ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	131-025	130-040	-0-305	-0.7%	130-300
High	131-130	130-250	-0-200	-0.5%	131-200
Low	130-050	129-290	-0-080	-0.2%	130-190
Close	130-085	130-100	0-015	0.0%	130-300
Range	1-080	0-280	-0-120	-30.0%	1-010
ATR	0-162	0-170	0-008	5.2%	0-000
Volume	197,083	223,714	26,631	13.5%	154,190

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-307	132-163	130-254
R3	132-027	131-203	130-177
R2	131-067	131-067	130-151
R1	130-243	130-243	130-126	130-315
PP	130-107	130-107	130-107	130-142
S1	129-283	129-283	130-074	130-035
S2	129-147	129-147	130-049
S3	128-187	129-003	130-023
S4	127-227	128-043	129-266

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	129-290	1-230	1.3%	0-248	0.6%	24%	False	True	119,826
10	131-290	129-290	2-000	1.5%	0-226	0.5%	20%	False	True	70,765
20	133-000	129-290	3-030	2.4%	0-170	0.4%	13%	False	True	39,731
40	133-000	129-290	3-030	2.4%	0-122	0.3%	13%	False	True	21,136

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	True
Bull Hook	False
Stretch	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-160
2.618	133-023
1.618	132-063
1.000	131-210
0.618	131-103
HIGH	130-250
0.618	130-143
0.500	130-110
0.382	130-077
LOW	129-290
0.618	129-117
1.000	129-010
1.618	128-157
2.618	127-197
4.250	126-060

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	130-110	130-210
PP	130-107	130-173
S1	130-103	130-137

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols