ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 129-240 129-000 -0-240 -0.6% 129-085
High 130-035 129-050 -0-305 -0.7% 130-150
Low 128-290 128-170 -0-120 -0.3% 128-290
Close 129-025 128-235 -0-110 -0.3% 129-025
Range 1-065 0-200 -0-185 -48.1% 1-180
ATR 0-233 0-230 -0-002 -1.0% 0-000
Volume 2,053,685 1,363,968 -689,717 -33.6% 8,857,865
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 130-218 130-107 129-025
R3 130-018 129-227 128-290
R2 129-138 129-138 128-272
R1 129-027 129-027 128-253 128-302
PP 128-258 128-258 128-258 128-236
S1 128-147 128-147 128-217 128-102
S2 128-058 128-058 128-198
S3 127-178 127-267 128-180
S4 126-298 127-067 128-125
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
5 130-150 128-170 1-300 1.5% 0-257 0.6% 10% False True 1,629,394
10 130-150 128-170 1-300 1.5% 0-292 0.7% 10% False True 1,665,398
20 131-200 128-170 3-030 2.4% 0-252 0.6% 7% False True 876,194
40 133-000 128-170 4-150 3.5% 0-176 0.4% 5% False True 441,513
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-260
2.618 130-254
1.618 130-054
1.000 129-250
0.618 129-174
HIGH 129-050
0.618 128-294
0.500 128-270
0.382 128-246
LOW 128-170
0.618 128-046
1.000 127-290
1.618 127-166
2.618 126-286
4.250 125-280
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 128-270 129-160
PP 128-258 129-078
S1 128-247 128-317

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

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