ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 131-040 130-220 -0-140 -0.3% 132-030
High 131-080 131-040 -0-040 -0.1% 132-050
Low 130-190 130-200 0-010 0.0% 131-020
Close 130-260 130-300 0-040 0.1% 131-070
Range 0-210 0-160 -0-050 -23.8% 1-030
ATR 0-122 0-124 0-003 2.2% 0-000
Volume 23,452 34,557 11,105 47.4% 59,356
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 132-127 132-053 131-068
R3 131-287 131-213 131-024
R2 131-127 131-127 131-009
R1 131-053 131-053 130-315 131-090
PP 130-287 130-287 130-287 130-305
S1 130-213 130-213 130-285 130-250
S2 130-127 130-127 130-271
S3 129-287 130-053 130-256
S4 129-127 129-213 130-212
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 134-243 134-027 131-262
R3 133-213 132-317 131-166
R2 132-183 132-183 131-134
R1 131-287 131-287 131-102 131-220
PP 131-153 131-153 131-153 131-120
S1 130-257 130-257 131-038 130-190
S2 130-123 130-123 131-006
S3 129-093 129-227 130-294
S4 128-063 128-197 130-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-050 130-190 1-180 1.2% 0-172 0.4% 22% False False 18,334
10 132-300 130-190 2-110 1.8% 0-154 0.4% 15% False False 14,303
20 133-000 130-190 2-130 1.8% 0-110 0.3% 14% False False 10,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-080
2.618 132-139
1.618 131-299
1.000 131-200
0.618 131-139
HIGH 131-040
0.618 130-299
0.500 130-280
0.382 130-261
LOW 130-200
0.618 130-101
1.000 130-040
1.618 129-261
2.618 129-101
4.250 128-160
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 130-293 130-305
PP 130-287 130-303
S1 130-280 130-302

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

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