ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 129-180 129-085 -0-095 -0.2% 130-105
High 129-305 129-300 -0-005 0.0% 130-145
Low 128-245 128-290 0-045 0.1% 128-195
Close 129-070 129-125 0-055 0.1% 129-070
Range 1-060 1-010 -0-050 -13.2% 1-270
ATR 0-208 0-217 0-009 4.2% 0-000
Volume 2,273,242 2,074,859 -198,383 -8.7% 6,432,150
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 132-162 131-313 129-306
R3 131-152 130-303 129-216
R2 130-142 130-142 129-186
R1 129-293 129-293 129-155 130-058
PP 129-132 129-132 129-132 129-174
S1 128-283 128-283 129-095 129-048
S2 128-122 128-122 129-064
S3 127-112 127-273 129-034
S4 126-102 126-263 128-264
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 134-307 133-298 130-074
R3 133-037 132-028 129-232
R2 131-087 131-087 129-178
R1 130-078 130-078 129-124 129-268
PP 129-137 129-137 129-137 129-071
S1 128-128 128-128 129-016 127-318
S2 127-187 127-187 128-282
S3 125-237 126-178 128-228
S4 123-287 124-228 128-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-145 128-195 1-270 1.4% 1-007 0.8% 42% False False 1,701,401
10 131-130 128-195 2-255 2.2% 0-277 0.7% 28% False False 922,272
20 132-050 128-195 3-175 2.7% 0-220 0.5% 22% False False 471,813
40 133-000 128-195 4-125 3.4% 0-153 0.4% 18% False False 237,957
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-102
2.618 132-204
1.618 131-194
1.000 130-310
0.618 130-184
HIGH 129-300
0.618 129-174
0.500 129-135
0.382 129-096
LOW 128-290
0.618 128-086
1.000 127-280
1.618 127-076
2.618 126-066
4.250 124-168
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 129-135 129-122
PP 129-132 129-118
S1 129-128 129-115

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

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