ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 125-280 126-080 0-120 0.3% 124-200
High 126-160 126-255 0-095 0.2% 126-255
Low 125-270 126-020 0-070 0.2% 124-115
Close 126-100 126-030 -0-070 -0.2% 126-030
Range 0-210 0-235 0-025 11.9% 2-140
ATR 0-293 0-289 -0-004 -1.4% 0-000
Volume 1,274,382 972,626 -301,756 -23.7% 5,273,658
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-167 128-013 126-159
R3 127-252 127-098 126-095
R2 127-017 127-017 126-073
R1 126-183 126-183 126-052 126-142
PP 126-102 126-102 126-102 126-081
S1 125-268 125-268 126-008 125-228
S2 125-187 125-187 125-307
S3 124-272 125-033 125-285
S4 124-037 124-118 125-221
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 133-020 132-005 127-139
R3 130-200 129-185 126-244
R2 128-060 128-060 126-173
R1 127-045 127-045 126-102 127-212
PP 125-240 125-240 125-240 126-004
S1 124-225 124-225 125-278 125-072
S2 123-100 123-100 125-207
S3 120-280 122-085 125-136
S4 118-140 119-265 124-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-255 124-115 2-140 1.9% 0-219 0.5% 71% True False 1,054,731
10 127-025 124-115 2-230 2.2% 0-272 0.7% 64% False False 1,097,874
20 129-255 124-115 5-140 4.3% 0-295 0.7% 32% False False 1,318,063
40 131-200 124-115 7-085 5.8% 0-280 0.7% 24% False False 1,223,351
60 133-000 124-115 8-205 6.9% 0-223 0.6% 20% False False 818,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-072
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-294
2.618 128-230
1.618 127-315
1.000 127-170
0.618 127-080
HIGH 126-255
0.618 126-165
0.500 126-138
0.382 126-110
LOW 126-020
0.618 125-195
1.000 125-105
1.618 124-280
2.618 124-045
4.250 122-301
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 126-138 126-018
PP 126-102 126-005
S1 126-066 125-312

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

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