ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 129-280 130-010 0-050 0.1% 130-090
High 130-025 130-050 0-025 0.1% 131-140
Low 129-070 129-215 0-145 0.4% 129-295
Close 129-295 129-225 -0-070 -0.2% 130-045
Range 0-275 0-155 -0-120 -43.6% 1-165
ATR 0-238 0-232 -0-006 -2.5% 0-000
Volume 54,517 22,607 -31,910 -58.5% 531,462
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-095 130-315 129-310
R3 130-260 130-160 129-268
R2 130-105 130-105 129-253
R1 130-005 130-005 129-239 129-298
PP 129-270 129-270 129-270 129-256
S1 129-170 129-170 129-211 129-142
S2 129-115 129-115 129-197
S3 128-280 129-015 129-182
S4 128-125 128-180 129-140
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 135-015 134-035 130-312
R3 133-170 132-190 130-178
R2 132-005 132-005 130-134
R1 131-025 131-025 130-089 130-252
PP 130-160 130-160 130-160 130-114
S1 129-180 129-180 130-001 129-088
S2 128-315 128-315 129-276
S3 127-150 128-015 129-232
S4 125-305 126-170 129-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 129-070 2-070 1.7% 0-269 0.6% 22% False False 41,336
10 131-140 129-070 2-070 1.7% 0-256 0.6% 22% False False 298,209
20 132-170 129-070 3-100 2.6% 0-255 0.6% 15% False False 1,194,528
40 133-250 129-070 4-180 3.5% 0-197 0.5% 11% False False 1,160,335
60 133-250 129-070 4-180 3.5% 0-185 0.4% 11% False False 1,163,046
80 133-250 129-070 4-180 3.5% 0-178 0.4% 11% False False 1,116,045
100 133-250 129-070 4-180 3.5% 0-171 0.4% 11% False False 895,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-064
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-069
2.618 131-136
1.618 130-301
1.000 130-205
0.618 130-146
HIGH 130-050
0.618 129-311
0.500 129-292
0.382 129-274
LOW 129-215
0.618 129-119
1.000 129-060
1.618 128-284
2.618 128-129
4.250 127-196
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 129-292 129-228
PP 129-270 129-227
S1 129-248 129-226

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

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