ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 128-245 128-285 0-040 0.1% 129-085
High 129-000 129-030 0-030 0.1% 130-150
Low 128-030 128-175 0-145 0.4% 128-290
Close 128-270 128-200 -0-070 -0.2% 129-025
Range 0-290 0-175 -0-115 -39.7% 1-180
ATR 0-235 0-230 -0-004 -1.8% 0-000
Volume 2,067,984 1,394,438 -673,546 -32.6% 8,857,865
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 130-127 130-018 128-296
R3 129-272 129-163 128-248
R2 129-097 129-097 128-232
R1 128-308 128-308 128-216 128-275
PP 128-242 128-242 128-242 128-225
S1 128-133 128-133 128-184 128-100
S2 128-067 128-067 128-168
S3 127-212 127-278 128-152
S4 127-037 127-103 128-104
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% 0-284 0.7% 22% False False 1,759,452
10 130-150 128-030 2-120 1.8% 0-264 0.6% 22% False False 1,703,841
20 131-200 128-030 3-170 2.7% 0-258 0.6% 15% False False 1,047,572
40 133-000 128-030 4-290 3.8% 0-182 0.4% 11% False False 528,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-071
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-134
2.618 130-168
1.618 129-313
1.000 129-205
0.618 129-138
HIGH 129-030
0.618 128-283
0.500 128-262
0.382 128-242
LOW 128-175
0.618 128-067
1.000 128-000
1.618 127-212
2.618 127-037
4.250 126-071
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 128-262 128-200
PP 128-242 128-200
S1 128-221 128-200

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

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