ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 133-120 133-135 0-015 0.0% 132-305
High 133-175 133-240 0-065 0.2% 133-180
Low 133-110 133-110 0-000 0.0% 132-245
Close 133-145 133-115 -0-030 -0.1% 133-140
Range 0-065 0-130 0-065 100.0% 0-255
ATR 0-136 0-135 0-000 -0.3% 0-000
Volume 698,342 1,158,072 459,730 65.8% 5,060,374
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-225 134-140 133-186
R3 134-095 134-010 133-151
R2 133-285 133-285 133-139
R1 133-200 133-200 133-127 133-178
PP 133-155 133-155 133-155 133-144
S1 133-070 133-070 133-103 133-048
S2 133-025 133-025 133-091
S3 132-215 132-260 133-079
S4 132-085 132-130 133-044
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 135-207 135-108 133-280
R3 134-272 134-173 133-210
R2 134-017 134-017 133-187
R1 133-238 133-238 133-163 133-288
PP 133-082 133-082 133-082 133-106
S1 132-303 132-303 133-117 133-032
S2 132-147 132-147 133-093
S3 131-212 132-048 133-070
S4 130-277 131-113 133-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-240 132-280 0-280 0.7% 0-103 0.2% 55% True False 913,783
10 133-240 132-245 0-315 0.7% 0-116 0.3% 60% True False 1,016,932
20 133-240 131-265 1-295 1.4% 0-138 0.3% 80% True False 1,119,148
40 133-240 130-000 3-240 2.8% 0-150 0.4% 90% True False 1,140,679
60 133-240 129-190 4-050 3.1% 0-150 0.4% 91% True False 887,048
80 133-240 129-190 4-050 3.1% 0-137 0.3% 91% True False 666,895
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
4.250 135-152
2.618 134-260
1.618 134-130
1.000 134-050
0.618 134-000
HIGH 133-240
0.618 133-190
0.500 133-175
0.382 133-160
LOW 133-110
0.618 133-030
1.000 132-300
1.618 132-220
2.618 132-090
4.250 131-198
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 133-175 133-128
PP 133-155 133-123
S1 133-135 133-119

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

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