ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 131-185 131-280 0-095 0.2% 132-295
High 132-010 132-170 0-160 0.4% 132-315
Low 131-160 131-230 0-070 0.2% 131-280
Close 131-270 132-150 0-200 0.5% 132-025
Range 0-170 0-260 0-090 52.9% 1-035
ATR 0-152 0-159 0-008 5.1% 0-000
Volume 1,614,634 1,713,148 98,514 6.1% 5,889,382
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 134-217 134-123 132-293
R3 133-277 133-183 132-222
R2 133-017 133-017 132-198
R1 132-243 132-243 132-174 132-290
PP 132-077 132-077 132-077 132-100
S1 131-303 131-303 132-126 132-030
S2 131-137 131-137 132-102
S3 130-197 131-043 132-078
S4 129-257 130-103 132-007
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
5 132-245 131-160 1-085 1.0% 0-212 0.5% 77% False False 1,610,824
10 133-230 131-160 2-070 1.7% 0-178 0.4% 44% False False 1,384,722
20 133-250 131-160 2-090 1.7% 0-148 0.3% 42% False False 1,173,841
40 133-250 131-030 2-220 2.0% 0-151 0.4% 51% False False 1,163,965
60 133-250 130-000 3-250 2.9% 0-156 0.4% 65% False False 1,144,407
80 133-250 129-190 4-060 3.2% 0-153 0.4% 69% False False 862,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-315
2.618 134-211
1.618 133-271
1.000 133-110
0.618 133-011
HIGH 132-170
0.618 132-071
0.500 132-040
0.382 132-009
LOW 131-230
0.618 131-069
1.000 130-290
1.618 130-129
2.618 129-189
4.250 128-085
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 132-113 132-102
PP 132-077 132-053
S1 132-040 132-005

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

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