ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 132-295 132-245 -0-050 -0.1% 133-120
High 132-300 132-285 -0-015 0.0% 133-250
Low 132-205 132-170 -0-035 -0.1% 132-245
Close 132-215 132-200 -0-015 0.0% 132-275
Range 0-095 0-115 0-020 21.1% 1-005
ATR 0-143 0-141 -0-002 -1.4% 0-000
Volume 747,942 870,605 122,663 16.4% 5,505,809
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 133-243 133-177 132-263
R3 133-128 133-062 132-232
R2 133-013 133-013 132-221
R1 132-267 132-267 132-211 132-242
PP 132-218 132-218 132-218 132-206
S1 132-152 132-152 132-189 132-128
S2 132-103 132-103 132-179
S3 131-308 132-037 132-168
S4 131-193 131-242 132-137
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
5 133-250 132-170 1-080 0.9% 0-155 0.4% 8% False True 1,053,588
10 133-250 132-170 1-080 0.9% 0-129 0.3% 8% False True 983,685
20 133-250 132-105 1-145 1.1% 0-133 0.3% 20% False False 1,055,826
40 133-250 130-015 3-235 2.8% 0-150 0.4% 69% False False 1,122,266
60 133-250 129-280 3-290 2.9% 0-148 0.3% 70% False False 973,453
80 133-250 129-190 4-060 3.2% 0-145 0.3% 72% False False 732,583
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-134
2.618 133-266
1.618 133-151
1.000 133-080
0.618 133-036
HIGH 132-285
0.618 132-241
0.500 132-228
0.382 132-214
LOW 132-170
0.618 132-099
1.000 132-055
1.618 131-304
2.618 131-189
4.250 131-001
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 132-228 133-040
PP 132-218 132-307
S1 132-209 132-253

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

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