ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 129-225 130-125 0-220 0.5% 129-310
High 130-160 130-240 0-080 0.2% 130-240
Low 129-215 130-100 0-205 0.5% 129-070
Close 130-020 130-200 0-180 0.4% 130-200
Range 0-265 0-140 -0-125 -47.2% 1-170
ATR 0-235 0-233 -0-001 -0.4% 0-000
Volume 37,708 11,474 -26,234 -69.6% 163,889
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-280 131-220 130-277
R3 131-140 131-080 130-238
R2 131-000 131-000 130-226
R1 130-260 130-260 130-213 130-290
PP 130-180 130-180 130-180 130-195
S1 130-120 130-120 130-187 130-150
S2 130-040 130-040 130-174
S3 129-220 129-300 130-162
S4 129-080 129-160 130-123
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 134-253 134-077 131-150
R3 133-083 132-227 131-015
R2 131-233 131-233 130-290
R1 131-057 131-057 130-245 131-145
PP 130-063 130-063 130-063 130-108
S1 129-207 129-207 130-155 129-295
S2 128-213 128-213 130-110
S3 127-043 128-037 130-065
S4 125-193 126-187 129-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-240 129-070 1-170 1.2% 0-204 0.5% 92% True False 32,777
10 131-140 129-070 2-070 1.7% 0-242 0.6% 63% False False 69,535
20 132-170 129-070 3-100 2.5% 0-254 0.6% 42% False False 1,030,598
40 133-250 129-070 4-180 3.5% 0-201 0.5% 31% False False 1,102,219
60 133-250 129-070 4-180 3.5% 0-185 0.4% 31% False False 1,119,510
80 133-250 129-070 4-180 3.5% 0-180 0.4% 31% False False 1,115,955
100 133-250 129-070 4-180 3.5% 0-173 0.4% 31% False False 896,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-050
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-195
2.618 131-287
1.618 131-147
1.000 131-060
0.618 131-007
HIGH 130-240
0.618 130-187
0.500 130-170
0.382 130-153
LOW 130-100
0.618 130-013
1.000 129-280
1.618 129-193
2.618 129-053
4.250 128-145
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 130-190 130-156
PP 130-180 130-112
S1 130-170 130-068

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

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