ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 125-050 125-240 0-190 0.5% 125-005
High 125-280 125-270 -0-010 0.0% 125-090
Low 125-010 125-045 0-035 0.1% 124-000
Close 125-235 125-085 -0-150 -0.4% 124-275
Range 0-270 0-225 -0-045 -16.7% 1-090
ATR 0-227 0-226 0-000 0.0% 0-000
Volume 1,923,633 2,402,128 478,495 24.9% 6,038,064
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 127-168 127-032 125-209
R3 126-263 126-127 125-147
R2 126-038 126-038 125-126
R1 125-222 125-222 125-106 125-178
PP 125-133 125-133 125-133 125-111
S1 124-317 124-317 125-064 124-272
S2 124-228 124-228 125-044
S3 124-003 124-092 125-023
S4 123-098 123-187 124-281
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
5 125-280 124-000 1-280 1.5% 0-227 0.6% 68% False False 1,621,199
10 125-280 124-000 1-280 1.5% 0-238 0.6% 68% False False 1,427,027
20 126-315 124-000 2-315 2.4% 0-218 0.5% 42% False False 1,191,963
40 127-100 124-000 3-100 2.6% 0-222 0.6% 38% False False 1,094,307
60 130-150 124-000 6-150 5.2% 0-243 0.6% 20% False False 1,236,774
80 132-050 124-000 8-050 6.5% 0-238 0.6% 16% False False 1,061,726
100 133-000 124-000 9-000 7.2% 0-208 0.5% 14% False False 850,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-266
2.618 127-219
1.618 126-314
1.000 126-175
0.618 126-089
HIGH 125-270
0.618 125-184
0.500 125-158
0.382 125-131
LOW 125-045
0.618 124-226
1.000 124-140
1.618 124-001
2.618 123-096
4.250 122-049
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 125-158 125-108
PP 125-133 125-100
S1 125-109 125-092

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

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