ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 133-035 132-305 -0-050 -0.1% 133-000
High 133-040 133-080 0-040 0.1% 133-095
Low 132-290 132-245 -0-045 -0.1% 132-255
Close 133-000 133-030 0-030 0.1% 133-000
Range 0-070 0-155 0-085 121.4% 0-160
ATR 0-147 0-147 0-001 0.4% 0-000
Volume 878,731 916,075 37,344 4.2% 5,527,872
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-157 134-088 133-115
R3 134-002 133-253 133-073
R2 133-167 133-167 133-058
R1 133-098 133-098 133-044 133-132
PP 133-012 133-012 133-012 133-029
S1 132-263 132-263 133-016 132-298
S2 132-177 132-177 133-002
S3 132-022 132-108 132-307
S4 131-187 131-273 132-265
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-170 134-085 133-088
R3 134-010 133-245 133-044
R2 133-170 133-170 133-029
R1 133-085 133-085 133-015 133-080
PP 133-010 133-010 133-010 133-008
S1 132-245 132-245 132-305 132-240
S2 132-170 132-170 132-291
S3 132-010 132-085 132-276
S4 131-170 131-245 132-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-095 132-245 0-170 0.4% 0-124 0.3% 62% False True 1,035,464
10 133-095 132-105 0-310 0.7% 0-130 0.3% 79% False False 1,086,036
20 133-115 131-030 2-085 1.7% 0-153 0.4% 88% False False 1,137,330
40 133-115 130-000 3-115 2.5% 0-158 0.4% 92% False False 1,159,761
60 133-115 129-190 3-245 2.8% 0-155 0.4% 93% False False 788,430
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-099
2.618 134-166
1.618 134-011
1.000 133-235
0.618 133-176
HIGH 133-080
0.618 133-021
0.500 133-002
0.382 132-304
LOW 132-245
0.618 132-149
1.000 132-090
1.618 131-314
2.618 131-159
4.250 130-226
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 133-021 133-021
PP 133-012 133-012
S1 133-002 133-002

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

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