ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 131-025 130-040 -0-305 -0.7% 130-300
High 131-130 130-250 -0-200 -0.5% 131-200
Low 130-050 129-290 -0-080 -0.2% 130-190
Close 130-085 130-100 0-015 0.0% 130-300
Range 1-080 0-280 -0-120 -30.0% 1-010
ATR 0-162 0-170 0-008 5.2% 0-000
Volume 197,083 223,714 26,631 13.5% 154,190
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 132-307 132-163 130-254
R3 132-027 131-203 130-177
R2 131-067 131-067 130-151
R1 130-243 130-243 130-126 130-315
PP 130-107 130-107 130-107 130-142
S1 129-283 129-283 130-074 130-035
S2 129-147 129-147 130-049
S3 128-187 129-003 130-023
S4 127-227 128-043 129-266
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
5 131-200 129-290 1-230 1.3% 0-248 0.6% 24% False True 119,826
10 131-290 129-290 2-000 1.5% 0-226 0.5% 20% False True 70,765
20 133-000 129-290 3-030 2.4% 0-170 0.4% 13% False True 39,731
40 133-000 129-290 3-030 2.4% 0-122 0.3% 13% False True 21,136
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-160
2.618 133-023
1.618 132-063
1.000 131-210
0.618 131-103
HIGH 130-250
0.618 130-143
0.500 130-110
0.382 130-077
LOW 129-290
0.618 129-117
1.000 129-010
1.618 128-157
2.618 127-197
4.250 126-060
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 130-110 130-210
PP 130-107 130-173
S1 130-103 130-137

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

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