ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 132-095 131-285 -0-130 -0.3% 131-315
High 132-170 132-035 -0-135 -0.3% 132-170
Low 131-250 131-205 -0-045 -0.1% 131-160
Close 131-275 131-260 -0-015 0.0% 131-275
Range 0-240 0-150 -0-090 -37.5% 1-010
ATR 0-165 0-164 -0-001 -0.7% 0-000
Volume 1,484,973 1,190,631 -294,342 -19.8% 7,627,510
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 133-083 133-002 132-022
R3 132-253 132-172 131-301
R2 132-103 132-103 131-288
R1 132-022 132-022 131-274 131-308
PP 131-273 131-273 131-273 131-256
S1 131-192 131-192 131-246 131-158
S2 131-123 131-123 131-232
S3 130-293 131-042 131-219
S4 130-143 130-212 131-178
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% 0-205 0.5% 30% False False 1,500,771
10 132-315 131-160 1-155 1.1% 0-177 0.4% 21% False False 1,395,958
20 133-250 131-160 2-090 1.7% 0-156 0.4% 14% False False 1,217,881
40 133-250 131-030 2-220 2.0% 0-155 0.4% 27% False False 1,177,606
60 133-250 130-000 3-250 2.9% 0-157 0.4% 48% False False 1,179,134
80 133-250 129-190 4-060 3.2% 0-155 0.4% 53% False False 895,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-046
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-032
2.618 133-108
1.618 132-278
1.000 132-185
0.618 132-128
HIGH 132-035
0.618 131-298
0.500 131-280
0.382 131-262
LOW 131-205
0.618 131-112
1.000 131-055
1.618 130-282
2.618 130-132
4.250 129-208
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 131-280 132-028
PP 131-273 131-318
S1 131-267 131-289

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

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