ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 132-090 132-180 0-090 0.2% 132-060
High 132-100 132-180 0-080 0.2% 132-160
Low 132-090 132-080 -0-010 0.0% 132-030
Close 132-100 132-100 0-000 0.0% 132-070
Range 0-010 0-100 0-090 900.0% 0-130
ATR 0-086 0-087 0-001 1.1% 0-000
Volume 10,439 3,627 -6,812 -65.3% 20,558
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-100 133-040 132-155
R3 133-000 132-260 132-128
R2 132-220 132-220 132-118
R1 132-160 132-160 132-109 132-140
PP 132-120 132-120 132-120 132-110
S1 132-060 132-060 132-091 132-040
S2 132-020 132-020 132-082
S3 131-240 131-280 132-072
S4 131-140 131-180 132-045
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 133-157 133-083 132-142
R3 133-027 132-273 132-106
R2 132-217 132-217 132-094
R1 132-143 132-143 132-082 132-180
PP 132-087 132-087 132-087 132-105
S1 132-013 132-013 132-058 132-050
S2 131-277 131-277 132-046
S3 131-147 131-203 132-034
S4 131-017 131-073 131-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-180 132-050 0-130 0.3% 0-052 0.1% 38% True False 6,395
10 132-180 131-200 0-300 0.7% 0-070 0.2% 73% True False 3,683
20 132-180 130-260 1-240 1.3% 0-069 0.2% 86% True False 2,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-285
2.618 133-122
1.618 133-022
1.000 132-280
0.618 132-242
HIGH 132-180
0.618 132-142
0.500 132-130
0.382 132-118
LOW 132-080
0.618 132-018
1.000 131-300
1.618 131-238
2.618 131-138
4.250 130-295
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 132-130 132-120
PP 132-120 132-113
S1 132-110 132-107

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

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