ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 129-190 129-240 0-050 0.1% 129-085
High 130-150 130-035 -0-115 -0.3% 130-150
Low 129-100 128-290 -0-130 -0.3% 128-290
Close 129-250 129-025 -0-225 -0.5% 129-025
Range 1-050 1-065 0-015 4.1% 1-180
ATR 0-221 0-233 0-012 5.3% 0-000
Volume 1,917,185 2,053,685 136,500 7.1% 8,857,865
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 132-312 132-073 129-237
R3 131-247 131-008 129-131
R2 130-182 130-182 129-096
R1 129-263 129-263 129-060 129-190
PP 129-117 129-117 129-117 129-080
S1 128-198 128-198 128-310 128-125
S2 128-052 128-052 128-274
S3 126-307 127-133 128-239
S4 125-242 126-068 128-133
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 134-055 133-060 129-300
R3 132-195 131-200 129-162
R2 131-015 131-015 129-117
R1 130-020 130-020 129-071 129-248
PP 129-155 129-155 129-155 129-109
S1 128-160 128-160 128-299 128-068
S2 127-295 127-295 128-253
S3 126-115 126-300 128-208
S4 124-255 125-120 128-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-150 128-290 1-180 1.2% 0-283 0.7% 11% False True 1,771,573
10 130-205 128-195 2-010 1.6% 0-286 0.7% 23% False False 1,546,046
20 131-290 128-195 3-095 2.6% 0-256 0.6% 14% False False 808,405
40 133-000 128-195 4-125 3.4% 0-173 0.4% 11% False False 407,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-071
2.618 133-083
1.618 132-018
1.000 131-100
0.618 130-273
HIGH 130-035
0.618 129-208
0.500 129-162
0.382 129-117
LOW 128-290
0.618 128-052
1.000 127-225
1.618 126-307
2.618 125-242
4.250 123-254
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 129-162 129-220
PP 129-117 129-155
S1 129-071 129-090

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

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