ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 126-070 126-005 -0-065 -0.2% 129-180
High 126-080 126-175 0-095 0.2% 129-245
Low 125-005 125-165 0-160 0.4% 126-005
Close 125-305 125-225 -0-080 -0.2% 126-085
Range 1-075 1-010 -0-065 -16.5% 3-240
ATR 0-285 0-288 0-003 1.1% 0-000
Volume 1,973,159 1,599,760 -373,399 -18.9% 7,995,758
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 129-005 128-125 126-086
R3 127-315 127-115 125-316
R2 126-305 126-305 125-286
R1 126-105 126-105 125-255 126-040
PP 125-295 125-295 125-295 125-262
S1 125-095 125-095 125-195 125-030
S2 124-285 124-285 125-164
S3 123-275 124-085 125-134
S4 122-265 123-075 125-044
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
5 129-120 125-005 4-115 3.5% 1-102 1.0% 16% False False 1,921,410
10 129-255 125-005 4-250 3.8% 0-306 0.8% 14% False False 1,571,645
20 130-150 125-005 5-145 4.3% 0-292 0.7% 13% False False 1,660,281
40 133-000 125-005 7-315 6.4% 0-240 0.6% 9% False False 884,811
60 133-000 125-005 7-315 6.4% 0-186 0.5% 9% False False 590,902
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 3 trading days
Fibonacci Retracements and Extensions
4.250 130-298
2.618 129-079
1.618 128-069
1.000 127-185
0.618 127-059
HIGH 126-175
0.618 126-049
0.500 126-010
0.382 125-291
LOW 125-165
0.618 124-281
1.000 124-155
1.618 123-271
2.618 122-261
4.250 121-042
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 126-010 126-062
PP 125-295 126-010
S1 125-260 125-278

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

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