ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 10-May-2013

Day Change Summary
	Previous	Current
	09-May-2013	10-May-2013	Change	Change %	Previous Week
Open	131-300	131-290	-0-010	0.0%	132-030
High	132-050	131-290	-0-080	-0.2%	132-050
Low	131-280	131-020	-0-260	-0.6%	131-020
Close	131-290	131-070	-0-220	-0.5%	131-070
Range	0-090	0-270	0-180	200.0%	1-030
ATR	0-102	0-114	0-012	11.8%	0-000
Volume	14,060	8,200	-5,860	-41.7%	59,356

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	133-297	133-133	131-218
R3	133-027	132-183	131-144
R2	132-077	132-077	131-120
R1	131-233	131-233	131-095	131-180
PP	131-127	131-127	131-127	131-100
S1	130-283	130-283	131-045	130-230
S2	130-177	130-177	131-020
S3	129-227	130-013	130-316
S4	128-277	129-063	130-242

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-243	134-027	131-262
R3	133-213	132-317	131-166
R2	132-183	132-183	131-134
R1	131-287	131-287	131-102	131-220
PP	131-153	131-153	131-153	131-120
S1	130-257	130-257	131-038	130-190
S2	130-123	130-123	131-006
S3	129-093	129-227	130-294
S4	128-063	128-197	130-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	131-020	1-030	0.8%	0-130	0.3%	14%	False	True	11,871
10	133-000	131-020	1-300	1.5%	0-128	0.3%	8%	False	True	8,685
20	133-000	131-020	1-300	1.5%	0-099	0.2%	8%	False	True	6,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-158
2.618	134-037
1.618	133-087
1.000	132-240
0.618	132-137
HIGH	131-290
0.618	131-187
0.500	131-155
0.382	131-123
LOW	131-020
0.618	130-173
1.000	130-070
1.618	129-223
2.618	128-273
4.250	127-152

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	131-155	131-195
PP	131-127	131-153
S1	131-098	131-112

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols