ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 131-010 131-140 0-130 0.3% 130-300
High 131-200 131-200 0-000 0.0% 131-200
Low 130-270 130-280 0-010 0.0% 130-190
Close 131-190 130-300 -0-210 -0.5% 130-300
Range 0-250 0-240 -0-010 -4.0% 1-010
ATR 0-133 0-141 0-008 5.7% 0-000
Volume 30,914 53,866 22,952 74.2% 154,190
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 133-127 132-293 131-112
R3 132-207 132-053 131-046
R2 131-287 131-287 131-024
R1 131-133 131-133 131-002 131-090
PP 131-047 131-047 131-047 131-025
S1 130-213 130-213 130-278 130-170
S2 130-127 130-127 130-256
S3 129-207 129-293 130-234
S4 128-287 129-053 130-168
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 134-047 133-183 131-162
R3 133-037 132-173 131-071
R2 132-027 132-027 131-040
R1 131-163 131-163 131-010 131-145
PP 131-017 131-017 131-017 131-008
S1 130-153 130-153 130-270 130-135
S2 130-007 130-007 130-240
S3 128-317 129-143 130-209
S4 127-307 128-133 130-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-200 130-190 1-010 0.8% 0-198 0.5% 33% True False 30,838
10 132-050 130-190 1-180 1.2% 0-164 0.4% 22% False False 21,354
20 133-000 130-190 2-130 1.8% 0-131 0.3% 14% False False 13,514
40 133-000 130-190 2-130 1.8% 0-097 0.2% 14% False False 7,507
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-260
2.618 133-188
1.618 132-268
1.000 132-120
0.618 132-028
HIGH 131-200
0.618 131-108
0.500 131-080
0.382 131-052
LOW 130-280
0.618 130-132
1.000 130-040
1.618 129-212
2.618 128-292
4.250 127-220
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 131-080 131-040
PP 131-047 131-020
S1 131-013 131-000

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

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