ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 128-285 128-200 -0-085 -0.2% 129-085
High 129-030 129-145 0-115 0.3% 130-150
Low 128-175 128-180 0-005 0.0% 128-290
Close 128-200 129-005 0-125 0.3% 129-025
Range 0-175 0-285 0-110 62.9% 1-180
ATR 0-230 0-234 0-004 1.7% 0-000
Volume 1,394,438 1,655,883 261,445 18.7% 8,857,865
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-218 131-077 129-162
R3 130-253 130-112 129-083
R2 129-288 129-288 129-057
R1 129-147 129-147 129-031 129-218
PP 129-003 129-003 129-003 129-039
S1 128-182 128-182 128-299 128-252
S2 128-038 128-038 128-273
S3 127-073 127-217 128-247
S4 126-108 126-252 128-168
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
5 130-035 128-030 2-005 1.6% 0-267 0.6% 46% False False 1,707,191
10 130-150 128-030 2-120 1.8% 0-274 0.7% 39% False False 1,761,338
20 131-200 128-030 3-170 2.7% 0-265 0.6% 26% False False 1,128,639
40 133-000 128-030 4-290 3.8% 0-187 0.5% 19% False False 569,400
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 0-068
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-076
2.618 131-251
1.618 130-286
1.000 130-110
0.618 130-001
HIGH 129-145
0.618 129-036
0.500 129-002
0.382 128-289
LOW 128-180
0.618 128-004
1.000 127-215
1.618 127-039
2.618 126-074
4.250 124-249
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 129-004 128-299
PP 129-003 128-273
S1 129-002 128-248

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

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