ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 131-140 130-290 -0-170 -0.4% 130-300
High 131-200 131-060 -0-140 -0.3% 131-200
Low 130-280 130-240 -0-040 -0.1% 130-190
Close 130-300 130-280 -0-020 0.0% 130-300
Range 0-240 0-140 -0-100 -41.7% 1-010
ATR 0-141 0-141 0-000 -0.1% 0-000
Volume 53,866 41,842 -12,024 -22.3% 154,190
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 132-080 132-000 131-037
R3 131-260 131-180 130-318
R2 131-120 131-120 130-306
R1 131-040 131-040 130-293 131-010
PP 130-300 130-300 130-300 130-285
S1 130-220 130-220 130-267 130-190
S2 130-160 130-160 130-254
S3 130-020 130-080 130-242
S4 129-200 129-260 130-203
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 134-047 133-183 131-162
R3 133-037 132-173 131-071
R2 132-027 132-027 131-040
R1 131-163 131-163 131-010 131-145
PP 131-017 131-017 131-017 131-008
S1 130-153 130-153 130-270 130-135
S2 130-007 130-007 130-240
S3 128-317 129-143 130-209
S4 127-307 128-133 130-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-200 130-190 1-010 0.8% 0-200 0.5% 27% False False 36,926
10 132-050 130-190 1-180 1.2% 0-169 0.4% 18% False False 23,605
20 133-000 130-190 2-130 1.8% 0-138 0.3% 12% False False 15,084
40 133-000 130-190 2-130 1.8% 0-101 0.2% 12% False False 8,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-015
2.618 132-107
1.618 131-287
1.000 131-200
0.618 131-147
HIGH 131-060
0.618 131-007
0.500 130-310
0.382 130-293
LOW 130-240
0.618 130-153
1.000 130-100
1.618 130-013
2.618 129-193
4.250 128-285
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 130-310 131-060
PP 130-300 131-027
S1 130-290 130-313

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

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