ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 130-040 130-105 0-065 0.2% 130-290
High 130-250 130-205 -0-045 -0.1% 131-130
Low 129-290 130-070 0-100 0.2% 129-290
Close 130-100 130-130 0-030 0.1% 130-130
Range 0-280 0-135 -0-145 -51.8% 1-160
ATR 0-170 0-168 -0-003 -1.5% 0-000
Volume 223,714 170,447 -53,267 -23.8% 715,712
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 131-220 131-150 130-204
R3 131-085 131-015 130-167
R2 130-270 130-270 130-155
R1 130-200 130-200 130-142 130-235
PP 130-135 130-135 130-135 130-152
S1 130-065 130-065 130-118 130-100
S2 130-000 130-000 130-105
S3 129-185 129-250 130-093
S4 129-050 129-115 130-056
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 135-023 134-077 131-074
R3 133-183 132-237 130-262
R2 132-023 132-023 130-218
R1 131-077 131-077 130-174 130-290
PP 130-183 130-183 130-183 130-130
S1 129-237 129-237 130-086 129-130
S2 129-023 129-023 130-042
S3 127-183 128-077 129-318
S4 126-023 126-237 129-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-130 129-290 1-160 1.2% 0-227 0.5% 33% False False 143,142
10 131-200 129-290 1-230 1.3% 0-212 0.5% 29% False False 86,990
20 133-000 129-290 3-030 2.4% 0-170 0.4% 16% False False 47,837
40 133-000 129-290 3-030 2.4% 0-125 0.3% 16% False False 25,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 132-139
2.618 131-238
1.618 131-103
1.000 131-020
0.618 130-288
HIGH 130-205
0.618 130-153
0.500 130-138
0.382 130-122
LOW 130-070
0.618 129-307
1.000 129-255
1.618 129-172
2.618 129-037
4.250 128-136
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 130-138 130-210
PP 130-135 130-183
S1 130-132 130-157

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

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