ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 132-220 132-230 0-010 0.0% 132-090
High 132-290 133-000 0-030 0.1% 132-220
Low 132-190 132-230 0-040 0.1% 132-050
Close 132-190 132-270 0-080 0.2% 132-210
Range 0-100 0-090 -0-010 -10.0% 0-170
ATR 0-086 0-089 0-003 3.7% 0-000
Volume 2,399 8,124 5,725 238.6% 29,247
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 133-223 133-177 133-000
R3 133-133 133-087 132-295
R2 133-043 133-043 132-286
R1 132-317 132-317 132-278 133-020
PP 132-273 132-273 132-273 132-285
S1 132-227 132-227 132-262 132-250
S2 132-183 132-183 132-254
S3 132-093 132-137 132-245
S4 132-003 132-047 132-220
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 134-030 133-290 132-304
R3 133-180 133-120 132-257
R2 133-010 133-010 132-241
R1 132-270 132-270 132-226 132-300
PP 132-160 132-160 132-160 132-175
S1 132-100 132-100 132-194 132-130
S2 131-310 131-310 132-179
S3 131-140 131-250 132-163
S4 130-290 131-080 132-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-000 132-050 0-270 0.6% 0-082 0.2% 81% True False 4,715
10 133-000 132-050 0-270 0.6% 0-065 0.2% 81% True False 6,021
20 133-000 131-200 1-120 1.0% 0-080 0.2% 89% True False 3,596
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-062
2.618 133-236
1.618 133-146
1.000 133-090
0.618 133-056
HIGH 133-000
0.618 132-286
0.500 132-275
0.382 132-264
LOW 132-230
0.618 132-174
1.000 132-140
1.618 132-084
2.618 131-314
4.250 131-168
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 132-275 132-265
PP 132-273 132-260
S1 132-272 132-255

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

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