ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 130-090 130-200 0-110 0.3% 131-095
High 130-300 130-200 -0-100 -0.2% 131-125
Low 129-300 130-065 0-085 0.2% 129-190
Close 130-135 130-110 -0-025 -0.1% 130-080
Range 1-000 0-135 -0-185 -57.8% 1-255
ATR 0-225 0-219 -0-006 -2.9% 0-000
Volume 210,549 125,984 -84,565 -40.2% 8,736,808
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-210 131-135 130-184
R3 131-075 131-000 130-147
R2 130-260 130-260 130-135
R1 130-185 130-185 130-122 130-155
PP 130-125 130-125 130-125 130-110
S1 130-050 130-050 130-098 130-020
S2 129-310 129-310 130-085
S3 129-175 129-235 130-073
S4 129-040 129-100 130-036
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 135-257 134-263 131-076
R3 134-002 133-008 130-238
R2 132-067 132-067 130-185
R1 131-073 131-073 130-133 130-262
PP 130-132 130-132 130-132 130-066
S1 129-138 129-138 130-027 129-008
S2 128-197 128-197 129-295
S3 126-262 127-203 129-242
S4 125-007 125-268 129-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-300 129-190 1-110 1.0% 0-260 0.6% 56% False False 1,217,888
10 132-105 129-190 2-235 2.1% 0-272 0.7% 27% False False 1,757,754
20 132-315 129-190 3-125 2.6% 0-224 0.5% 22% False False 1,576,856
40 133-250 129-190 4-060 3.2% 0-178 0.4% 18% False False 1,319,888
60 133-250 129-190 4-060 3.2% 0-174 0.4% 18% False False 1,271,770
80 133-250 129-190 4-060 3.2% 0-168 0.4% 18% False False 1,113,591
100 133-250 129-190 4-060 3.2% 0-160 0.4% 18% False False 892,811
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-075
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 132-134
2.618 131-233
1.618 131-098
1.000 131-015
0.618 130-283
HIGH 130-200
0.618 130-148
0.500 130-132
0.382 130-117
LOW 130-065
0.618 129-302
1.000 129-250
1.618 129-167
2.618 129-032
4.250 128-131
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 130-132 130-120
PP 130-125 130-117
S1 130-118 130-113

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

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