ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 132-245 132-215 -0-030 -0.1% 133-120
High 132-285 132-280 -0-005 0.0% 133-250
Low 132-170 132-170 0-000 0.0% 132-245
Close 132-200 132-250 0-050 0.1% 132-275
Range 0-115 0-110 -0-005 -4.3% 1-005
ATR 0-141 0-139 -0-002 -1.6% 0-000
Volume 870,605 1,060,507 189,902 21.8% 5,505,809
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 133-243 133-197 132-310
R3 133-133 133-087 132-280
R2 133-023 133-023 132-270
R1 132-297 132-297 132-260 133-000
PP 132-233 132-233 132-233 132-245
S1 132-187 132-187 132-240 132-210
S2 132-123 132-123 132-230
S3 132-013 132-077 132-220
S4 131-223 131-287 132-190
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 136-058 135-172 133-134
R3 135-053 134-167 133-044
R2 134-048 134-048 133-015
R1 133-162 133-162 132-305 133-102
PP 133-043 133-043 133-043 133-014
S1 132-157 132-157 132-245 132-098
S2 132-038 132-038 132-215
S3 131-033 131-152 132-186
S4 130-028 130-147 132-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-230 132-170 1-060 0.9% 0-145 0.3% 21% False True 1,107,251
10 133-250 132-170 1-080 0.9% 0-130 0.3% 20% False True 988,712
20 133-250 132-105 1-145 1.1% 0-130 0.3% 31% False False 1,044,899
40 133-250 130-035 3-215 2.8% 0-148 0.3% 73% False False 1,125,101
60 133-250 129-280 3-290 2.9% 0-149 0.4% 74% False False 990,942
80 133-250 129-190 4-060 3.2% 0-144 0.3% 76% False False 745,808
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-108
2.618 133-248
1.618 133-138
1.000 133-070
0.618 133-028
HIGH 132-280
0.618 132-238
0.500 132-225
0.382 132-212
LOW 132-170
0.618 132-102
1.000 132-060
1.618 131-312
2.618 131-202
4.250 131-022
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 132-242 132-245
PP 132-233 132-240
S1 132-225 132-235

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

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