ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 129-085 129-185 0-100 0.2% 130-105
High 129-300 129-190 -0-110 -0.3% 130-145
Low 128-290 129-045 0-075 0.2% 128-195
Close 129-125 129-100 -0-025 -0.1% 129-070
Range 1-010 0-145 -0-185 -56.1% 1-270
ATR 0-217 0-212 -0-005 -2.4% 0-000
Volume 2,074,859 1,314,756 -760,103 -36.6% 6,432,150
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 130-227 130-148 129-180
R3 130-082 130-003 129-140
R2 129-257 129-257 129-127
R1 129-178 129-178 129-113 129-145
PP 129-112 129-112 129-112 129-095
S1 129-033 129-033 129-087 129-000
S2 128-287 128-287 129-073
S3 128-142 128-208 129-060
S4 127-317 128-063 129-020
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
5 129-305 128-195 1-110 1.0% 0-270 0.7% 52% False False 1,717,795
10 131-130 128-195 2-255 2.2% 0-278 0.7% 25% False False 1,049,563
20 132-050 128-195 3-175 2.7% 0-223 0.5% 20% False False 536,584
40 133-000 128-195 4-125 3.4% 0-155 0.4% 16% False False 270,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-166
2.618 130-250
1.618 130-105
1.000 130-015
0.618 129-280
HIGH 129-190
0.618 129-135
0.500 129-118
0.382 129-100
LOW 129-045
0.618 128-275
1.000 128-220
1.618 128-130
2.618 127-305
4.250 127-069
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 129-118 129-115
PP 129-112 129-110
S1 129-106 129-105

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

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