ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 124-125 124-300 0-175 0.4% 125-005
High 125-015 125-085 0-070 0.2% 125-090
Low 124-000 124-255 0-255 0.6% 124-000
Close 124-275 125-015 0-060 0.2% 124-275
Range 1-015 0-150 -0-185 -55.2% 1-090
ATR 0-229 0-223 -0-006 -2.5% 0-000
Volume 1,476,295 1,078,713 -397,582 -26.9% 6,038,064
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 126-142 126-068 125-098
R3 125-312 125-238 125-056
R2 125-162 125-162 125-042
R1 125-088 125-088 125-029 125-125
PP 125-012 125-012 125-012 125-030
S1 124-258 124-258 125-001 124-295
S2 124-182 124-182 124-308
S3 124-032 124-108 124-294
S4 123-202 123-278 124-252
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-178 127-317 125-180
R3 127-088 126-227 125-068
R2 125-318 125-318 125-030
R1 125-137 125-137 124-313 125-022
PP 124-228 124-228 124-228 124-171
S1 124-047 124-047 124-237 123-252
S2 123-138 123-138 124-200
S3 122-048 122-277 124-162
S4 120-278 121-187 124-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-090 124-000 1-090 1.0% 0-222 0.6% 82% False False 1,219,021
10 126-165 124-000 2-165 2.0% 0-229 0.6% 42% False False 1,212,044
20 126-315 124-000 2-315 2.4% 0-215 0.5% 35% False False 1,095,707
40 127-100 124-000 3-100 2.6% 0-218 0.5% 32% False False 1,027,789
60 130-150 124-000 6-150 5.2% 0-243 0.6% 16% False False 1,221,171
80 132-300 124-000 8-300 7.1% 0-237 0.6% 12% False False 1,007,977
100 133-000 124-000 9-000 7.2% 0-205 0.5% 12% False False 807,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127-082
2.618 126-158
1.618 126-008
1.000 125-235
0.618 125-178
HIGH 125-085
0.618 125-028
0.500 125-010
0.382 124-312
LOW 124-255
0.618 124-162
1.000 124-105
1.618 124-012
2.618 123-182
4.250 122-258
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 125-013 124-291
PP 125-012 124-247
S1 125-010 124-202

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

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