ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 129-000 128-245 -0-075 -0.2% 129-085
High 129-050 129-000 -0-050 -0.1% 130-150
Low 128-170 128-030 -0-140 -0.3% 128-290
Close 128-235 128-270 0-035 0.1% 129-025
Range 0-200 0-290 0-090 45.0% 1-180
ATR 0-230 0-235 0-004 1.8% 0-000
Volume 1,363,968 2,067,984 704,016 51.6% 8,857,865
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-117 131-003 129-110
R3 130-147 130-033 129-030
R2 129-177 129-177 129-003
R1 129-063 129-063 128-297 129-120
PP 128-207 128-207 128-207 128-235
S1 128-093 128-093 128-243 128-150
S2 127-237 127-237 128-217
S3 126-267 127-123 128-190
S4 125-297 126-153 128-110
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
5 130-150 128-030 2-120 1.8% 0-286 0.7% 32% False True 1,780,040
10 130-150 128-030 2-120 1.8% 0-278 0.7% 32% False True 1,748,918
20 131-200 128-030 3-170 2.7% 0-260 0.6% 21% False True 979,023
40 133-000 128-030 4-290 3.8% 0-180 0.4% 15% False True 493,158
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 0-078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-272
2.618 131-119
1.618 130-149
1.000 129-290
0.618 129-179
HIGH 129-000
0.618 128-209
0.500 128-175
0.382 128-141
LOW 128-030
0.618 127-171
1.000 127-060
1.618 126-201
2.618 125-231
4.250 124-078
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 128-238 129-032
PP 128-207 129-005
S1 128-175 128-298

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

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