ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 132-175 133-000 0-145 0.3% 133-020
High 133-010 133-090 0-080 0.2% 133-055
Low 132-165 132-280 0-115 0.3% 132-105
Close 132-315 133-015 0-020 0.0% 132-315
Range 0-165 0-130 -0-035 -21.2% 0-270
ATR 0-160 0-158 -0-002 -1.3% 0-000
Volume 1,055,008 1,266,624 211,616 20.1% 5,422,121
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-092 134-023 133-086
R3 133-282 133-213 133-051
R2 133-152 133-152 133-039
R1 133-083 133-083 133-027 133-118
PP 133-022 133-022 133-022 133-039
S1 132-273 132-273 133-003 132-308
S2 132-212 132-212 132-311
S3 132-082 132-143 132-299
S4 131-272 132-013 132-264
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 135-115 135-005 133-144
R3 134-165 134-055 133-069
R2 133-215 133-215 133-044
R1 133-105 133-105 133-020 133-025
PP 132-265 132-265 132-265 132-225
S1 132-155 132-155 132-290 132-075
S2 131-315 131-315 132-266
S3 131-045 131-205 132-241
S4 130-095 130-255 132-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-090 132-105 0-305 0.7% 0-135 0.3% 75% True False 1,136,607
10 133-115 131-265 1-170 1.2% 0-156 0.4% 80% False False 1,209,710
20 133-115 131-025 2-090 1.7% 0-163 0.4% 86% False False 1,185,510
40 133-115 130-000 3-115 2.5% 0-159 0.4% 91% False False 1,046,878
60 133-115 129-190 3-245 2.8% 0-154 0.4% 92% False False 702,394
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-002
2.618 134-110
1.618 133-300
1.000 133-220
0.618 133-170
HIGH 133-090
0.618 133-040
0.500 133-025
0.382 133-010
LOW 132-280
0.618 132-200
1.000 132-150
1.618 132-070
2.618 131-260
4.250 131-048
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 133-025 132-309
PP 133-022 132-283
S1 133-018 132-258

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

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