ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 133-135 133-115 -0-020 0.0% 132-305
High 133-240 133-250 0-010 0.0% 133-180
Low 133-110 133-090 -0-020 0.0% 132-245
Close 133-115 133-195 0-080 0.2% 133-140
Range 0-130 0-160 0-030 23.1% 0-255
ATR 0-135 0-137 0-002 1.3% 0-000
Volume 1,158,072 792,192 -365,880 -31.6% 5,060,374
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 135-018 134-267 133-283
R3 134-178 134-107 133-239
R2 134-018 134-018 133-224
R1 133-267 133-267 133-210 133-302
PP 133-178 133-178 133-178 133-196
S1 133-107 133-107 133-180 133-142
S2 133-018 133-018 133-166
S3 132-178 132-267 133-151
S4 132-018 132-107 133-107
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
5 133-250 132-285 0-285 0.7% 0-114 0.3% 81% True False 870,173
10 133-250 132-245 1-005 0.8% 0-118 0.3% 83% True False 973,808
20 133-250 132-105 1-145 1.1% 0-135 0.3% 88% True False 1,093,008
40 133-250 130-000 3-250 2.8% 0-152 0.4% 95% True False 1,137,280
60 133-250 129-280 3-290 2.9% 0-147 0.3% 96% True False 900,077
80 133-250 129-190 4-060 3.1% 0-138 0.3% 96% True False 676,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-290
2.618 135-029
1.618 134-189
1.000 134-090
0.618 134-029
HIGH 133-250
0.618 133-189
0.500 133-170
0.382 133-151
LOW 133-090
0.618 132-311
1.000 132-250
1.618 132-151
2.618 131-311
4.250 131-050
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 133-187 133-187
PP 133-178 133-178
S1 133-170 133-170

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

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