ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 130-085 130-090 0-005 0.0% 129-310
High 130-105 130-125 0-020 0.0% 130-240
Low 130-010 129-280 -0-050 -0.1% 129-070
Close 130-090 129-285 -0-125 -0.3% 130-200
Range 0-095 0-165 0-070 73.7% 1-170
ATR 0-219 0-216 -0-004 -1.8% 0-000
Volume 22,085 3,797 -18,288 -82.8% 163,889
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-192 131-083 130-056
R3 131-027 130-238 130-010
R2 130-182 130-182 129-315
R1 130-073 130-073 129-300 130-045
PP 130-017 130-017 130-017 130-002
S1 129-228 129-228 129-270 129-200
S2 129-172 129-172 129-255
S3 129-007 129-063 129-240
S4 128-162 128-218 129-194
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
5 130-250 129-215 1-035 0.9% 0-165 0.4% 20% False False 19,091
10 131-140 129-070 2-070 1.7% 0-217 0.5% 30% False False 30,213
20 132-105 129-070 3-035 2.4% 0-246 0.6% 22% False False 816,024
40 133-250 129-070 4-180 3.5% 0-201 0.5% 15% False False 1,022,711
60 133-250 129-070 4-180 3.5% 0-185 0.4% 15% False False 1,062,170
80 133-250 129-070 4-180 3.5% 0-177 0.4% 15% False False 1,099,309
100 133-250 129-070 4-180 3.5% 0-173 0.4% 15% False False 896,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-186
2.618 131-237
1.618 131-072
1.000 130-290
0.618 130-227
HIGH 130-125
0.618 130-062
0.500 130-042
0.382 130-023
LOW 129-280
0.618 129-178
1.000 129-115
1.618 129-013
2.618 128-168
4.250 127-219
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 130-042 130-105
PP 130-017 130-058
S1 129-311 130-012

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

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