ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 132-180 132-060 -0-120 -0.3% 132-060
High 132-180 132-120 -0-060 -0.1% 132-160
Low 132-080 132-050 -0-030 -0.1% 132-030
Close 132-100 132-110 0-010 0.0% 132-070
Range 0-100 0-070 -0-030 -30.0% 0-130
ATR 0-087 0-086 -0-001 -1.4% 0-000
Volume 3,627 4,833 1,206 33.3% 20,558
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 132-303 132-277 132-148
R3 132-233 132-207 132-129
R2 132-163 132-163 132-123
R1 132-137 132-137 132-116 132-150
PP 132-093 132-093 132-093 132-100
S1 132-067 132-067 132-104 132-080
S2 132-023 132-023 132-097
S3 131-273 131-317 132-091
S4 131-203 131-247 132-072
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-157 133-083 132-142
R3 133-027 132-273 132-106
R2 132-217 132-217 132-094
R1 132-143 132-143 132-082 132-180
PP 132-087 132-087 132-087 132-105
S1 132-013 132-013 132-058 132-050
S2 131-277 131-277 132-046
S3 131-147 131-203 132-034
S4 131-017 131-073 131-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-180 132-050 0-130 0.3% 0-048 0.1% 46% False True 7,327
10 132-180 131-220 0-280 0.7% 0-067 0.2% 75% False False 4,132
20 132-180 131-000 1-180 1.2% 0-072 0.2% 86% False False 2,442
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 True
Bull Hook False
Stretch 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-098
2.618 132-303
1.618 132-233
1.000 132-190
0.618 132-163
HIGH 132-120
0.618 132-093
0.500 132-085
0.382 132-077
LOW 132-050
0.618 132-007
1.000 131-300
1.618 131-257
2.618 131-187
4.250 131-072
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 132-102 132-115
PP 132-093 132-113
S1 132-085 132-112

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

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