ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 126-190 126-200 0-010 0.0% 127-025
High 126-260 126-260 0-000 0.0% 127-100
Low 126-145 126-120 -0-025 -0.1% 126-030
Close 126-220 126-170 -0-050 -0.1% 126-220
Range 0-115 0-140 0-025 21.7% 1-070
ATR 0-237 0-230 -0-007 -2.9% 0-000
Volume 700,602 677,973 -22,629 -3.2% 4,417,102
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 127-283 127-207 126-247
R3 127-143 127-067 126-208
R2 127-003 127-003 126-196
R1 126-247 126-247 126-183 126-215
PP 126-183 126-183 126-183 126-168
S1 126-107 126-107 126-157 126-075
S2 126-043 126-043 126-144
S3 125-223 125-287 126-132
S4 125-083 125-147 126-093
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 130-113 129-237 127-114
R3 129-043 128-167 127-007
R2 127-293 127-293 126-292
R1 127-097 127-097 126-256 127-000
PP 126-223 126-223 126-223 126-175
S1 126-027 126-027 126-184 125-250
S2 125-153 125-153 126-148
S3 124-083 124-277 126-113
S4 123-013 123-207 126-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-070 126-030 1-040 0.9% 0-176 0.4% 39% False False 898,374
10 127-100 126-030 1-070 1.0% 0-176 0.4% 36% False False 889,262
20 127-100 124-115 2-305 2.3% 0-221 0.5% 74% False False 959,871
40 130-150 124-115 6-035 4.8% 0-257 0.6% 36% False False 1,283,904
60 132-300 124-115 8-185 6.8% 0-244 0.6% 25% False False 978,733
80 133-000 124-115 8-205 6.8% 0-203 0.5% 25% False False 735,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-215
2.618 127-307
1.618 127-167
1.000 127-080
0.618 127-027
HIGH 126-260
0.618 126-207
0.500 126-190
0.382 126-173
LOW 126-120
0.618 126-033
1.000 125-300
1.618 125-213
2.618 125-073
4.250 124-165
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 126-190 126-162
PP 126-183 126-153
S1 126-177 126-145

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

View Archives - Comment on this page... - Back to Index of Symbols