ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 130-270 129-310 -0-280 -0.7% 130-090
High 131-035 130-065 -0-290 -0.7% 131-140
Low 129-295 129-200 -0-095 -0.2% 129-295
Close 130-045 129-260 -0-105 -0.3% 130-045
Range 1-060 0-185 -0-195 -51.3% 1-165
ATR 0-239 0-235 -0-004 -1.6% 0-000
Volume 37,429 37,583 154 0.4% 531,462
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-197 131-093 130-042
R3 131-012 130-228 129-311
R2 130-147 130-147 129-294
R1 130-043 130-043 129-277 130-002
PP 129-282 129-282 129-282 129-261
S1 129-178 129-178 129-243 129-138
S2 129-097 129-097 129-226
S3 128-232 128-313 129-209
S4 128-047 128-128 129-158
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
5 131-140 129-200 1-260 1.4% 0-254 0.6% 10% False True 71,699
10 131-140 129-190 1-270 1.4% 0-286 0.7% 12% False False 930,585
20 132-170 129-190 2-300 2.3% 0-251 0.6% 7% False False 1,331,409
40 133-250 129-190 4-060 3.2% 0-193 0.5% 5% False False 1,215,290
60 133-250 129-190 4-060 3.2% 0-184 0.4% 5% False False 1,204,912
80 133-250 129-190 4-060 3.2% 0-177 0.4% 5% False False 1,115,701
100 133-250 129-190 4-060 3.2% 0-169 0.4% 5% False False 894,926
Crabel Price Patterns
NR True
NR4 True
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 0-068
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-211
2.618 131-229
1.618 131-044
1.000 130-250
0.618 130-179
HIGH 130-065
0.618 129-314
0.500 129-292
0.382 129-271
LOW 129-200
0.618 129-086
1.000 129-015
1.618 128-221
2.618 128-036
4.250 127-054
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 129-292 130-170
PP 129-282 130-093
S1 129-271 130-017

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

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