ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 131-315 131-185 -0-130 -0.3% 132-295
High 132-050 132-010 -0-040 -0.1% 132-315
Low 131-165 131-160 -0-005 0.0% 131-280
Close 131-230 131-270 0-040 0.1% 132-025
Range 0-205 0-170 -0-035 -17.1% 1-035
ATR 0-150 0-152 0-001 0.9% 0-000
Volume 1,500,469 1,614,634 114,165 7.6% 5,889,382
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 133-123 133-047 132-044
R3 132-273 132-197 131-317
R2 132-103 132-103 131-301
R1 132-027 132-027 131-286 132-065
PP 131-253 131-253 131-253 131-272
S1 131-177 131-177 131-254 131-215
S2 131-083 131-083 131-239
S3 130-233 131-007 131-223
S4 130-063 130-157 131-176
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
5 132-315 131-160 1-155 1.1% 0-179 0.4% 23% False True 1,527,943
10 133-230 131-160 2-070 1.7% 0-162 0.4% 15% False True 1,317,597
20 133-250 131-160 2-090 1.7% 0-140 0.3% 15% False True 1,145,703
40 133-250 131-030 2-220 2.0% 0-149 0.4% 28% False False 1,148,311
60 133-250 130-000 3-250 2.9% 0-153 0.4% 49% False False 1,116,369
80 133-250 129-190 4-060 3.2% 0-151 0.4% 54% False False 841,022
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-092
2.618 133-135
1.618 132-285
1.000 132-180
0.618 132-115
HIGH 132-010
0.618 131-265
0.500 131-245
0.382 131-225
LOW 131-160
0.618 131-055
1.000 130-310
1.618 130-205
2.618 130-035
4.250 129-078
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 131-262 131-269
PP 131-253 131-268
S1 131-245 131-268

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

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