ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 130-125 130-180 0-055 0.1% 129-310
High 130-240 130-250 0-010 0.0% 130-240
Low 130-100 130-090 -0-010 0.0% 129-070
Close 130-200 130-115 -0-085 -0.2% 130-200
Range 0-140 0-160 0-020 14.3% 1-170
ATR 0-233 0-228 -0-005 -2.2% 0-000
Volume 11,474 20,393 8,919 77.7% 163,889
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-312 131-213 130-203
R3 131-152 131-053 130-159
R2 130-312 130-312 130-144
R1 130-213 130-213 130-130 130-182
PP 130-152 130-152 130-152 130-136
S1 130-053 130-053 130-100 130-022
S2 129-312 129-312 130-086
S3 129-152 129-213 130-071
S4 128-312 129-053 130-027
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 134-253 134-077 131-150
R3 133-083 132-227 131-015
R2 131-233 131-233 130-290
R1 131-057 131-057 130-245 131-145
PP 130-063 130-063 130-063 130-108
S1 129-207 129-207 130-155 129-295
S2 128-213 128-213 130-110
S3 127-043 128-037 130-065
S4 125-193 126-187 129-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-250 129-070 1-180 1.2% 0-199 0.5% 73% True False 29,339
10 131-140 129-070 2-070 1.7% 0-226 0.5% 51% False False 50,519
20 132-105 129-070 3-035 2.4% 0-250 0.6% 37% False False 957,369
40 133-250 129-070 4-180 3.5% 0-203 0.5% 25% False False 1,080,761
60 133-250 129-070 4-180 3.5% 0-186 0.4% 25% False False 1,101,185
80 133-250 129-070 4-180 3.5% 0-180 0.4% 25% False False 1,115,272
100 133-250 129-070 4-180 3.5% 0-174 0.4% 25% False False 896,206
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-290
2.618 132-029
1.618 131-189
1.000 131-090
0.618 131-029
HIGH 130-250
0.618 130-189
0.500 130-170
0.382 130-151
LOW 130-090
0.618 129-311
1.000 129-250
1.618 129-151
2.618 128-311
4.250 128-050
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 130-170 130-101
PP 130-152 130-087
S1 130-133 130-072

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

View Archives - Comment on this page... - Back to Index of Symbols