ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 126-185 126-315 0-130 0.3% 124-200
High 127-100 127-090 -0-010 0.0% 126-255
Low 126-110 126-195 0-085 0.2% 124-115
Close 127-005 126-240 -0-085 -0.2% 126-030
Range 0-310 0-215 -0-095 -30.6% 2-140
ATR 0-277 0-273 -0-004 -1.6% 0-000
Volume 1,287,702 1,011,918 -275,784 -21.4% 5,273,658
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-287 128-158 127-038
R3 128-072 127-263 126-299
R2 127-177 127-177 126-279
R1 127-048 127-048 126-260 127-005
PP 126-282 126-282 126-282 126-260
S1 126-153 126-153 126-220 126-110
S2 126-067 126-067 126-201
S3 125-172 125-258 126-181
S4 124-277 125-043 126-122
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% 0-228 0.6% 63% False False 975,538
10 127-100 124-115 2-305 2.3% 0-268 0.7% 81% False False 1,090,850
20 127-200 124-115 3-085 2.6% 0-284 0.7% 73% False False 1,269,712
40 131-130 124-115 7-015 5.6% 0-282 0.7% 34% False False 1,315,746
60 133-000 124-115 8-205 6.8% 0-235 0.6% 28% False False 883,509
80 133-000 124-115 8-205 6.8% 0-194 0.5% 28% False False 663,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-044
2.618 129-013
1.618 128-118
1.000 127-305
0.618 127-223
HIGH 127-090
0.618 127-008
0.500 126-302
0.382 126-277
LOW 126-195
0.618 126-062
1.000 125-300
1.618 125-167
2.618 124-272
4.250 123-241
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 126-302 126-265
PP 126-282 126-257
S1 126-261 126-248

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

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