ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 124-210 125-050 0-160 0.4% 126-255
High 125-090 125-075 -0-015 0.0% 126-315
Low 124-210 124-125 -0-085 -0.2% 124-210
Close 125-055 124-230 -0-145 -0.4% 124-315
Range 0-200 0-270 0-070 35.0% 2-105
ATR 0-218 0-222 0-004 1.7% 0-000
Volume 1,036,793 1,278,075 241,282 23.3% 5,736,202
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-100 126-275 125-058
R3 126-150 126-005 124-304
R2 125-200 125-200 124-280
R1 125-055 125-055 124-255 124-312
PP 124-250 124-250 124-250 124-219
S1 124-105 124-105 124-205 124-042
S2 123-300 123-300 124-180
S3 123-030 123-155 124-156
S4 122-080 122-205 124-082
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
5 125-280 124-125 1-155 1.2% 0-248 0.6% 22% False True 1,232,854
10 126-315 124-125 2-190 2.1% 0-199 0.5% 13% False True 1,051,301
20 126-315 124-125 2-190 2.1% 0-205 0.5% 13% False True 1,035,706
40 127-100 124-115 2-305 2.4% 0-224 0.6% 12% False False 1,037,094
60 130-150 124-115 6-035 4.9% 0-247 0.6% 6% False False 1,244,823
80 133-000 124-115 8-205 6.9% 0-232 0.6% 4% False False 960,953
100 133-000 124-115 8-205 6.9% 0-201 0.5% 4% False False 769,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-262
2.618 127-142
1.618 126-192
1.000 126-025
0.618 125-242
HIGH 125-075
0.618 124-292
0.500 124-260
0.382 124-228
LOW 124-125
0.618 123-278
1.000 123-175
1.618 123-008
2.618 122-058
4.250 120-258
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 124-260 124-268
PP 124-250 124-255
S1 124-240 124-242

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

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