ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 132-305 133-030 0-045 0.1% 133-000
High 133-080 133-180 0-100 0.2% 133-095
Low 132-245 133-000 0-075 0.2% 132-255
Close 133-030 133-025 -0-005 0.0% 133-000
Range 0-155 0-180 0-025 16.1% 0-160
ATR 0-147 0-150 0-002 1.6% 0-000
Volume 916,075 1,431,798 515,723 56.3% 5,527,872
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-288 134-177 133-124
R3 134-108 133-317 133-074
R2 133-248 133-248 133-058
R1 133-137 133-137 133-042 133-102
PP 133-068 133-068 133-068 133-051
S1 132-277 132-277 133-008 132-242
S2 132-208 132-208 132-312
S3 132-028 132-097 132-296
S4 131-168 131-237 132-246
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
5 133-180 132-245 0-255 0.6% 0-130 0.3% 39% True False 1,120,082
10 133-180 132-105 1-075 0.9% 0-136 0.3% 61% True False 1,127,967
20 133-180 131-100 2-080 1.7% 0-152 0.4% 78% True False 1,141,088
40 133-180 130-000 3-180 2.7% 0-153 0.4% 86% True False 1,175,906
60 133-180 129-190 3-310 3.0% 0-154 0.4% 88% True False 812,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 135-305
2.618 135-011
1.618 134-151
1.000 134-040
0.618 133-291
HIGH 133-180
0.618 133-111
0.500 133-090
0.382 133-069
LOW 133-000
0.618 132-209
1.000 132-140
1.618 132-029
2.618 131-169
4.250 130-195
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 133-090 133-052
PP 133-068 133-043
S1 133-047 133-034

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

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