ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 126-225 126-120 -0-105 -0.3% 126-070
High 126-295 126-220 -0-075 -0.2% 126-295
Low 125-315 125-310 -0-005 0.0% 125-005
Close 126-180 126-170 -0-010 0.0% 126-180
Range 0-300 0-230 -0-070 -23.3% 1-290
ATR 0-289 0-285 -0-004 -1.5% 0-000
Volume 1,436,070 852,394 -583,676 -40.6% 7,725,372
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-177 128-083 126-296
R3 127-267 127-173 126-233
R2 127-037 127-037 126-212
R1 126-263 126-263 126-191 126-310
PP 126-127 126-127 126-127 126-150
S1 126-033 126-033 126-149 126-080
S2 125-217 125-217 126-128
S3 124-307 125-123 126-107
S4 124-077 124-213 126-044
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-283 131-042 127-196
R3 129-313 129-072 127-028
R2 128-023 128-023 126-292
R1 127-102 127-102 126-236 127-222
PP 126-053 126-053 126-053 126-114
S1 125-132 125-132 126-124 125-252
S2 124-083 124-083 126-068
S3 122-113 123-162 126-012
S4 120-143 121-192 125-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-295 125-105 1-190 1.3% 0-289 0.7% 75% False False 1,320,921
10 129-120 125-005 4-115 3.4% 1-014 0.8% 35% False False 1,564,028
20 130-150 125-005 5-145 4.3% 0-287 0.7% 28% False False 1,546,813
40 132-050 125-005 7-045 5.6% 0-254 0.6% 21% False False 1,009,313
60 133-000 125-005 7-315 6.3% 0-198 0.5% 19% False False 674,242
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 0-066
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-238
2.618 128-182
1.618 127-272
1.000 127-130
0.618 127-042
HIGH 126-220
0.618 126-132
0.500 126-105
0.382 126-078
LOW 125-310
0.618 125-168
1.000 125-080
1.618 124-258
2.618 124-028
4.250 122-292
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 126-148 126-161
PP 126-127 126-152
S1 126-105 126-142

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

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