ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 129-185 129-180 -0-005 0.0% 130-105
High 129-235 129-305 0-070 0.2% 130-145
Low 129-055 128-245 -0-130 -0.3% 128-195
Close 129-155 129-070 -0-085 -0.2% 129-070
Range 0-180 1-060 0-200 111.1% 1-270
ATR 0-195 0-208 0-013 6.8% 0-000
Volume 1,080,921 2,273,242 1,192,321 110.3% 6,432,150
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 132-280 132-075 129-279
R3 131-220 131-015 129-174
R2 130-160 130-160 129-140
R1 129-275 129-275 129-105 129-188
PP 129-100 129-100 129-100 129-056
S1 128-215 128-215 129-035 128-128
S2 128-040 128-040 129-000
S3 126-300 127-155 128-286
S4 125-240 126-095 128-181
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 134-307 133-298 130-074
R3 133-037 132-028 129-232
R2 131-087 131-087 129-178
R1 130-078 130-078 129-124 129-268
PP 129-137 129-137 129-137 129-071
S1 128-128 128-128 129-016 127-318
S2 127-187 127-187 128-282
S3 125-237 126-178 128-228
S4 123-287 124-228 128-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-205 128-195 2-010 1.6% 0-288 0.7% 30% False False 1,320,519
10 131-200 128-195 3-005 2.3% 0-268 0.6% 20% False False 720,172
20 132-300 128-195 4-105 3.3% 0-219 0.5% 14% False False 368,393
40 133-000 128-195 4-125 3.4% 0-149 0.4% 14% False False 186,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-075
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-000
2.618 133-020
1.618 131-280
1.000 131-045
0.618 130-220
HIGH 129-305
0.618 129-160
0.500 129-115
0.382 129-070
LOW 128-245
0.618 128-010
1.000 127-185
1.618 126-270
2.618 125-210
4.250 123-230
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 129-115 129-090
PP 129-100 129-083
S1 129-085 129-077

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

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