ECBOT 10 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 130-180 130-085 -0-095 -0.2% 129-310
High 130-250 130-105 -0-145 -0.3% 130-240
Low 130-090 130-010 -0-080 -0.2% 129-070
Close 130-115 130-090 -0-025 -0.1% 130-200
Range 0-160 0-095 -0-065 -40.6% 1-170
ATR 0-228 0-219 -0-009 -3.9% 0-000
Volume 20,393 22,085 1,692 8.3% 163,889
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-033 130-317 130-142
R3 130-258 130-222 130-116
R2 130-163 130-163 130-107
R1 130-127 130-127 130-099 130-145
PP 130-068 130-068 130-068 130-078
S1 130-032 130-032 130-081 130-050
S2 129-293 129-293 130-073
S3 129-198 129-257 130-064
S4 129-103 129-162 130-038
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
5 130-250 129-215 1-035 0.9% 0-163 0.4% 55% False False 22,853
10 131-140 129-070 2-070 1.7% 0-222 0.5% 48% False False 40,129
20 132-105 129-070 3-035 2.4% 0-247 0.6% 34% False False 898,941
40 133-250 129-070 4-180 3.5% 0-202 0.5% 23% False False 1,058,411
60 133-250 129-070 4-180 3.5% 0-185 0.4% 23% False False 1,084,718
80 133-250 129-070 4-180 3.5% 0-180 0.4% 23% False False 1,109,086
100 133-250 129-070 4-180 3.5% 0-174 0.4% 23% False False 896,422
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 131-189
2.618 131-034
1.618 130-259
1.000 130-200
0.618 130-164
HIGH 130-105
0.618 130-069
0.500 130-058
0.382 130-046
LOW 130-010
0.618 129-271
1.000 129-235
1.618 129-176
2.618 129-081
4.250 128-246
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 130-079 130-130
PP 130-068 130-117
S1 130-058 130-103

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

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