ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 130-105 129-060 -1-045 -0.9% 130-290
High 130-145 129-190 -0-275 -0.7% 131-130
Low 129-035 128-195 -0-160 -0.4% 129-290
Close 129-135 129-155 0-020 0.0% 130-130
Range 1-110 0-315 -0-115 -26.7% 1-160
ATR 0-187 0-196 0-009 4.9% 0-000
Volume 1,232,787 1,845,200 612,413 49.7% 715,712
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 132-058 131-262 130-008
R3 131-063 130-267 129-242
R2 130-068 130-068 129-213
R1 129-272 129-272 129-184 130-010
PP 129-073 129-073 129-073 129-102
S1 128-277 128-277 129-126 129-015
S2 128-078 128-078 129-097
S3 127-083 127-282 129-068
S4 126-088 126-287 128-302
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
5 131-130 128-195 2-255 2.2% 0-312 0.8% 31% False True 733,846
10 131-200 128-195 3-005 2.3% 0-253 0.6% 29% False True 391,303
20 133-000 128-195 4-125 3.4% 0-200 0.5% 20% False True 201,482
40 133-000 128-195 4-125 3.4% 0-140 0.3% 20% False True 102,341
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 0-066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-249
2.618 132-055
1.618 131-060
1.000 130-185
0.618 130-065
HIGH 129-190
0.618 129-070
0.500 129-032
0.382 128-315
LOW 128-195
0.618 128-000
1.000 127-200
1.618 127-005
2.618 126-010
4.250 124-136
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 129-114 129-200
PP 129-073 129-185
S1 129-032 129-170

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

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