ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 130-285 131-025 0-060 0.1% 130-300
High 131-050 131-130 0-080 0.2% 131-200
Low 130-190 130-050 -0-140 -0.3% 130-190
Close 130-310 130-085 -0-225 -0.5% 130-300
Range 0-180 1-080 0-220 122.2% 1-010
ATR 0-144 0-162 0-018 12.7% 0-000
Volume 82,626 197,083 114,457 138.5% 154,190
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 134-115 133-180 130-305
R3 133-035 132-100 130-195
R2 131-275 131-275 130-158
R1 131-020 131-020 130-122 130-268
PP 130-195 130-195 130-195 130-159
S1 129-260 129-260 130-048 129-188
S2 129-115 129-115 130-012
S3 128-035 128-180 129-295
S4 126-275 127-100 129-185
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
5 131-200 130-050 1-150 1.1% 0-242 0.6% 7% False True 81,266
10 132-050 130-050 2-000 1.5% 0-207 0.5% 5% False True 49,800
20 133-000 130-050 2-270 2.2% 0-158 0.4% 4% False True 28,647
40 133-000 130-050 2-270 2.2% 0-115 0.3% 4% False True 15,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 136-230
2.618 134-217
1.618 133-137
1.000 132-210
0.618 132-057
HIGH 131-130
0.618 130-297
0.500 130-250
0.382 130-203
LOW 130-050
0.618 129-123
1.000 128-290
1.618 128-043
2.618 126-283
4.250 124-270
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 130-250 130-250
PP 130-195 130-195
S1 130-140 130-140

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

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