ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 130-290 130-285 -0-005 0.0% 130-300
High 131-060 131-050 -0-010 0.0% 131-200
Low 130-240 130-190 -0-050 -0.1% 130-190
Close 130-280 130-310 0-030 0.1% 130-300
Range 0-140 0-180 0-040 28.6% 1-010
ATR 0-141 0-144 0-003 2.0% 0-000
Volume 41,842 82,626 40,784 97.5% 154,190
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 132-190 132-110 131-089
R3 132-010 131-250 131-040
R2 131-150 131-150 131-023
R1 131-070 131-070 131-006 131-110
PP 130-290 130-290 130-290 130-310
S1 130-210 130-210 130-294 130-250
S2 130-110 130-110 130-277
S3 129-250 130-030 130-260
S4 129-070 129-170 130-211
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% 0-194 0.5% 36% False True 48,761
10 132-050 130-190 1-180 1.2% 0-176 0.4% 24% False True 30,379
20 133-000 130-190 2-130 1.8% 0-142 0.3% 16% False True 19,034
40 133-000 130-190 2-130 1.8% 0-105 0.3% 16% False True 10,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-175
2.618 132-201
1.618 132-021
1.000 131-230
0.618 131-161
HIGH 131-050
0.618 130-301
0.500 130-280
0.382 130-259
LOW 130-190
0.618 130-079
1.000 130-010
1.618 129-219
2.618 129-039
4.250 128-065
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 130-300 131-035
PP 130-290 131-020
S1 130-280 131-005

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

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