ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 131-040 131-090 0-050 0.1% 131-285
High 131-235 131-195 -0-040 -0.1% 132-105
Low 130-280 131-050 0-090 0.2% 130-280
Close 131-085 131-110 0-025 0.1% 131-110
Range 0-275 0-145 -0-130 -47.3% 1-145
ATR 0-188 0-185 -0-003 -1.6% 0-000
Volume 2,443,629 1,393,877 -1,049,752 -43.0% 9,694,833
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 132-233 132-157 131-190
R3 132-088 132-012 131-150
R2 131-263 131-263 131-137
R1 131-187 131-187 131-123 131-225
PP 131-118 131-118 131-118 131-138
S1 131-042 131-042 131-097 131-080
S2 130-293 130-293 131-083
S3 130-148 130-217 131-070
S4 130-003 130-072 131-030
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 135-280 135-020 132-046
R3 134-135 133-195 131-238
R2 132-310 132-310 131-195
R1 132-050 132-050 131-153 131-268
PP 131-165 131-165 131-165 131-114
S1 130-225 130-225 131-067 130-122
S2 130-020 130-020 131-025
S3 128-195 129-080 130-302
S4 127-050 127-255 130-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-105 130-280 1-145 1.1% 0-229 0.5% 32% False False 1,938,966
10 132-170 130-280 1-210 1.3% 0-216 0.5% 28% False False 1,732,234
20 133-250 130-280 2-290 2.2% 0-181 0.4% 16% False False 1,435,876
40 133-250 130-280 2-290 2.2% 0-162 0.4% 16% False False 1,266,197
60 133-250 130-000 3-250 2.9% 0-161 0.4% 36% False False 1,242,035
80 133-250 129-190 4-060 3.2% 0-160 0.4% 42% False False 1,001,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133-171
2.618 132-255
1.618 132-110
1.000 132-020
0.618 131-285
HIGH 131-195
0.618 131-140
0.500 131-122
0.382 131-105
LOW 131-050
0.618 130-280
1.000 130-225
1.618 130-135
2.618 129-310
4.250 129-074
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 131-122 131-192
PP 131-118 131-165
S1 131-114 131-138

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

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