ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 133-020 132-245 -0-095 -0.2% 131-235
High 133-055 133-005 -0-050 -0.1% 133-115
Low 132-235 132-215 -0-020 0.0% 131-235
Close 132-275 132-260 -0-015 0.0% 133-050
Range 0-140 0-110 -0-030 -21.4% 1-200
ATR 0-168 0-164 -0-004 -2.5% 0-000
Volume 1,005,707 1,012,488 6,781 0.7% 5,920,016
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-277 133-218 133-000
R3 133-167 133-108 132-290
R2 133-057 133-057 132-280
R1 132-318 132-318 132-270 133-028
PP 132-267 132-267 132-267 132-281
S1 132-208 132-208 132-250 132-238
S2 132-157 132-157 132-240
S3 132-047 132-098 132-230
S4 131-257 131-308 132-200
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% 64% False False 1,306,876
10 133-115 131-100 2-015 1.5% 0-166 0.4% 73% False False 1,154,209
20 133-115 130-015 3-100 2.5% 0-167 0.4% 83% False False 1,188,706
40 133-115 129-280 3-155 2.6% 0-156 0.4% 84% False False 932,266
60 133-115 129-190 3-245 2.8% 0-149 0.3% 85% False False 624,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-152
2.618 133-293
1.618 133-183
1.000 133-115
0.618 133-073
HIGH 133-005
0.618 132-283
0.500 132-270
0.382 132-257
LOW 132-215
0.618 132-147
1.000 132-105
1.618 132-037
2.618 131-247
4.250 131-068
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 132-270 133-000
PP 132-267 132-300
S1 132-263 132-280

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

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