ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	129-060	129-185	0-125	0.3%	130-290
High	129-190	129-235	0-045	0.1%	131-130
Low	128-195	129-055	0-180	0.4%	129-290
Close	129-155	129-155	0-000	0.0%	130-130
Range	0-315	0-180	-0-135	-42.9%	1-160
ATR	0-196	0-195	-0-001	-0.6%	0-000
Volume	1,845,200	1,080,921	-764,279	-41.4%	715,712

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	131-048	130-282	129-254
R3	130-188	130-102	129-204
R2	130-008	130-008	129-188
R1	129-242	129-242	129-172	129-195
PP	129-148	129-148	129-148	129-125
S1	129-062	129-062	129-138	129-015
S2	128-288	128-288	129-122
S3	128-108	128-202	129-106
S4	127-248	128-022	129-056

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	130-250	128-195	2-055	1.7%	0-268	0.6%	40%	False	False	910,613
10	131-200	128-195	3-005	2.3%	0-255	0.6%	29%	False	False	495,940
20	132-300	128-195	4-105	3.3%	0-204	0.5%	20%	False	False	255,121
40	133-000	128-195	4-125	3.4%	0-142	0.3%	20%	False	False	129,359

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	0-068
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-040
2.618	131-066
1.618	130-206
1.000	130-095
0.618	130-026
HIGH	129-235
0.618	129-166
0.500	129-145
0.382	129-124
LOW	129-055
0.618	128-264
1.000	128-195
1.618	128-084
2.618	127-224
4.250	126-250

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	129-152	129-170
PP	129-148	129-165
S1	129-145	129-160

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