ECBOT 10 Year T-Note Future September 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	129-180	129-085	-0-095	-0.2%	130-105
High	129-305	129-300	-0-005	0.0%	130-145
Low	128-245	128-290	0-045	0.1%	128-195
Close	129-070	129-125	0-055	0.1%	129-070
Range	1-060	1-010	-0-050	-13.2%	1-270
ATR	0-208	0-217	0-009	4.2%	0-000
Volume	2,273,242	2,074,859	-198,383	-8.7%	6,432,150

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-162	131-313	129-306
R3	131-152	130-303	129-216
R2	130-142	130-142	129-186
R1	129-293	129-293	129-155	130-058
PP	129-132	129-132	129-132	129-174
S1	128-283	128-283	129-095	129-048
S2	128-122	128-122	129-064
S3	127-112	127-273	129-034
S4	126-102	126-263	128-264

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-307	133-298	130-074
R3	133-037	132-028	129-232
R2	131-087	131-087	129-178
R1	130-078	130-078	129-124	129-268
PP	129-137	129-137	129-137	129-071
S1	128-128	128-128	129-016	127-318
S2	127-187	127-187	128-282
S3	125-237	126-178	128-228
S4	123-287	124-228	128-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-145	128-195	1-270	1.4%	1-007	0.8%	42%	False	False	1,701,401
10	131-130	128-195	2-255	2.2%	0-277	0.7%	28%	False	False	922,272
20	132-050	128-195	3-175	2.7%	0-220	0.5%	22%	False	False	471,813
40	133-000	128-195	4-125	3.4%	0-153	0.4%	18%	False	False	237,957

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-102
2.618	132-204
1.618	131-194
1.000	130-310
0.618	130-184
HIGH	129-300
0.618	129-174
0.500	129-135
0.382	129-096
LOW	128-290
0.618	128-086
1.000	127-280
1.618	127-076
2.618	126-066
4.250	124-168

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	129-135	129-122
PP	129-132	129-118
S1	129-128	129-115

Download as Excel Spreadsheet

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

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