ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 127-185 127-040 -0-145 -0.4% 129-180
High 127-200 127-120 -0-080 -0.2% 129-245
Low 126-205 126-005 -0-200 -0.5% 126-005
Close 127-030 126-085 -0-265 -0.7% 126-085
Range 0-315 1-115 0-120 38.1% 3-240
ATR 0-264 0-276 0-012 4.6% 0-000
Volume 2,329,173 1,891,970 -437,203 -18.8% 7,995,758
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 130-202 129-258 127-004
R3 129-087 128-143 126-205
R2 127-292 127-292 126-165
R1 127-028 127-028 126-125 126-262
PP 126-177 126-177 126-177 126-134
S1 125-233 125-233 126-045 125-148
S2 125-062 125-062 126-005
S3 123-267 124-118 125-285
S4 122-152 123-003 125-166
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 138-192 136-058 128-105
R3 134-272 132-138 127-095
R2 131-032 131-032 126-305
R1 128-218 128-218 126-195 128-005
PP 127-112 127-112 127-112 127-005
S1 124-298 124-298 125-295 124-085
S2 123-192 123-192 125-185
S3 119-272 121-058 125-075
S4 116-032 117-138 124-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-245 126-005 3-240 3.0% 1-018 0.8% 7% False True 1,599,151
10 129-255 126-005 3-250 3.0% 0-282 0.7% 7% False True 1,557,549
20 130-205 126-005 4-200 3.7% 0-284 0.7% 5% False True 1,551,797
40 133-000 126-005 6-315 5.5% 0-227 0.6% 4% False True 795,764
60 133-000 126-005 6-315 5.5% 0-176 0.4% 4% False True 531,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-049
2.618 130-299
1.618 129-184
1.000 128-235
0.618 128-069
HIGH 127-120
0.618 126-274
0.500 126-222
0.382 126-171
LOW 126-005
0.618 125-056
1.000 124-210
1.618 123-261
2.618 122-146
4.250 120-076
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 126-222 127-222
PP 126-177 127-070
S1 126-131 126-238

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

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