ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 133-025 133-120 0-095 0.2% 132-305
High 133-150 133-175 0-025 0.1% 133-180
Low 133-015 133-110 0-095 0.2% 132-245
Close 133-140 133-145 0-005 0.0% 133-140
Range 0-135 0-065 -0-070 -51.9% 0-255
ATR 0-141 0-136 -0-005 -3.9% 0-000
Volume 838,469 698,342 -140,127 -16.7% 5,060,374
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-018 133-307 133-181
R3 133-273 133-242 133-163
R2 133-208 133-208 133-157
R1 133-177 133-177 133-151 133-192
PP 133-143 133-143 133-143 133-151
S1 133-112 133-112 133-139 133-128
S2 133-078 133-078 133-133
S3 133-013 133-047 133-127
S4 132-268 132-302 133-109
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 135-207 135-108 133-280
R3 134-272 134-173 133-210
R2 134-017 134-017 133-187
R1 133-238 133-238 133-163 133-288
PP 133-082 133-082 133-082 133-106
S1 132-303 132-303 133-117 133-032
S2 132-147 132-147 133-093
S3 131-212 132-048 133-070
S4 130-277 131-113 133-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-180 132-280 0-220 0.5% 0-113 0.3% 84% False False 968,528
10 133-180 132-245 0-255 0.6% 0-118 0.3% 86% False False 1,001,996
20 133-180 131-265 1-235 1.3% 0-137 0.3% 94% False False 1,105,853
40 133-180 130-000 3-180 2.7% 0-150 0.4% 97% False False 1,131,418
60 133-180 129-190 3-310 3.0% 0-152 0.4% 97% False False 867,909
80 133-180 129-190 3-310 3.0% 0-136 0.3% 97% False False 652,419
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 134-131
2.618 134-025
1.618 133-280
1.000 133-240
0.618 133-215
HIGH 133-175
0.618 133-150
0.500 133-142
0.382 133-135
LOW 133-110
0.618 133-070
1.000 133-045
1.618 133-005
2.618 132-260
4.250 132-154
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 133-144 133-120
PP 133-143 133-095
S1 133-142 133-070

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

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