ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 126-240 126-255 0-015 0.0% 126-180
High 126-280 126-315 0-035 0.1% 126-290
Low 126-205 126-155 -0-050 -0.1% 126-055
Close 126-260 126-200 -0-060 -0.1% 126-260
Range 0-075 0-160 0-085 113.3% 0-235
ATR 0-211 0-208 -0-004 -1.7% 0-000
Volume 520,223 732,539 212,316 40.8% 3,758,201
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-063 127-292 126-288
R3 127-223 127-132 126-244
R2 127-063 127-063 126-229
R1 126-292 126-292 126-215 126-258
PP 126-223 126-223 126-223 126-206
S1 126-132 126-132 126-185 126-098
S2 126-063 126-063 126-171
S3 125-223 125-292 126-156
S4 125-063 125-132 126-112
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-267 128-178 127-069
R3 128-032 127-263 127-005
R2 127-117 127-117 126-303
R1 127-028 127-028 126-282 127-072
PP 126-202 126-202 126-202 126-224
S1 126-113 126-113 126-238 126-158
S2 125-287 125-287 126-217
S3 125-052 125-198 126-195
S4 124-137 124-283 126-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-315 126-060 0-255 0.6% 0-114 0.3% 55% True False 758,250
10 126-315 125-050 1-265 1.4% 0-202 0.5% 80% True False 979,370
20 127-100 125-050 2-050 1.7% 0-188 0.5% 68% False False 934,316
40 129-245 124-115 5-130 4.3% 0-244 0.6% 42% False False 1,117,806
60 131-200 124-115 7-085 5.7% 0-249 0.6% 31% False False 1,139,193
80 133-000 124-115 8-205 6.8% 0-217 0.5% 26% False False 857,254
100 133-000 124-115 8-205 6.8% 0-186 0.5% 26% False False 685,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-035
2.618 128-094
1.618 127-254
1.000 127-155
0.618 127-094
HIGH 126-315
0.618 126-254
0.500 126-235
0.382 126-216
LOW 126-155
0.618 126-056
1.000 125-315
1.618 125-216
2.618 125-056
4.250 124-115
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 126-235 126-235
PP 126-223 126-223
S1 126-212 126-212

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

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