ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 132-220 131-315 -0-225 -0.5% 132-295
High 132-245 132-055 -0-190 -0.4% 132-315
Low 131-280 131-235 -0-045 -0.1% 131-280
Close 132-025 131-310 -0-035 -0.1% 132-025
Range 0-285 0-140 -0-145 -50.9% 1-035
ATR 0-146 0-146 0-000 -0.3% 0-000
Volume 1,911,587 1,314,286 -597,301 -31.2% 5,889,382
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 133-087 133-018 132-067
R3 132-267 132-198 132-028
R2 132-127 132-127 132-016
R1 132-058 132-058 132-003 132-022
PP 131-307 131-307 131-307 131-289
S1 131-238 131-238 131-297 131-202
S2 131-167 131-167 131-284
S3 131-027 131-098 131-272
S4 130-207 130-278 131-233
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 135-205 134-310 132-220
R3 134-170 133-275 132-123
R2 133-135 133-135 132-090
R1 132-240 132-240 132-058 132-170
PP 132-100 132-100 132-100 132-065
S1 131-205 131-205 131-312 131-135
S2 131-065 131-065 131-280
S3 130-030 130-170 131-247
S4 128-315 129-135 131-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-315 131-235 1-080 0.9% 0-149 0.4% 19% False True 1,291,145
10 133-250 131-235 2-015 1.6% 0-154 0.4% 11% False True 1,201,113
20 133-250 131-235 2-015 1.6% 0-136 0.3% 11% False True 1,101,554
40 133-250 131-025 2-225 2.0% 0-150 0.4% 33% False False 1,143,532
60 133-250 130-000 3-250 2.9% 0-151 0.4% 52% False False 1,065,103
80 133-250 129-190 4-060 3.2% 0-150 0.4% 57% False False 802,184
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-010
2.618 133-102
1.618 132-282
1.000 132-195
0.618 132-142
HIGH 132-055
0.618 132-002
0.500 131-305
0.382 131-288
LOW 131-235
0.618 131-148
1.000 131-095
1.618 131-008
2.618 130-188
4.250 129-280
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 131-308 132-115
PP 131-307 132-073
S1 131-305 132-032

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

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