ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 132-135 132-175 0-040 0.1% 133-020
High 132-210 133-010 0-120 0.3% 133-055
Low 132-105 132-165 0-060 0.1% 132-105
Close 132-175 132-315 0-140 0.3% 132-315
Range 0-105 0-165 0-060 57.1% 0-270
ATR 0-159 0-160 0-000 0.2% 0-000
Volume 1,069,875 1,055,008 -14,867 -1.4% 5,422,121
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-125 134-065 133-086
R3 133-280 133-220 133-040
R2 133-115 133-115 133-025
R1 133-055 133-055 133-010 133-085
PP 132-270 132-270 132-270 132-285
S1 132-210 132-210 132-300 132-240
S2 132-105 132-105 132-285
S3 131-260 132-045 132-270
S4 131-095 131-200 132-224
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
5 133-055 132-105 0-270 0.6% 0-137 0.3% 78% False False 1,084,424
10 133-115 131-235 1-200 1.2% 0-159 0.4% 77% False False 1,134,213
20 133-115 130-125 2-310 2.2% 0-166 0.4% 87% False False 1,184,156
40 133-115 129-290 3-145 2.6% 0-160 0.4% 89% False False 1,016,112
60 133-115 129-190 3-245 2.8% 0-152 0.4% 90% False False 681,350
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-071
2.618 134-122
1.618 133-277
1.000 133-175
0.618 133-112
HIGH 133-010
0.618 132-267
0.500 132-248
0.382 132-228
LOW 132-165
0.618 132-063
1.000 132-000
1.618 131-218
2.618 131-053
4.250 130-104
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 132-292 132-282
PP 132-270 132-250
S1 132-248 132-218

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

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