ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 126-130 126-160 0-030 0.1% 127-025
High 126-200 126-175 -0-025 -0.1% 127-100
Low 125-170 125-115 -0-055 -0.1% 126-030
Close 126-140 125-120 -1-020 -0.8% 126-220
Range 1-030 1-060 0-030 8.6% 1-070
ATR 0-230 0-240 0-011 4.7% 0-000
Volume 1,660,001 1,340,420 -319,581 -19.3% 4,417,102
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 129-103 128-172 126-009
R3 128-043 127-112 125-224
R2 126-303 126-303 125-190
R1 126-052 126-052 125-155 125-308
PP 125-243 125-243 125-243 125-211
S1 124-312 124-312 125-085 124-248
S2 124-183 124-183 125-050
S3 123-123 123-252 125-016
S4 122-063 122-192 124-231
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
5 126-260 125-115 1-145 1.2% 0-216 0.5% 1% False True 1,023,926
10 127-100 125-115 1-305 1.6% 0-193 0.5% 1% False True 949,075
20 127-100 124-115 2-305 2.4% 0-230 0.6% 34% False False 1,019,963
40 130-150 124-115 6-035 4.9% 0-261 0.7% 17% False False 1,255,255
60 132-050 124-115 7-255 6.2% 0-250 0.6% 13% False False 1,040,406
80 133-000 124-115 8-205 6.9% 0-209 0.5% 12% False False 781,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 131-190
2.618 129-210
1.618 128-150
1.000 127-235
0.618 127-090
HIGH 126-175
0.618 126-030
0.500 125-305
0.382 125-260
LOW 125-115
0.618 124-200
1.000 124-055
1.618 123-140
2.618 122-080
4.250 120-100
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 125-305 126-002
PP 125-243 125-255
S1 125-182 125-188

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

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