ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 132-300 132-030 -0-270 -0.6% 132-210
High 132-300 132-040 -0-260 -0.6% 133-000
Low 132-000 131-270 -0-050 -0.1% 132-000
Close 132-020 131-270 -0-070 -0.2% 132-020
Range 0-300 0-090 -0-210 -70.0% 1-000
ATR 0-104 0-103 -0-001 -1.0% 0-000
Volume 6,467 19,333 12,866 198.9% 27,499
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 132-250 132-190 132-000
R3 132-160 132-100 131-295
R2 132-070 132-070 131-286
R1 132-010 132-010 131-278 131-315
PP 131-300 131-300 131-300 131-292
S1 131-240 131-240 131-262 131-225
S2 131-210 131-210 131-254
S3 131-120 131-150 131-245
S4 131-030 131-060 131-220
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
5 133-000 131-270 1-050 0.9% 0-134 0.3% 0% False True 8,825
10 133-000 131-270 1-050 0.9% 0-106 0.3% 0% False True 6,564
20 133-000 131-200 1-120 1.0% 0-087 0.2% 16% False False 4,961
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-102
2.618 132-276
1.618 132-186
1.000 132-130
0.618 132-096
HIGH 132-040
0.618 132-006
0.500 131-315
0.382 131-304
LOW 131-270
0.618 131-214
1.000 131-180
1.618 131-124
2.618 131-034
4.250 130-208
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 131-315 132-125
PP 131-300 132-067
S1 131-285 132-008

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

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