ECBOT 10 Year T-Note Future June 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 130-055 130-180 0-125 0.3% 131-285
High 130-180 130-230 0-050 0.1% 132-105
Low 129-190 130-055 0-185 0.4% 130-280
Close 130-150 130-155 0-005 0.0% 131-110
Range 0-310 0-175 -0-135 -43.5% 1-145
ATR 0-210 0-207 -0-002 -1.2% 0-000
Volume 3,416,985 1,749,474 -1,667,511 -48.8% 9,694,833
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 132-032 131-268 130-251
R3 131-177 131-093 130-203
R2 131-002 131-002 130-187
R1 130-238 130-238 130-171 130-192
PP 130-147 130-147 130-147 130-124
S1 130-063 130-063 130-139 130-018
S2 129-292 129-292 130-123
S3 129-117 129-208 130-107
S4 128-262 129-033 130-059
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
5 131-235 129-190 2-045 1.6% 0-265 0.6% 42% False False 2,397,573
10 132-170 129-190 2-300 2.3% 0-255 0.6% 30% False False 2,104,331
20 133-230 129-190 4-040 3.2% 0-208 0.5% 22% False False 1,710,964
40 133-250 129-190 4-060 3.2% 0-172 0.4% 21% False False 1,401,986
60 133-250 129-190 4-060 3.2% 0-170 0.4% 21% False False 1,328,508
80 133-250 129-190 4-060 3.2% 0-163 0.4% 21% False False 1,102,798
100 133-250 129-190 4-060 3.2% 0-152 0.4% 21% False False 883,631
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 0-072
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-014
2.618 132-048
1.618 131-193
1.000 131-085
0.618 131-018
HIGH 130-230
0.618 130-163
0.500 130-142
0.382 130-122
LOW 130-055
0.618 129-267
1.000 129-200
1.618 129-092
2.618 128-237
4.250 127-271
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 130-151 130-158
PP 130-147 130-157
S1 130-142 130-156

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

View Archives - Comment on this page... - Back to Index of Symbols