ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 130-220 131-010 0-110 0.3% 132-030
High 131-040 131-200 0-160 0.4% 132-050
Low 130-200 130-270 0-070 0.2% 131-020
Close 130-300 131-190 0-210 0.5% 131-070
Range 0-160 0-250 0-090 56.3% 1-030
ATR 0-124 0-133 0-009 7.2% 0-000
Volume 34,557 30,914 -3,643 -10.5% 59,356
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 133-223 133-137 132-008
R3 132-293 132-207 131-259
R2 132-043 132-043 131-236
R1 131-277 131-277 131-213 132-000
PP 131-113 131-113 131-113 131-135
S1 131-027 131-027 131-167 131-070
S2 130-183 130-183 131-144
S3 129-253 130-097 131-121
S4 129-003 129-167 131-052
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
5 131-290 130-190 1-100 1.0% 0-204 0.5% 76% False False 21,704
10 132-300 130-190 2-110 1.8% 0-170 0.4% 43% False False 16,614
20 133-000 130-190 2-130 1.8% 0-121 0.3% 42% False False 11,439
40 133-000 130-180 2-140 1.9% 0-091 0.2% 42% False False 6,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-302
2.618 133-214
1.618 132-284
1.000 132-130
0.618 132-034
HIGH 131-200
0.618 131-104
0.500 131-075
0.382 131-046
LOW 130-270
0.618 130-116
1.000 130-020
1.618 129-186
2.618 128-256
4.250 127-168
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 131-152 131-138
PP 131-113 131-087
S1 131-075 131-035

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

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