ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 132-280 132-300 0-020 0.0% 132-210
High 132-300 132-300 0-000 0.0% 133-000
Low 132-210 132-000 -0-210 -0.5% 132-000
Close 132-280 132-020 -0-260 -0.6% 132-020
Range 0-090 0-300 0-210 233.3% 1-000
ATR 0-089 0-104 0-015 16.9% 0-000
Volume 7,805 6,467 -1,338 -17.1% 27,499
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 135-047 134-173 132-185
R3 134-067 133-193 132-102
R2 133-087 133-087 132-075
R1 132-213 132-213 132-048 132-160
PP 132-107 132-107 132-107 132-080
S1 131-233 131-233 131-312 131-180
S2 131-127 131-127 131-285
S3 130-147 130-253 131-258
S4 129-167 129-273 131-175
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 135-113 134-227 132-196
R3 134-113 133-227 132-108
R2 133-113 133-113 132-079
R1 132-227 132-227 132-049 132-170
PP 132-113 132-113 132-113 132-085
S1 131-227 131-227 131-311 131-170
S2 131-113 131-113 131-281
S3 130-113 130-227 131-252
S4 129-113 129-227 131-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-000 132-000 1-000 0.8% 0-126 0.3% 6% False True 5,499
10 133-000 132-000 1-000 0.8% 0-098 0.2% 6% False True 5,674
20 133-000 131-200 1-120 1.0% 0-086 0.2% 32% False False 4,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 136-295
2.618 135-125
1.618 134-145
1.000 133-280
0.618 133-165
HIGH 132-300
0.618 132-185
0.500 132-150
0.382 132-115
LOW 132-000
0.618 131-135
1.000 131-020
1.618 130-155
2.618 129-175
4.250 128-005
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 132-150 132-160
PP 132-107 132-113
S1 132-063 132-067

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

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