ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 130-180 130-090 -0-090 -0.2% 131-095
High 130-300 130-300 0-000 0.0% 131-125
Low 129-260 129-300 0-040 0.1% 129-190
Close 130-080 130-135 0-055 0.1% 130-080
Range 1-040 1-000 -0-040 -11.1% 1-255
ATR 0-218 0-225 0-007 3.3% 0-000
Volume 586,449 210,549 -375,900 -64.1% 8,736,808
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 133-138 132-297 130-311
R3 132-138 131-297 130-223
R2 131-138 131-138 130-194
R1 130-297 130-297 130-164 131-058
PP 130-138 130-138 130-138 130-179
S1 129-297 129-297 130-106 130-058
S2 129-138 129-138 130-076
S3 128-138 128-297 130-047
S4 127-138 127-297 129-279
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
5 131-125 129-190 1-255 1.4% 0-317 0.8% 46% False False 1,789,471
10 132-105 129-190 2-235 2.1% 0-273 0.7% 30% False False 1,864,219
20 132-315 129-190 3-125 2.6% 0-222 0.5% 24% False False 1,607,954
40 133-250 129-190 4-060 3.2% 0-178 0.4% 20% False False 1,341,881
60 133-250 129-190 4-060 3.2% 0-176 0.4% 20% False False 1,301,464
80 133-250 129-190 4-060 3.2% 0-168 0.4% 20% False False 1,112,193
100 133-250 129-190 4-060 3.2% 0-159 0.4% 20% False False 891,599
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 0-082
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-060
2.618 133-178
1.618 132-178
1.000 131-300
0.618 131-178
HIGH 130-300
0.618 130-178
0.500 130-140
0.382 130-102
LOW 129-300
0.618 129-102
1.000 128-300
1.618 128-102
2.618 127-102
4.250 125-220
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 130-140 130-130
PP 130-138 130-125
S1 130-137 130-120

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

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