ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 133-115 133-200 0-085 0.2% 132-305
High 133-250 133-230 -0-020 0.0% 133-180
Low 133-090 133-130 0-040 0.1% 132-245
Close 133-195 133-205 0-010 0.0% 133-140
Range 0-160 0-100 -0-060 -37.5% 0-255
ATR 0-137 0-134 -0-003 -1.9% 0-000
Volume 792,192 1,041,902 249,710 31.5% 5,060,374
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 134-168 134-127 133-260
R3 134-068 134-027 133-232
R2 133-288 133-288 133-223
R1 133-247 133-247 133-214 133-268
PP 133-188 133-188 133-188 133-199
S1 133-147 133-147 133-196 133-168
S2 133-088 133-088 133-187
S3 132-308 133-047 133-178
S4 132-208 132-267 133-150
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
5 133-250 133-015 0-235 0.5% 0-118 0.3% 81% False False 905,795
10 133-250 132-245 1-005 0.8% 0-118 0.3% 86% False False 962,961
20 133-250 132-105 1-145 1.1% 0-131 0.3% 90% False False 1,064,081
40 133-250 130-000 3-250 2.8% 0-151 0.4% 96% False False 1,136,965
60 133-250 129-280 3-290 2.9% 0-147 0.3% 96% False False 917,067
80 133-250 129-190 4-060 3.1% 0-139 0.3% 97% False False 689,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-015
2.618 134-172
1.618 134-072
1.000 134-010
0.618 133-292
HIGH 133-230
0.618 133-192
0.500 133-180
0.382 133-168
LOW 133-130
0.618 133-068
1.000 133-030
1.618 132-288
2.618 132-188
4.250 132-025
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 133-197 133-193
PP 133-188 133-182
S1 133-180 133-170

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

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