ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 129-080 129-190 0-110 0.3% 130-105
High 129-245 130-150 0-225 0.5% 130-145
Low 129-060 129-100 0-040 0.1% 128-195
Close 129-175 129-250 0-075 0.2% 129-070
Range 0-185 1-050 0-185 100.0% 1-270
ATR 0-210 0-221 0-011 5.5% 0-000
Volume 1,497,380 1,917,185 419,805 28.0% 6,432,150
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 133-103 132-227 130-134
R3 132-053 131-177 130-032
R2 131-003 131-003 129-318
R1 130-127 130-127 129-284 130-225
PP 129-273 129-273 129-273 130-002
S1 129-077 129-077 129-216 129-175
S2 128-223 128-223 129-182
S3 127-173 128-027 129-148
S4 126-123 126-297 129-046
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
5 130-150 128-245 1-225 1.3% 0-282 0.7% 60% True False 1,815,484
10 130-250 128-195 2-055 1.7% 0-275 0.7% 54% False False 1,363,049
20 132-050 128-195 3-175 2.7% 0-241 0.6% 33% False False 706,424
40 133-000 128-195 4-125 3.4% 0-164 0.4% 27% False False 356,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-068
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-122
2.618 133-159
1.618 132-109
1.000 131-200
0.618 131-059
HIGH 130-150
0.618 130-009
0.500 129-285
0.382 129-241
LOW 129-100
0.618 128-191
1.000 128-050
1.618 127-141
2.618 126-091
4.250 124-128
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 129-285 129-258
PP 129-273 129-255
S1 129-262 129-252

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

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