ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 126-070 126-225 0-155 0.4% 126-070
High 126-250 126-295 0-045 0.1% 126-295
Low 126-020 125-315 -0-025 -0.1% 125-005
Close 126-205 126-180 -0-025 -0.1% 126-180
Range 0-230 0-300 0-070 30.4% 1-290
ATR 0-289 0-289 0-001 0.3% 0-000
Volume 1,308,690 1,436,070 127,380 9.7% 7,725,372
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 129-097 128-278 127-025
R3 128-117 127-298 126-262
R2 127-137 127-137 126-235
R1 126-318 126-318 126-208 126-238
PP 126-157 126-157 126-157 126-116
S1 126-018 126-018 126-152 125-258
S2 125-177 125-177 126-125
S3 124-197 125-038 126-098
S4 123-217 124-058 126-015
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 131-283 131-042 127-196
R3 129-313 129-072 127-028
R2 128-023 128-023 126-292
R1 127-102 127-102 126-236 127-222
PP 126-053 126-053 126-053 126-114
S1 125-132 125-132 126-124 125-252
S2 124-083 124-083 126-068
S3 122-113 123-162 126-012
S4 120-143 121-192 125-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-295 125-005 1-290 1.5% 1-002 0.8% 81% True False 1,545,074
10 129-245 125-005 4-240 3.8% 1-010 0.8% 33% False False 1,572,113
20 130-150 125-005 5-145 4.3% 0-292 0.7% 28% False False 1,607,936
40 132-300 125-005 7-295 6.3% 0-256 0.6% 20% False False 988,165
60 133-000 125-005 7-315 6.3% 0-197 0.5% 19% False False 660,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-290
2.618 129-120
1.618 128-140
1.000 127-275
0.618 127-160
HIGH 126-295
0.618 126-180
0.500 126-145
0.382 126-110
LOW 125-315
0.618 125-130
1.000 125-015
1.618 124-150
2.618 123-170
4.250 122-000
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 126-168 126-133
PP 126-157 126-087
S1 126-145 126-040

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

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