ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 133-000 133-065 0-065 0.2% 133-020
High 133-090 133-085 -0-005 0.0% 133-055
Low 132-280 132-255 -0-025 -0.1% 132-105
Close 133-015 132-305 -0-030 -0.1% 132-315
Range 0-130 0-150 0-020 15.4% 0-270
ATR 0-158 0-157 -0-001 -0.4% 0-000
Volume 1,266,624 1,008,711 -257,913 -20.4% 5,422,121
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-132 134-048 133-068
R3 133-302 133-218 133-026
R2 133-152 133-152 133-012
R1 133-068 133-068 132-319 133-035
PP 133-002 133-002 133-002 132-305
S1 132-238 132-238 132-291 132-205
S2 132-172 132-172 132-278
S3 132-022 132-088 132-264
S4 131-192 131-258 132-222
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% 0-143 0.3% 66% False False 1,135,852
10 133-115 131-265 1-170 1.2% 0-160 0.4% 73% False False 1,221,364
20 133-115 131-025 2-090 1.7% 0-162 0.4% 82% False False 1,168,469
40 133-115 130-000 3-115 2.5% 0-160 0.4% 88% False False 1,071,756
60 133-115 129-190 3-245 2.8% 0-154 0.4% 89% False False 719,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-082
2.618 134-158
1.618 134-008
1.000 133-235
0.618 133-178
HIGH 133-085
0.618 133-028
0.500 133-010
0.382 132-312
LOW 132-255
0.618 132-162
1.000 132-105
1.618 132-012
2.618 131-182
4.250 130-258
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 133-010 132-299
PP 133-002 132-293
S1 132-313 132-288

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

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