ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 133-200 133-210 0-010 0.0% 133-120
High 133-230 133-230 0-000 0.0% 133-250
Low 133-130 132-245 -0-205 -0.5% 132-245
Close 133-205 132-275 -0-250 -0.6% 132-275
Range 0-100 0-305 0-205 205.0% 1-005
ATR 0-134 0-147 0-012 9.1% 0-000
Volume 1,041,902 1,815,301 773,399 74.2% 5,505,809
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 135-312 135-118 133-123
R3 135-007 134-133 133-039
R2 134-022 134-022 133-011
R1 133-148 133-148 132-303 133-092
PP 133-037 133-037 133-037 133-009
S1 132-163 132-163 132-247 132-108
S2 132-052 132-052 132-219
S3 131-067 131-178 132-191
S4 130-082 130-193 132-107
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 136-058 135-172 133-134
R3 135-053 134-167 133-044
R2 134-048 134-048 133-015
R1 133-162 133-162 132-305 133-102
PP 133-043 133-043 133-043 133-014
S1 132-157 132-157 132-245 132-098
S2 132-038 132-038 132-215
S3 131-033 131-152 132-186
S4 130-028 130-147 132-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-250 132-245 1-005 0.8% 0-152 0.4% 9% False True 1,101,161
10 133-250 132-245 1-005 0.8% 0-142 0.3% 9% False True 1,056,618
20 133-250 132-105 1-145 1.1% 0-135 0.3% 37% False False 1,075,808
40 133-250 130-000 3-250 2.8% 0-153 0.4% 76% False False 1,148,219
60 133-250 129-280 3-290 2.9% 0-150 0.4% 76% False False 946,939
80 133-250 129-190 4-060 3.2% 0-143 0.3% 78% False False 712,510
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 0-029
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 137-246
2.618 136-068
1.618 135-083
1.000 134-215
0.618 134-098
HIGH 133-230
0.618 133-113
0.500 133-078
0.382 133-042
LOW 132-245
0.618 132-057
1.000 131-260
1.618 131-072
2.618 130-087
4.250 128-229
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 133-078 133-088
PP 133-037 133-043
S1 132-316 132-319

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

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