ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 126-190 126-185 -0-005 0.0% 124-200
High 126-265 127-100 0-155 0.4% 126-255
Low 126-140 126-110 -0-030 -0.1% 124-115
Close 126-190 127-005 0-135 0.3% 126-030
Range 0-125 0-310 0-185 148.0% 2-140
ATR 0-275 0-277 0-003 0.9% 0-000
Volume 843,310 1,287,702 444,392 52.7% 5,273,658
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 129-255 129-120 127-176
R3 128-265 128-130 127-090
R2 127-275 127-275 127-062
R1 127-140 127-140 127-033 127-208
PP 126-285 126-285 126-285 126-319
S1 126-150 126-150 126-297 126-218
S2 125-295 125-295 126-268
S3 124-305 125-160 126-240
S4 123-315 124-170 126-154
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
5 127-100 125-260 1-160 1.2% 0-227 0.6% 80% True False 1,028,031
10 127-100 124-115 2-305 2.3% 0-275 0.7% 90% True False 1,077,078
20 129-120 124-115 5-005 3.9% 0-305 0.8% 53% False False 1,309,766
40 131-130 124-115 7-015 5.5% 0-281 0.7% 38% False False 1,292,514
60 133-000 124-115 8-205 6.8% 0-233 0.6% 31% False False 866,704
80 133-000 124-115 8-205 6.8% 0-191 0.5% 31% False False 650,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-073
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-138
2.618 129-272
1.618 128-282
1.000 128-090
0.618 127-292
HIGH 127-100
0.618 126-302
0.500 126-265
0.382 126-228
LOW 126-110
0.618 125-238
1.000 125-120
1.618 124-248
2.618 123-258
4.250 122-072
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 126-305 126-277
PP 126-285 126-228
S1 126-265 126-180

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

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