ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 130-105 130-105 0-000 0.0% 130-290
High 130-205 130-145 -0-060 -0.1% 131-130
Low 130-070 129-035 -1-035 -0.9% 129-290
Close 130-130 129-135 -0-315 -0.8% 130-130
Range 0-135 1-110 0-295 218.5% 1-160
ATR 0-168 0-187 0-019 11.1% 0-000
Volume 170,447 1,232,787 1,062,340 623.3% 715,712
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 133-222 132-288 130-052
R3 132-112 131-178 129-253
R2 131-002 131-002 129-214
R1 130-068 130-068 129-174 129-300
PP 129-212 129-212 129-212 129-168
S1 128-278 128-278 129-096 128-190
S2 128-102 128-102 129-056
S3 126-312 127-168 129-017
S4 125-202 126-058 128-218
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
5 131-130 129-035 2-095 1.8% 0-285 0.7% 14% False True 381,331
10 131-200 129-035 2-165 1.9% 0-242 0.6% 12% False True 209,128
20 133-000 129-035 3-285 3.0% 0-189 0.5% 8% False True 109,342
40 133-000 129-035 3-285 3.0% 0-133 0.3% 8% False True 56,212
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 0-056
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 136-052
2.618 133-311
1.618 132-201
1.000 131-255
0.618 131-091
HIGH 130-145
0.618 129-301
0.500 129-250
0.382 129-199
LOW 129-035
0.618 128-089
1.000 127-245
1.618 126-299
2.618 125-189
4.250 123-128
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 129-250 129-302
PP 129-212 129-247
S1 129-173 129-191

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

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