ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 125-255 125-135 -0-120 -0.3% 126-255
High 125-280 125-150 -0-130 -0.3% 126-315
Low 124-260 124-210 -0-050 -0.1% 124-210
Close 125-160 124-315 -0-165 -0.4% 124-315
Range 1-020 0-260 -0-080 -23.5% 2-105
ATR 0-218 0-222 0-004 1.7% 0-000
Volume 1,682,284 1,145,450 -536,834 -31.9% 5,736,202
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-152 127-013 125-138
R3 126-212 126-073 125-066
R2 125-272 125-272 125-043
R1 125-133 125-133 125-019 125-072
PP 125-012 125-012 125-012 124-301
S1 124-193 124-193 124-291 124-132
S2 124-072 124-072 124-267
S3 123-132 123-253 124-244
S4 122-192 122-313 124-172
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 132-168 131-027 126-085
R3 130-063 128-242 125-200
R2 127-278 127-278 125-132
R1 126-137 126-137 125-063 125-315
PP 125-173 125-173 125-173 125-102
S1 124-032 124-032 124-247 123-210
S2 123-068 123-068 124-178
S3 120-283 121-247 124-110
S4 118-178 119-142 123-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-315 124-210 2-105 1.9% 0-234 0.6% 14% False True 1,147,240
10 126-315 124-210 2-105 1.9% 0-173 0.4% 14% False True 949,440
20 127-100 124-210 2-210 2.1% 0-199 0.5% 12% False True 994,622
40 127-120 124-115 3-005 2.4% 0-237 0.6% 21% False False 1,090,303
60 130-250 124-115 6-135 5.1% 0-250 0.6% 10% False False 1,216,330
80 133-000 124-115 8-205 6.9% 0-227 0.6% 7% False False 919,409
100 133-000 124-115 8-205 6.9% 0-196 0.5% 7% False False 736,016
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-295
2.618 127-191
1.618 126-251
1.000 126-090
0.618 125-311
HIGH 125-150
0.618 125-051
0.500 125-020
0.382 124-309
LOW 124-210
0.618 124-049
1.000 123-270
1.618 123-109
2.618 122-169
4.250 121-065
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 125-020 125-090
PP 125-012 125-058
S1 125-003 125-027

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

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