ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 130-200 130-090 -0-110 -0.3% 131-095
High 130-200 130-300 0-100 0.2% 131-125
Low 130-065 130-080 0-015 0.0% 129-190
Close 130-110 130-180 0-070 0.2% 130-080
Range 0-135 0-220 0-085 63.0% 1-255
ATR 0-219 0-219 0-000 0.0% 0-000
Volume 125,984 102,955 -23,029 -18.3% 8,736,808
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 132-207 132-093 130-301
R3 131-307 131-193 130-240
R2 131-087 131-087 130-220
R1 130-293 130-293 130-200 131-030
PP 130-187 130-187 130-187 130-215
S1 130-073 130-073 130-160 130-130
S2 129-287 129-287 130-140
S3 129-067 129-173 130-120
S4 128-167 128-273 130-059
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
5 130-300 129-260 1-040 0.9% 0-242 0.6% 67% True False 555,082
10 132-105 129-190 2-235 2.1% 0-275 0.7% 35% False False 1,601,834
20 132-315 129-190 3-125 2.6% 0-230 0.5% 29% False False 1,538,473
40 133-250 129-190 4-060 3.2% 0-181 0.4% 23% False False 1,297,150
60 133-250 129-190 4-060 3.2% 0-176 0.4% 23% False False 1,261,002
80 133-250 129-190 4-060 3.2% 0-169 0.4% 23% False False 1,114,708
100 133-250 129-190 4-060 3.2% 0-162 0.4% 23% False False 893,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-275
2.618 132-236
1.618 132-016
1.000 131-200
0.618 131-116
HIGH 130-300
0.618 130-216
0.500 130-190
0.382 130-164
LOW 130-080
0.618 129-264
1.000 129-180
1.618 129-044
2.618 128-144
4.250 127-105
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 130-190 130-167
PP 130-187 130-153
S1 130-183 130-140

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

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