ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 130-190 130-270 0-080 0.2% 130-090
High 131-140 131-035 -0-105 -0.2% 131-140
Low 130-110 129-295 -0-135 -0.3% 129-295
Close 130-255 130-045 -0-210 -0.5% 130-045
Range 1-030 1-060 0-030 8.6% 1-165
ATR 0-228 0-239 0-011 4.7% 0-000
Volume 54,545 37,429 -17,116 -31.4% 531,462
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 133-305 133-075 130-254
R3 132-245 132-015 130-150
R2 131-185 131-185 130-115
R1 130-275 130-275 130-080 130-200
PP 130-125 130-125 130-125 130-088
S1 129-215 129-215 130-010 129-140
S2 129-065 129-065 129-295
S3 128-005 128-155 129-260
S4 126-265 127-095 129-156
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 135-015 134-035 130-312
R3 133-170 132-190 130-178
R2 132-005 132-005 130-134
R1 131-025 131-025 130-089 130-252
PP 130-160 130-160 130-160 130-114
S1 129-180 129-180 130-001 129-088
S2 128-315 128-315 129-276
S3 127-150 128-015 129-232
S4 125-305 126-170 129-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-295 1-165 1.2% 0-281 0.7% 14% False True 106,292
10 131-195 129-190 2-005 1.5% 0-282 0.7% 27% False False 1,066,214
20 132-245 129-190 3-055 2.4% 0-256 0.6% 17% False False 1,425,110
40 133-250 129-190 4-060 3.2% 0-193 0.5% 13% False False 1,240,726
60 133-250 129-190 4-060 3.2% 0-184 0.4% 13% False False 1,225,719
80 133-250 129-190 4-060 3.2% 0-176 0.4% 13% False False 1,115,464
100 133-250 129-190 4-060 3.2% 0-167 0.4% 13% False False 894,596
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 0-065
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136-050
2.618 134-070
1.618 133-010
1.000 132-095
0.618 131-270
HIGH 131-035
0.618 130-210
0.500 130-165
0.382 130-120
LOW 129-295
0.618 129-060
1.000 128-235
1.618 128-000
2.618 126-260
4.250 124-280
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 130-165 130-218
PP 130-125 130-160
S1 130-085 130-102

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

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