4% 78% False False 1,188,625
20 133-115 130-015 3-100 2.5% 0-166 0.4% 85% False False 1,175,533
40 133-115 129-280 3-155 2.6% 0-157 0.4% 86% False False 907,294
60 133-115 129-190 3-245 2.8% 0-147 0.3% 87% False False 608,093
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-010
2.618 134-102
1.618 133-282
1.000 133-195
0.618 133-142
HIGH 133-055
0.618 133-002
0.500 132-305
0.382 132-288
LOW 132-235
0.618 132-148
1.000 132-095
1.618 132-008
2.618 131-188
4.250 130-280
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 132-305 132-273
PP 132-295 132-272
S1 132-285 132-270

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

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