ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 129-065 127-185 -1-200 -1.3% 129-000
High 129-120 127-200 -1-240 -1.4% 129-255
Low 127-125 126-205 -0-240 -0.6% 128-030
Close 127-290 127-030 -0-260 -0.6% 129-195
Range 1-315 0-315 -1-000 -50.4% 1-225
ATR 0-253 0-264 0-011 4.3% 0-000
Volume 1,812,988 2,329,173 516,185 28.5% 7,579,732
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 130-023 129-182 127-203
R3 129-028 128-187 127-117
R2 128-033 128-033 127-088
R1 127-192 127-192 127-059 127-115
PP 127-038 127-038 127-038 127-000
S1 126-197 126-197 127-001 126-120
S2 126-043 126-043 126-292
S3 125-048 125-202 126-263
S4 124-053 124-207 126-177
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
5 129-255 126-205 3-050 2.5% 0-287 0.7% 14% False True 1,440,249
10 130-035 126-205 3-150 2.7% 0-277 0.7% 13% False True 1,573,720
20 130-250 126-205 4-045 3.3% 0-276 0.7% 11% False True 1,468,384
40 133-000 126-205 6-115 5.0% 0-217 0.5% 7% False True 748,516
60 133-000 126-205 6-115 5.0% 0-169 0.4% 7% False True 499,824
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-259
2.618 130-065
1.618 129-070
1.000 128-195
0.618 128-075
HIGH 127-200
0.618 127-080
0.500 127-042
0.382 127-005
LOW 126-205
0.618 126-010
1.000 125-210
1.618 125-015
2.618 124-020
4.250 122-146
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 127-042 128-002
PP 127-038 127-225
S1 127-034 127-128

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

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