ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 132-145 132-260 0-115 0.3% 131-235
High 132-280 133-115 0-155 0.4% 133-115
Low 132-105 132-205 0-100 0.2% 131-235
Close 132-270 133-050 0-100 0.2% 133-050
Range 0-175 0-230 0-055 31.4% 1-200
ATR 0-165 0-170 0-005 2.8% 0-000
Volume 1,620,438 1,580,756 -39,682 -2.4% 5,920,016
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 135-067 134-288 133-176
R3 134-157 134-058 133-113
R2 133-247 133-247 133-092
R1 133-148 133-148 133-071 133-198
PP 133-017 133-017 133-017 133-041
S1 132-238 132-238 133-029 132-288
S2 132-107 132-107 133-008
S3 131-197 132-008 132-307
S4 130-287 131-098 132-244
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
5 133-115 131-235 1-200 1.2% 0-181 0.4% 88% True False 1,184,003
10 133-115 131-030 2-085 1.7% 0-176 0.4% 91% True False 1,189,066
20 133-115 130-000 3-115 2.5% 0-171 0.4% 94% True False 1,220,631
40 133-115 129-280 3-155 2.6% 0-157 0.4% 94% True False 882,504
60 133-115 129-190 3-245 2.8% 0-145 0.3% 95% True False 591,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-132
2.618 135-077
1.618 134-167
1.000 134-025
0.618 133-257
HIGH 133-115
0.618 133-027
0.500 133-000
0.382 132-293
LOW 132-205
0.618 132-063
1.000 131-295
1.618 131-153
2.618 130-243
4.250 129-188
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 133-033 132-310
PP 133-017 132-250
S1 133-000 132-190

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

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