ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 129-060 129-185 0-125 0.3% 130-290
High 129-190 129-235 0-045 0.1% 131-130
Low 128-195 129-055 0-180 0.4% 129-290
Close 129-155 129-155 0-000 0.0% 130-130
Range 0-315 0-180 -0-135 -42.9% 1-160
ATR 0-196 0-195 -0-001 -0.6% 0-000
Volume 1,845,200 1,080,921 -764,279 -41.4% 715,712
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 131-048 130-282 129-254
R3 130-188 130-102 129-204
R2 130-008 130-008 129-188
R1 129-242 129-242 129-172 129-195
PP 129-148 129-148 129-148 129-125
S1 129-062 129-062 129-138 129-015
S2 128-288 128-288 129-122
S3 128-108 128-202 129-106
S4 127-248 128-022 129-056
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 135-023 134-077 131-074
R3 133-183 132-237 130-262
R2 132-023 132-023 130-218
R1 131-077 131-077 130-174 130-290
PP 130-183 130-183 130-183 130-130
S1 129-237 129-237 130-086 129-130
S2 129-023 129-023 130-042
S3 127-183 128-077 129-318
S4 126-023 126-237 129-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-250 128-195 2-055 1.7% 0-268 0.6% 40% False False 910,613
10 131-200 128-195 3-005 2.3% 0-255 0.6% 29% False False 495,940
20 132-300 128-195 4-105 3.3% 0-204 0.5% 20% False False 255,121
40 133-000 128-195 4-125 3.4% 0-142 0.3% 20% False False 129,359
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 False
Bull Hook False
Stretch 0-068
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-040
2.618 131-066
1.618 130-206
1.000 130-095
0.618 130-026
HIGH 129-235
0.618 129-166
0.500 129-145
0.382 129-124
LOW 129-055
0.618 128-264
1.000 128-195
1.618 128-084
2.618 127-224
4.250 126-250
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 129-152 129-170
PP 129-148 129-165
S1 129-145 129-160

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

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