ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 127-040 126-070 -0-290 -0.7% 129-180
High 127-120 126-080 -1-040 -0.9% 129-245
Low 126-005 125-005 -1-000 -0.8% 126-005
Close 126-085 125-305 -0-100 -0.2% 126-085
Range 1-115 1-075 -0-040 -9.2% 3-240
ATR 0-276 0-285 0-009 3.2% 0-000
Volume 1,891,970 1,973,159 81,189 4.3% 7,995,758
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 129-142 128-298 126-202
R3 128-067 127-223 126-094
R2 126-312 126-312 126-057
R1 126-148 126-148 126-021 126-032
PP 125-237 125-237 125-237 125-179
S1 125-073 125-073 125-269 124-278
S2 124-162 124-162 125-233
S3 123-087 123-318 125-196
S4 122-012 122-243 125-088
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 138-192 136-058 128-105
R3 134-272 132-138 127-095
R2 131-032 131-032 126-305
R1 128-218 128-218 126-195 128-005
PP 127-112 127-112 127-112 127-005
S1 124-298 124-298 125-295 124-085
S2 123-192 123-192 125-185
S3 119-272 121-058 125-075
S4 116-032 117-138 124-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-120 125-005 4-115 3.5% 1-060 0.9% 22% False True 1,807,135
10 129-255 125-005 4-250 3.8% 0-302 0.7% 20% False True 1,618,468
20 130-150 125-005 5-145 4.3% 0-297 0.7% 17% False True 1,641,933
40 133-000 125-005 7-315 6.3% 0-234 0.6% 12% False True 844,885
60 133-000 125-005 7-315 6.3% 0-182 0.5% 12% False True 564,239
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-159
2.618 129-154
1.618 128-079
1.000 127-155
0.618 127-004
HIGH 126-080
0.618 125-249
0.500 125-202
0.382 125-156
LOW 125-005
0.618 124-081
1.000 123-250
1.618 123-006
2.618 121-251
4.250 119-246
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 125-271 126-102
PP 125-237 126-063
S1 125-202 126-024

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

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