ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 125-195 126-070 0-195 0.5% 129-180
High 126-140 126-250 0-110 0.3% 129-245
Low 125-105 126-020 0-235 0.6% 126-005
Close 126-050 126-205 0-155 0.4% 126-085
Range 1-035 0-230 -0-125 -35.2% 3-240
ATR 0-293 0-289 -0-005 -1.5% 0-000
Volume 1,407,693 1,308,690 -99,003 -7.0% 7,995,758
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 128-208 128-117 127-012
R3 127-298 127-207 126-268
R2 127-068 127-068 126-247
R1 126-297 126-297 126-226 127-022
PP 126-158 126-158 126-158 126-181
S1 126-067 126-067 126-184 126-112
S2 125-248 125-248 126-163
S3 125-018 125-157 126-142
S4 124-108 124-247 126-078
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
5 127-120 125-005 2-115 1.9% 1-029 0.9% 69% False False 1,636,254
10 129-255 125-005 4-250 3.8% 0-318 0.8% 34% False False 1,538,251
20 130-150 125-005 5-145 4.3% 0-296 0.7% 30% False False 1,649,794
40 132-300 125-005 7-295 6.3% 0-250 0.6% 21% False False 952,458
60 133-000 125-005 7-315 6.3% 0-194 0.5% 20% False False 636,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 129-268
2.618 128-212
1.618 127-302
1.000 127-160
0.618 127-072
HIGH 126-250
0.618 126-162
0.500 126-135
0.382 126-108
LOW 126-020
0.618 125-198
1.000 125-110
1.618 124-288
2.618 124-058
4.250 123-002
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 126-182 126-142
PP 126-158 126-080
S1 126-135 126-018

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

View Archives - Comment on this page... - Back to Index of Symbols