ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 129-310 129-280 -0-030 -0.1% 130-090
High 130-065 130-025 -0-040 -0.1% 131-140
Low 129-200 129-070 -0-130 -0.3% 129-295
Close 129-260 129-295 0-035 0.1% 130-045
Range 0-185 0-275 0-090 48.6% 1-165
ATR 0-235 0-238 0-003 1.2% 0-000
Volume 37,583 54,517 16,934 45.1% 531,462
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 132-102 131-313 130-126
R3 131-147 131-038 130-051
R2 130-192 130-192 130-025
R1 130-083 130-083 130-000 130-138
PP 129-237 129-237 129-237 129-264
S1 129-128 129-128 129-270 129-182
S2 128-282 128-282 129-245
S3 128-007 128-173 129-219
S4 127-052 127-218 129-144
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
5 131-140 129-070 2-070 1.7% 0-282 0.7% 32% False True 57,405
10 131-140 129-070 2-070 1.7% 0-271 0.7% 32% False True 637,647
20 132-170 129-070 3-100 2.5% 0-258 0.6% 21% False True 1,268,421
40 133-250 129-070 4-180 3.5% 0-197 0.5% 15% False True 1,184,988
60 133-250 129-070 4-180 3.5% 0-186 0.4% 15% False True 1,185,162
80 133-250 129-070 4-180 3.5% 0-178 0.4% 15% False True 1,115,933
100 133-250 129-070 4-180 3.5% 0-171 0.4% 15% False True 895,432
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 0-072
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-234
2.618 132-105
1.618 131-150
1.000 130-300
0.618 130-195
HIGH 130-025
0.618 129-240
0.500 129-208
0.382 129-175
LOW 129-070
0.618 128-220
1.000 128-115
1.618 127-265
2.618 126-310
4.250 125-181
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 129-266 130-052
PP 129-237 130-027
S1 129-208 130-001

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

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