ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 131-285 131-260 -0-025 -0.1% 131-315
High 132-035 132-030 -0-005 0.0% 132-170
Low 131-205 131-165 -0-040 -0.1% 131-160
Close 131-260 131-290 0-030 0.1% 131-275
Range 0-150 0-185 0-035 23.3% 1-010
ATR 0-164 0-165 0-002 0.9% 0-000
Volume 1,190,631 1,662,154 471,523 39.6% 7,627,510
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 133-183 133-102 132-072
R3 132-318 132-237 132-021
R2 132-133 132-133 132-004
R1 132-052 132-052 131-307 132-092
PP 131-268 131-268 131-268 131-289
S1 131-187 131-187 131-273 131-228
S2 131-083 131-083 131-256
S3 130-218 131-002 131-239
S4 130-033 130-137 131-188
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% 0-201 0.5% 39% False False 1,533,108
10 132-315 131-160 1-155 1.1% 0-184 0.4% 27% False False 1,475,113
20 133-250 131-160 2-090 1.7% 0-156 0.4% 18% False False 1,229,399
40 133-250 131-100 2-150 1.9% 0-154 0.4% 24% False False 1,185,243
60 133-250 130-000 3-250 2.9% 0-154 0.4% 50% False False 1,193,737
80 133-250 129-190 4-060 3.2% 0-154 0.4% 55% False False 916,434
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-176
2.618 133-194
1.618 133-009
1.000 132-215
0.618 132-144
HIGH 132-030
0.618 131-279
0.500 131-258
0.382 131-236
LOW 131-165
0.618 131-051
1.000 130-300
1.618 130-186
2.618 130-001
4.250 129-019
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 131-279 132-008
PP 131-268 131-315
S1 131-258 131-302

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

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