ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 132-290 133-030 0-060 0.1% 133-020
High 133-095 133-075 -0-020 0.0% 133-055
Low 132-265 132-300 0-035 0.1% 132-105
Close 133-020 133-045 0-025 0.1% 132-315
Range 0-150 0-095 -0-055 -36.7% 0-270
ATR 0-157 0-152 -0-004 -2.8% 0-000
Volume 1,223,430 1,150,376 -73,054 -6.0% 5,422,121
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-318 133-277 133-097
R3 133-223 133-182 133-071
R2 133-128 133-128 133-062
R1 133-087 133-087 133-054 133-108
PP 133-033 133-033 133-033 133-044
S1 132-312 132-312 133-036 133-012
S2 132-258 132-258 133-028
S3 132-163 132-217 133-019
S4 132-068 132-122 132-313
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
5 133-095 132-165 0-250 0.6% 0-138 0.3% 80% False False 1,140,829
10 133-115 132-105 1-010 0.8% 0-144 0.3% 79% False False 1,165,201
20 133-115 131-030 2-085 1.7% 0-154 0.4% 90% False False 1,154,090
40 133-115 130-000 3-115 2.5% 0-159 0.4% 93% False False 1,129,690
60 133-115 129-190 3-245 2.8% 0-154 0.4% 94% False False 758,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 134-159
2.618 134-004
1.618 133-229
1.000 133-170
0.618 133-134
HIGH 133-075
0.618 133-039
0.500 133-028
0.382 133-016
LOW 132-300
0.618 132-241
1.000 132-205
1.618 132-146
2.618 132-051
4.250 131-216
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 133-039 133-035
PP 133-033 133-025
S1 133-028 133-015

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

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