ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 130-090 130-190 0-100 0.2% 131-095
High 130-300 131-140 0-160 0.4% 131-125
Low 130-080 130-110 0-030 0.1% 129-190
Close 130-180 130-255 0-075 0.2% 130-080
Range 0-220 1-030 0-130 59.1% 1-255
ATR 0-219 0-228 0-009 4.3% 0-000
Volume 102,955 54,545 -48,410 -47.0% 8,736,808
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 134-045 133-180 131-128
R3 133-015 132-150 131-031
R2 131-305 131-305 130-319
R1 131-120 131-120 130-287 131-212
PP 130-275 130-275 130-275 131-001
S1 130-090 130-090 130-223 130-182
S2 129-245 129-245 130-191
S3 128-215 129-060 130-159
S4 127-185 128-030 130-062
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
5 131-140 129-260 1-200 1.2% 0-277 0.7% 61% True False 216,096
10 131-235 129-190 2-045 1.6% 0-271 0.6% 56% False False 1,306,834
20 132-315 129-190 3-125 2.6% 0-242 0.6% 35% False False 1,488,175
40 133-250 129-190 4-060 3.2% 0-186 0.4% 29% False False 1,266,537
60 133-250 129-190 4-060 3.2% 0-179 0.4% 29% False False 1,246,126
80 133-250 129-190 4-060 3.2% 0-172 0.4% 29% False False 1,115,250
100 133-250 129-190 4-060 3.2% 0-164 0.4% 29% False False 894,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-064
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-028
2.618 134-096
1.618 133-066
1.000 132-170
0.618 132-036
HIGH 131-140
0.618 131-006
0.500 130-285
0.382 130-244
LOW 130-110
0.618 129-214
1.000 129-080
1.618 128-184
2.618 127-154
4.250 125-222
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 130-285 130-262
PP 130-275 130-260
S1 130-265 130-258

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

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