ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 131-280 132-095 0-135 0.3% 131-315
High 132-170 132-170 0-000 0.0% 132-170
Low 131-230 131-250 0-020 0.0% 131-160
Close 132-150 131-275 -0-195 -0.5% 131-275
Range 0-260 0-240 -0-020 -7.7% 1-010
ATR 0-159 0-165 0-006 3.6% 0-000
Volume 1,713,148 1,484,973 -228,175 -13.3% 7,627,510
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 134-098 133-267 132-087
R3 133-178 133-027 132-021
R2 132-258 132-258 131-319
R1 132-107 132-107 131-297 132-062
PP 132-018 132-018 132-018 131-316
S1 131-187 131-187 131-253 131-142
S2 131-098 131-098 131-231
S3 130-178 130-267 131-209
S4 129-258 130-027 131-143
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 135-018 134-157 132-136
R3 134-008 133-147 132-046
R2 132-318 132-318 132-016
R1 132-137 132-137 131-305 132-062
PP 131-308 131-308 131-308 131-271
S1 131-127 131-127 131-245 131-052
S2 130-298 130-298 131-214
S3 129-288 130-117 131-184
S4 128-278 129-107 131-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-160 1-010 0.8% 0-203 0.5% 35% True False 1,525,502
10 132-315 131-160 1-155 1.1% 0-172 0.4% 24% False False 1,351,689
20 133-250 131-160 2-090 1.7% 0-156 0.4% 16% False False 1,204,153
40 133-250 131-030 2-220 2.0% 0-154 0.4% 28% False False 1,173,093
60 133-250 130-000 3-250 2.9% 0-157 0.4% 49% False False 1,167,906
80 133-250 129-190 4-060 3.2% 0-155 0.4% 54% False False 880,915
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-230
2.618 134-158
1.618 133-238
1.000 133-090
0.618 132-318
HIGH 132-170
0.618 132-078
0.500 132-050
0.382 132-022
LOW 131-250
0.618 131-102
1.000 131-010
1.618 130-182
2.618 129-262
4.250 128-190
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 132-050 132-005
PP 132-018 131-308
S1 131-307 131-292

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

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