ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 126-210 126-185 -0-025 -0.1% 126-070
High 126-260 127-025 0-085 0.2% 126-295
Low 126-135 126-060 -0-075 -0.2% 125-005
Close 126-195 126-115 -0-080 -0.2% 126-180
Range 0-125 0-285 0-160 128.0% 1-290
ATR 0-274 0-275 0-001 0.3% 0-000
Volume 812,642 874,195 61,553 7.6% 7,725,372
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 129-068 128-217 126-272
R3 128-103 127-252 126-193
R2 127-138 127-138 126-167
R1 126-287 126-287 126-141 126-230
PP 126-173 126-173 126-173 126-145
S1 126-002 126-002 126-089 125-265
S2 125-208 125-208 126-063
S3 124-243 125-037 126-037
S4 123-278 124-072 125-278
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
5 127-025 125-310 1-035 0.9% 0-234 0.6% 35% True False 1,056,798
10 127-200 125-005 2-195 2.1% 0-300 0.7% 51% False False 1,448,574
20 130-150 125-005 5-145 4.3% 0-291 0.7% 25% False False 1,490,548
40 132-050 125-005 7-045 5.7% 0-259 0.6% 19% False False 1,050,628
60 133-000 125-005 7-315 6.3% 0-202 0.5% 17% False False 702,314
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 0-075
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-276
2.618 129-131
1.618 128-166
1.000 127-310
0.618 127-201
HIGH 127-025
0.618 126-236
0.500 126-202
0.382 126-169
LOW 126-060
0.618 125-204
1.000 125-095
1.618 124-239
2.618 123-274
4.250 122-129
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 126-202 126-168
PP 126-173 126-150
S1 126-144 126-132

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

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