ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 131-315 131-315 0-000 0.0% 132-295
High 132-055 132-050 -0-005 0.0% 132-315
Low 131-235 131-165 -0-070 -0.2% 131-280
Close 131-310 131-230 -0-080 -0.2% 132-025
Range 0-140 0-205 0-065 46.4% 1-035
ATR 0-146 0-150 0-004 2.9% 0-000
Volume 1,314,286 1,500,469 186,183 14.2% 5,889,382
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 133-230 133-115 132-023
R3 133-025 132-230 131-286
R2 132-140 132-140 131-268
R1 132-025 132-025 131-249 131-300
PP 131-255 131-255 131-255 131-232
S1 131-140 131-140 131-211 131-095
S2 131-050 131-050 131-192
S3 130-165 130-255 131-174
S4 129-280 130-050 131-117
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
5 132-315 131-165 1-150 1.1% 0-167 0.4% 14% False True 1,417,118
10 133-250 131-165 2-085 1.7% 0-161 0.4% 9% False True 1,235,353
20 133-250 131-165 2-085 1.7% 0-139 0.3% 9% False True 1,126,142
40 133-250 131-025 2-225 2.1% 0-150 0.4% 24% False False 1,147,306
60 133-250 130-000 3-250 2.9% 0-153 0.4% 45% False False 1,089,885
80 133-250 129-190 4-060 3.2% 0-150 0.4% 51% False False 820,916
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-281
2.618 133-267
1.618 133-062
1.000 132-255
0.618 132-177
HIGH 132-050
0.618 131-292
0.500 131-268
0.382 131-243
LOW 131-165
0.618 131-038
1.000 130-280
1.618 130-153
2.618 129-268
4.250 128-254
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 131-268 132-045
PP 131-255 132-000
S1 131-242 131-275

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

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