ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 132-260 132-135 -0-125 -0.3% 131-235
High 132-275 132-210 -0-065 -0.2% 133-115
Low 132-110 132-105 -0-005 0.0% 131-235
Close 132-135 132-175 0-040 0.1% 133-050
Range 0-165 0-105 -0-060 -36.4% 1-200
ATR 0-164 0-159 -0-004 -2.6% 0-000
Volume 1,279,043 1,069,875 -209,168 -16.4% 5,920,016
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-158 133-112 132-233
R3 133-053 133-007 132-204
R2 132-268 132-268 132-194
R1 132-222 132-222 132-185 132-245
PP 132-163 132-163 132-163 132-175
S1 132-117 132-117 132-165 132-140
S2 132-058 132-058 132-156
S3 131-273 132-012 132-146
S4 131-168 131-227 132-117
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
5 133-115 132-105 1-010 0.8% 0-150 0.4% 21% False True 1,189,573
10 133-115 131-235 1-200 1.2% 0-157 0.4% 50% False False 1,140,666
20 133-115 130-035 3-080 2.5% 0-165 0.4% 75% False False 1,195,705
40 133-115 129-280 3-155 2.6% 0-159 0.4% 77% False False 990,202
60 133-115 129-190 3-245 2.8% 0-150 0.4% 78% False False 663,843
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-016
2.618 133-165
1.618 133-060
1.000 132-315
0.618 132-275
HIGH 132-210
0.618 132-170
0.500 132-158
0.382 132-145
LOW 132-105
0.618 132-040
1.000 132-000
1.618 131-255
2.618 131-150
4.250 130-299
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 132-169 132-215
PP 132-163 132-202
S1 132-158 132-188

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

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