ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 133-210 132-295 -0-235 -0.5% 133-120
High 133-230 132-300 -0-250 -0.6% 133-250
Low 132-245 132-205 -0-040 -0.1% 132-245
Close 132-275 132-215 -0-060 -0.1% 132-275
Range 0-305 0-095 -0-210 -68.9% 1-005
ATR 0-147 0-143 -0-004 -2.5% 0-000
Volume 1,815,301 747,942 -1,067,359 -58.8% 5,505,809
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 133-205 133-145 132-267
R3 133-110 133-050 132-241
R2 133-015 133-015 132-232
R1 132-275 132-275 132-224 132-258
PP 132-240 132-240 132-240 132-231
S1 132-180 132-180 132-206 132-162
S2 132-145 132-145 132-198
S3 132-050 132-085 132-189
S4 131-275 131-310 132-163
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
5 133-250 132-205 1-045 0.9% 0-158 0.4% 3% False True 1,111,081
10 133-250 132-205 1-045 0.9% 0-136 0.3% 3% False True 1,039,805
20 133-250 132-105 1-145 1.1% 0-132 0.3% 24% False False 1,062,920
40 133-250 130-015 3-235 2.8% 0-150 0.4% 70% False False 1,119,227
60 133-250 129-280 3-290 2.9% 0-149 0.4% 72% False False 959,170
80 133-250 129-190 4-060 3.2% 0-143 0.3% 74% False False 721,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-064
2.618 133-229
1.618 133-134
1.000 133-075
0.618 133-039
HIGH 132-300
0.618 132-264
0.500 132-252
0.382 132-241
LOW 132-205
0.618 132-146
1.000 132-110
1.618 132-051
2.618 131-276
4.250 131-121
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 132-252 133-058
PP 132-240 133-003
S1 132-228 132-269

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

View Archives - Comment on this page... - Back to Index of Symbols