ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 126-205 126-240 0-035 0.1% 126-180
High 126-290 126-280 -0-010 0.0% 126-290
Low 126-185 126-205 0-020 0.0% 126-055
Close 126-260 126-260 0-000 0.0% 126-260
Range 0-105 0-075 -0-030 -28.6% 0-235
ATR 0-222 0-211 -0-010 -4.7% 0-000
Volume 920,049 520,223 -399,826 -43.5% 3,758,201
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-153 127-122 126-301
R3 127-078 127-047 126-281
R2 127-003 127-003 126-274
R1 126-292 126-292 126-267 126-308
PP 126-248 126-248 126-248 126-256
S1 126-217 126-217 126-253 126-232
S2 126-173 126-173 126-246
S3 126-098 126-142 126-239
S4 126-023 126-067 126-219
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-267 128-178 127-069
R3 128-032 127-263 127-005
R2 127-117 127-117 126-303
R1 127-028 127-028 126-282 127-072
PP 126-202 126-202 126-202 126-224
S1 126-113 126-113 126-238 126-158
S2 125-287 125-287 126-217
S3 125-052 125-198 126-195
S4 124-137 124-283 126-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-290 126-055 0-235 0.6% 0-112 0.3% 87% False False 751,640
10 126-290 125-050 1-240 1.4% 0-200 0.5% 95% False False 973,913
20 127-100 125-050 2-050 1.7% 0-193 0.5% 77% False False 935,796
40 129-255 124-115 5-140 4.3% 0-244 0.6% 45% False False 1,126,929
60 131-200 124-115 7-085 5.7% 0-251 0.6% 34% False False 1,127,499
80 133-000 124-115 8-205 6.8% 0-216 0.5% 28% False False 848,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 127-279
2.618 127-156
1.618 127-081
1.000 127-035
0.618 127-006
HIGH 126-280
0.618 126-251
0.500 126-242
0.382 126-234
LOW 126-205
0.618 126-159
1.000 126-130
1.618 126-084
2.618 126-009
4.250 125-206
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 126-254 126-239
PP 126-248 126-218
S1 126-242 126-198

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

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