ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 126-315 126-250 -0-065 -0.2% 126-050
High 127-090 127-050 -0-040 -0.1% 127-100
Low 126-195 126-225 0-030 0.1% 125-260
Close 126-240 127-030 0-110 0.3% 127-030
Range 0-215 0-145 -0-070 -32.6% 1-160
ATR 0-273 0-264 -0-009 -3.3% 0-000
Volume 1,011,918 654,620 -357,298 -35.3% 4,559,687
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-110 128-055 127-110
R3 127-285 127-230 127-070
R2 127-140 127-140 127-057
R1 127-085 127-085 127-043 127-112
PP 126-315 126-315 126-315 127-009
S1 126-260 126-260 127-017 126-288
S2 126-170 126-170 127-003
S3 126-025 126-115 126-310
S4 125-200 125-290 126-270
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 131-077 130-213 127-294
R3 129-237 129-053 127-162
R2 128-077 128-077 127-118
R1 127-213 127-213 127-074 127-305
PP 126-237 126-237 126-237 126-282
S1 126-053 126-053 126-306 126-145
S2 125-077 125-077 126-262
S3 123-237 124-213 126-218
S4 122-077 123-053 126-086
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% 0-210 0.5% 85% False False 911,937
10 127-100 124-115 2-305 2.3% 0-214 0.5% 93% False False 983,334
20 127-120 124-115 3-005 2.4% 0-276 0.7% 91% False False 1,185,985
40 130-250 124-115 6-135 5.1% 0-276 0.7% 43% False False 1,327,184
60 133-000 124-115 8-205 6.8% 0-236 0.6% 32% False False 894,339
80 133-000 124-115 8-205 6.8% 0-196 0.5% 32% False False 671,364
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 0-064
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-026
2.618 128-110
1.618 127-285
1.000 127-195
0.618 127-140
HIGH 127-050
0.618 126-315
0.500 126-298
0.382 126-280
LOW 126-225
0.618 126-135
1.000 126-080
1.618 125-310
2.618 125-165
4.250 124-249
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 127-012 127-002
PP 126-315 126-293
S1 126-298 126-265

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

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