ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 131-095 130-055 -1-040 -0.9% 131-285
High 131-125 130-180 -0-265 -0.6% 132-105
Low 130-025 129-190 -0-155 -0.4% 130-280
Close 130-125 130-150 0-025 0.1% 131-110
Range 1-100 0-310 -0-110 -26.2% 1-145
ATR 0-202 0-210 0-008 3.8% 0-000
Volume 2,983,900 3,416,985 433,085 14.5% 9,694,833
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 133-037 132-243 131-000
R3 132-047 131-253 130-235
R2 131-057 131-057 130-207
R1 130-263 130-263 130-178 131-000
PP 130-067 130-067 130-067 130-095
S1 129-273 129-273 130-122 130-010
S2 129-077 129-077 130-093
S3 128-087 128-283 130-065
S4 127-097 127-293 129-300
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 135-280 135-020 132-046
R3 134-135 133-195 131-238
R2 132-310 132-310 131-195
R1 132-050 132-050 131-153 131-268
PP 131-165 131-165 131-165 131-114
S1 130-225 130-225 131-067 130-122
S2 130-020 130-020 131-025
S3 128-195 129-080 130-302
S4 127-050 127-255 130-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-105 129-190 2-235 2.1% 0-308 0.7% 32% False True 2,648,586
10 132-170 129-190 2-300 2.3% 0-254 0.6% 30% False True 2,090,847
20 133-250 129-190 4-060 3.2% 0-208 0.5% 21% False True 1,663,100
40 133-250 129-190 4-060 3.2% 0-173 0.4% 21% False True 1,391,124
60 133-250 129-190 4-060 3.2% 0-169 0.4% 21% False True 1,314,819
80 133-250 129-190 4-060 3.2% 0-164 0.4% 21% False True 1,081,061
100 133-250 129-190 4-060 3.2% 0-151 0.4% 21% False True 866,136
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 0-069
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-218
2.618 133-032
1.618 132-042
1.000 131-170
0.618 131-052
HIGH 130-180
0.618 130-062
0.500 130-025
0.382 129-308
LOW 129-190
0.618 128-318
1.000 128-200
1.618 128-008
2.618 127-018
4.250 125-152
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 130-108 130-192
PP 130-067 130-178
S1 130-025 130-164

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

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