ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 129-185 129-080 -0-105 -0.3% 130-105
High 129-190 129-245 0-055 0.1% 130-145
Low 129-045 129-060 0-015 0.0% 128-195
Close 129-100 129-175 0-075 0.2% 129-070
Range 0-145 0-185 0-040 27.6% 1-270
ATR 0-212 0-210 -0-002 -0.9% 0-000
Volume 1,314,756 1,497,380 182,624 13.9% 6,432,150
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-075 130-310 129-277
R3 130-210 130-125 129-226
R2 130-025 130-025 129-209
R1 129-260 129-260 129-192 129-302
PP 129-160 129-160 129-160 129-181
S1 129-075 129-075 129-158 129-118
S2 128-295 128-295 129-141
S3 128-110 128-210 129-124
S4 127-245 128-025 129-073
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
5 129-305 128-245 1-060 0.9% 0-244 0.6% 66% False False 1,648,231
10 131-130 128-195 2-255 2.2% 0-278 0.7% 34% False False 1,191,038
20 132-050 128-195 3-175 2.7% 0-227 0.5% 26% False False 610,709
40 133-000 128-195 4-125 3.4% 0-158 0.4% 21% False False 308,198
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 0-070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-071
2.618 131-089
1.618 130-224
1.000 130-110
0.618 130-039
HIGH 129-245
0.618 129-174
0.500 129-152
0.382 129-131
LOW 129-060
0.618 128-266
1.000 128-195
1.618 128-081
2.618 127-216
4.250 126-234
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 129-168 129-162
PP 129-160 129-148
S1 129-152 129-135

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

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