ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 132-000 131-040 -0-280 -0.7% 131-315
High 132-105 131-235 -0-190 -0.4% 132-170
Low 131-035 130-280 -0-075 -0.2% 131-160
Close 131-075 131-085 0-010 0.0% 131-275
Range 1-070 0-275 -0-115 -29.5% 1-010
ATR 0-181 0-188 0-007 3.7% 0-000
Volume 3,004,542 2,443,629 -560,913 -18.7% 7,627,510
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 133-278 133-137 131-236
R3 133-003 132-182 131-161
R2 132-048 132-048 131-135
R1 131-227 131-227 131-110 131-298
PP 131-093 131-093 131-093 131-129
S1 130-272 130-272 131-060 131-022
S2 130-138 130-138 131-035
S3 129-183 129-317 131-009
S4 128-228 129-042 130-254
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 135-018 134-157 132-136
R3 134-008 133-147 132-046
R2 132-318 132-318 132-016
R1 132-137 132-137 131-305 132-062
PP 131-308 131-308 131-308 131-271
S1 131-127 131-127 131-245 131-052
S2 130-298 130-298 131-214
S3 129-288 130-117 131-184
S4 128-278 129-107 131-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 130-280 1-210 1.3% 0-248 0.6% 24% False True 1,957,185
10 132-245 130-280 1-285 1.4% 0-230 0.5% 21% False True 1,784,005
20 133-250 130-280 2-290 2.2% 0-180 0.4% 13% False True 1,408,106
40 133-250 130-280 2-290 2.2% 0-162 0.4% 13% False True 1,259,339
60 133-250 130-000 3-250 2.9% 0-160 0.4% 33% False False 1,240,755
80 133-250 129-190 4-060 3.2% 0-160 0.4% 40% False False 984,029
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 0-064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-124
2.618 133-315
1.618 133-040
1.000 132-190
0.618 132-085
HIGH 131-235
0.618 131-130
0.500 131-098
0.382 131-065
LOW 130-280
0.618 130-110
1.000 130-005
1.618 129-155
2.618 128-200
4.250 127-071
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 131-098 131-192
PP 131-093 131-157
S1 131-089 131-121

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

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