ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 126-160 125-160 -1-000 -0.8% 126-200
High 126-175 126-200 0-025 0.1% 126-260
Low 125-115 125-050 -0-065 -0.2% 125-050
Close 125-120 126-185 1-065 1.0% 126-185
Range 1-060 1-150 0-090 23.7% 1-210
ATR 0-240 0-257 0-016 6.8% 0-000
Volume 1,340,420 1,561,903 221,483 16.5% 5,980,935
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 130-168 130-007 127-124
R3 129-018 128-177 126-314
R2 127-188 127-188 126-271
R1 127-027 127-027 126-228 127-108
PP 126-038 126-038 126-038 126-079
S1 125-197 125-197 126-142 125-278
S2 124-208 124-208 126-099
S3 123-058 124-047 126-056
S4 121-228 122-217 125-246
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 131-048 130-167 127-156
R3 129-158 128-277 127-011
R2 127-268 127-268 126-282
R1 127-067 127-067 126-234 126-222
PP 126-058 126-058 126-058 125-296
S1 125-177 125-177 126-136 125-012
S2 124-168 124-168 126-088
S3 122-278 123-287 126-039
S4 121-068 122-077 125-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-260 125-050 1-210 1.3% 0-287 0.7% 86% False True 1,196,187
10 127-100 125-050 2-050 1.7% 0-226 0.6% 66% False True 1,039,803
20 127-100 124-115 2-305 2.3% 0-220 0.5% 75% False False 1,011,569
40 130-035 124-115 5-240 4.5% 0-263 0.7% 39% False False 1,246,373
60 132-050 124-115 7-255 6.2% 0-256 0.6% 28% False False 1,066,390
80 133-000 124-115 8-205 6.8% 0-214 0.5% 26% False False 801,246
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 0-042
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 132-278
2.618 130-150
1.618 129-000
1.000 128-030
0.618 127-170
HIGH 126-200
0.618 126-020
0.500 125-285
0.382 125-230
LOW 125-050
0.618 124-080
1.000 123-220
1.618 122-250
2.618 121-100
4.250 118-292
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 126-112 126-112
PP 126-038 126-038
S1 125-285 125-285

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

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