ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 126-005 125-195 -0-130 -0.3% 129-180
High 126-175 126-140 -0-035 -0.1% 129-245
Low 125-165 125-105 -0-060 -0.1% 126-005
Close 125-225 126-050 0-145 0.4% 126-085
Range 1-010 1-035 0-025 7.6% 3-240
ATR 0-288 0-293 0-005 1.7% 0-000
Volume 1,599,760 1,407,693 -192,067 -12.0% 7,995,758
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 129-097 128-268 126-245
R3 128-062 127-233 126-148
R2 127-027 127-027 126-115
R1 126-198 126-198 126-083 126-272
PP 125-312 125-312 125-312 126-029
S1 125-163 125-163 126-017 125-238
S2 124-277 124-277 125-305
S3 123-242 124-128 125-272
S4 122-207 123-093 125-175
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
5 127-200 125-005 2-195 2.1% 1-046 0.9% 44% False False 1,840,351
10 129-255 125-005 4-250 3.8% 1-004 0.8% 24% False False 1,572,971
20 130-150 125-005 5-145 4.3% 0-294 0.7% 21% False False 1,638,406
40 133-000 125-005 7-315 6.3% 0-247 0.6% 14% False False 919,944
60 133-000 125-005 7-315 6.3% 0-192 0.5% 14% False False 614,363
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 0-053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-049
2.618 129-109
1.618 128-074
1.000 127-175
0.618 127-039
HIGH 126-140
0.618 126-004
0.500 125-282
0.382 125-241
LOW 125-105
0.618 124-206
1.000 124-070
1.618 123-171
2.618 122-136
4.250 120-196
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 126-021 126-010
PP 125-312 125-290
S1 125-282 125-250

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

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