ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 128-200 129-080 0-200 0.5% 129-000
High 129-145 129-255 0-110 0.3% 129-255
Low 128-180 129-075 0-215 0.5% 128-030
Close 129-005 129-195 0-190 0.5% 129-195
Range 0-285 0-180 -0-105 -36.8% 1-225
ATR 0-234 0-235 0-001 0.5% 0-000
Volume 1,655,883 1,097,459 -558,424 -33.7% 7,579,732
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-075 130-315 129-294
R3 130-215 130-135 129-244
R2 130-035 130-035 129-228
R1 129-275 129-275 129-212 129-315
PP 129-175 129-175 129-175 129-195
S1 129-095 129-095 129-178 129-135
S2 128-315 128-315 129-162
S3 128-135 128-235 129-146
S4 127-275 128-055 129-096
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 134-088 133-207 130-175
R3 132-183 131-302 130-025
R2 130-278 130-278 129-295
R1 130-077 130-077 129-245 130-178
PP 129-053 129-053 129-053 129-104
S1 128-172 128-172 129-145 128-272
S2 127-148 127-148 129-095
S3 125-243 126-267 129-045
S4 124-018 125-042 128-215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-255 128-030 1-225 1.3% 0-226 0.5% 89% True False 1,515,946
10 130-150 128-030 2-120 1.8% 0-254 0.6% 64% False False 1,643,759
20 131-200 128-030 3-170 2.7% 0-261 0.6% 43% False False 1,181,966
40 133-000 128-030 4-290 3.8% 0-191 0.5% 31% False False 596,702
60 133-000 128-030 4-290 3.8% 0-148 0.4% 31% False False 398,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-060
2.618 131-086
1.618 130-226
1.000 130-115
0.618 130-046
HIGH 129-255
0.618 129-186
0.500 129-165
0.382 129-144
LOW 129-075
0.618 128-284
1.000 128-215
1.618 128-104
2.618 127-244
4.250 126-270
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 129-185 129-148
PP 129-175 129-102
S1 129-165 129-055

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

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