ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 130-180 130-180 0-000 0.0% 131-095
High 130-230 130-300 0-070 0.2% 131-125
Low 130-055 129-260 -0-115 -0.3% 129-190
Close 130-155 130-080 -0-075 -0.2% 130-080
Range 0-175 1-040 0-185 105.7% 1-255
ATR 0-207 0-218 0-011 5.3% 0-000
Volume 1,749,474 586,449 -1,163,025 -66.5% 8,736,808
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 133-227 133-033 130-278
R3 132-187 131-313 130-179
R2 131-147 131-147 130-146
R1 130-273 130-273 130-113 130-190
PP 130-107 130-107 130-107 130-065
S1 129-233 129-233 130-047 129-150
S2 129-067 129-067 130-014
S3 128-027 128-193 129-301
S4 126-307 127-153 129-202
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 135-257 134-263 131-076
R3 134-002 133-008 130-238
R2 132-067 132-067 130-185
R1 131-073 131-073 130-133 130-262
PP 130-132 130-132 130-132 130-066
S1 129-138 129-138 130-027 129-008
S2 128-197 128-197 129-295
S3 126-262 127-203 129-242
S4 125-007 125-268 129-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-195 129-190 2-005 1.5% 0-282 0.7% 33% False False 2,026,137
10 132-170 129-190 2-300 2.3% 0-265 0.6% 22% False False 1,991,661
20 133-230 129-190 4-040 3.2% 0-222 0.5% 16% False False 1,688,191
40 133-250 129-190 4-060 3.2% 0-176 0.4% 16% False False 1,376,136
60 133-250 129-190 4-060 3.2% 0-174 0.4% 16% False False 1,320,707
80 133-250 129-190 4-060 3.2% 0-165 0.4% 16% False False 1,109,848
100 133-250 129-190 4-060 3.2% 0-156 0.4% 16% False False 889,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-230
2.618 133-282
1.618 132-242
1.000 132-020
0.618 131-202
HIGH 130-300
0.618 130-162
0.500 130-120
0.382 130-078
LOW 129-260
0.618 129-038
1.000 128-220
1.618 127-318
2.618 126-278
4.250 125-010
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 130-120 130-085
PP 130-107 130-083
S1 130-093 130-082

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

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