ECBOT 10 Year T-Note Future June 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 132-240 132-220 -0-020 0.0% 132-295
High 132-315 132-245 -0-070 -0.2% 132-315
Low 132-220 131-280 -0-260 -0.6% 131-280
Close 132-230 132-025 -0-205 -0.5% 132-025
Range 0-095 0-285 0-190 200.0% 1-035
ATR 0-136 0-146 0-011 7.9% 0-000
Volume 1,298,741 1,911,587 612,846 47.2% 5,889,382
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 134-292 134-123 132-182
R3 134-007 133-158 132-103
R2 133-042 133-042 132-077
R1 132-193 132-193 132-051 132-135
PP 132-077 132-077 132-077 132-048
S1 131-228 131-228 131-319 131-170
S2 131-112 131-112 131-293
S3 130-147 130-263 131-267
S4 129-182 129-298 131-188
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 135-205 134-310 132-220
R3 134-170 133-275 132-123
R2 133-135 133-135 132-090
R1 132-240 132-240 132-058 132-170
PP 132-100 132-100 132-100 132-065
S1 131-205 131-205 131-312 131-135
S2 131-065 131-065 131-280
S3 130-030 130-170 131-247
S4 128-315 129-135 131-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-315 131-280 1-035 0.8% 0-140 0.3% 18% False True 1,177,876
10 133-250 131-280 1-290 1.4% 0-146 0.3% 11% False True 1,139,519
20 133-250 131-280 1-290 1.4% 0-136 0.3% 11% False True 1,099,171
40 133-250 130-125 3-125 2.6% 0-151 0.4% 50% False False 1,141,663
60 133-250 129-290 3-280 2.9% 0-152 0.4% 56% False False 1,043,798
80 133-250 129-190 4-060 3.2% 0-148 0.4% 59% False False 785,806
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 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-176
2.618 135-031
1.618 134-066
1.000 133-210
0.618 133-101
HIGH 132-245
0.618 132-136
0.500 132-102
0.382 132-069
LOW 131-280
0.618 131-104
1.000 130-315
1.618 130-139
2.618 129-174
4.250 128-029
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 132-102 132-138
PP 132-077 132-100
S1 132-051 132-062

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

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