ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 131-230 131-300 0-070 0.2% 131-000
High 132-010 132-150 0-140 0.3% 132-150
Low 131-230 131-300 0-070 0.2% 131-000
Close 132-010 132-120 0-110 0.3% 132-120
Range 0-100 0-170 0-070 70.0% 1-150
ATR
Volume 1,745 2,441 696 39.9% 4,447
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-273 133-207 132-214
R3 133-103 133-037 132-167
R2 132-253 132-253 132-151
R1 132-187 132-187 132-136 132-220
PP 132-083 132-083 132-083 132-100
S1 132-017 132-017 132-104 132-050
S2 131-233 131-233 132-089
S3 131-063 131-167 132-073
S4 130-213 130-317 132-026
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 136-113 135-267 133-058
R3 134-283 134-117 132-249
R2 133-133 133-133 132-206
R1 132-287 132-287 132-163 133-050
PP 131-303 131-303 131-303 132-025
S1 131-137 131-137 132-077 131-220
S2 130-153 130-153 132-034
S3 129-003 129-307 131-311
S4 127-173 128-157 131-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-150 131-000 1-150 1.1% 0-098 0.2% 94% True False 889
10 132-150 130-200 1-270 1.4% 0-053 0.1% 95% True False 471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 134-232
2.618 133-275
1.618 133-105
1.000 133-000
0.618 132-255
HIGH 132-150
0.618 132-085
0.500 132-065
0.382 132-045
LOW 131-300
0.618 131-195
1.000 131-130
1.618 131-025
2.618 130-175
4.250 129-218
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 132-102 132-067
PP 132-083 132-013
S1 132-065 131-280

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

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