ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 132-215 132-240 0-025 0.1% 133-120
High 132-280 132-315 0-035 0.1% 133-250
Low 132-170 132-220 0-050 0.1% 132-245
Close 132-250 132-230 -0-020 0.0% 132-275
Range 0-110 0-095 -0-015 -13.6% 1-005
ATR 0-139 0-136 -0-003 -2.3% 0-000
Volume 1,060,507 1,298,741 238,234 22.5% 5,505,809
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 133-220 133-160 132-282
R3 133-125 133-065 132-256
R2 133-030 133-030 132-247
R1 132-290 132-290 132-239 132-272
PP 132-255 132-255 132-255 132-246
S1 132-195 132-195 132-221 132-178
S2 132-160 132-160 132-213
S3 132-065 132-100 132-204
S4 131-290 132-005 132-178
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
5 133-230 132-170 1-060 0.9% 0-144 0.3% 16% False False 1,158,619
10 133-250 132-170 1-080 0.9% 0-131 0.3% 15% False False 1,032,207
20 133-250 132-165 1-085 1.0% 0-130 0.3% 16% False False 1,056,342
40 133-250 130-035 3-215 2.8% 0-147 0.3% 71% False False 1,126,024
60 133-250 129-280 3-290 2.9% 0-149 0.4% 73% False False 1,012,249
80 133-250 129-190 4-060 3.2% 0-145 0.3% 75% False False 761,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-079
2.618 133-244
1.618 133-149
1.000 133-090
0.618 133-054
HIGH 132-315
0.618 132-279
0.500 132-268
0.382 132-256
LOW 132-220
0.618 132-161
1.000 132-125
1.618 132-066
2.618 131-291
4.250 131-136
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 132-268 132-242
PP 132-255 132-238
S1 132-242 132-234

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

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