ECBOT 10 Year T-Note Future June 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 131-090 131-095 0-005 0.0% 131-285
High 131-195 131-125 -0-070 -0.2% 132-105
Low 131-050 130-025 -1-025 -0.8% 130-280
Close 131-110 130-125 -0-305 -0.7% 131-110
Range 0-145 1-100 0-275 189.7% 1-145
ATR 0-185 0-202 0-017 9.1% 0-000
Volume 1,393,877 2,983,900 1,590,023 114.1% 9,694,833
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 134-178 133-252 131-036
R3 133-078 132-152 130-240
R2 131-298 131-298 130-202
R1 131-052 131-052 130-164 130-285
PP 130-198 130-198 130-198 130-155
S1 129-272 129-272 130-086 129-185
S2 129-098 129-098 130-048
S3 127-318 128-172 130-010
S4 126-218 127-072 129-214
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 135-280 135-020 132-046
R3 134-135 133-195 131-238
R2 132-310 132-310 131-195
R1 132-050 132-050 131-153 131-268
PP 131-165 131-165 131-165 131-114
S1 130-225 130-225 131-067 130-122
S2 130-020 130-020 131-025
S3 128-195 129-080 130-302
S4 127-050 127-255 130-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-105 130-025 2-080 1.7% 0-283 0.7% 14% False True 2,297,620
10 132-170 130-025 2-145 1.9% 0-244 0.6% 13% False True 1,899,195
20 133-250 130-025 3-225 2.8% 0-199 0.5% 8% False True 1,550,154
40 133-250 130-025 3-225 2.8% 0-168 0.4% 8% False True 1,328,003
60 133-250 130-000 3-250 2.9% 0-166 0.4% 10% False False 1,270,997
80 133-250 129-190 4-060 3.2% 0-164 0.4% 19% False False 1,038,471
100 133-250 129-190 4-060 3.2% 0-149 0.4% 19% False False 831,966
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 0-062
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 136-310
2.618 134-265
1.618 133-165
1.000 132-225
0.618 132-065
HIGH 131-125
0.618 130-285
0.500 130-235
0.382 130-185
LOW 130-025
0.618 129-085
1.000 128-245
1.618 127-305
2.618 126-205
4.250 124-160
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 130-235 130-290
PP 130-198 130-235
S1 130-162 130-180

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

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