ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 126-120 126-210 0-090 0.2% 126-070
High 126-220 126-260 0-040 0.1% 126-295
Low 125-310 126-135 0-145 0.4% 125-005
Close 126-170 126-195 0-025 0.1% 126-180
Range 0-230 0-125 -0-105 -45.7% 1-290
ATR 0-285 0-274 -0-011 -4.0% 0-000
Volume 852,394 812,642 -39,752 -4.7% 7,725,372
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-252 127-188 126-264
R3 127-127 127-063 126-229
R2 127-002 127-002 126-218
R1 126-258 126-258 126-206 126-228
PP 126-197 126-197 126-197 126-181
S1 126-133 126-133 126-184 126-102
S2 126-072 126-072 126-172
S3 125-267 126-008 126-161
S4 125-142 125-203 126-126
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
5 126-295 125-105 1-190 1.3% 0-248 0.6% 80% False False 1,163,497
10 129-120 125-005 4-115 3.4% 1-015 0.8% 37% False False 1,542,453
20 130-150 125-005 5-145 4.3% 0-286 0.7% 29% False False 1,521,707
40 132-050 125-005 7-045 5.6% 0-255 0.6% 22% False False 1,029,145
60 133-000 125-005 7-315 6.3% 0-199 0.5% 20% False False 687,751
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-068
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-151
2.618 127-267
1.618 127-142
1.000 127-065
0.618 127-017
HIGH 126-260
0.618 126-212
0.500 126-198
0.382 126-183
LOW 126-135
0.618 126-058
1.000 126-010
1.618 125-253
2.618 125-128
4.250 124-244
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 126-198 126-178
PP 126-197 126-160
S1 126-196 126-142

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

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