ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 125-000 124-190 -0-130 -0.3% 124-300
High 125-000 124-220 -0-100 -0.3% 125-280
Low 124-045 124-035 -0-010 0.0% 124-255
Close 124-210 124-060 -0-150 -0.4% 125-110
Range 0-275 0-185 -0-090 -32.7% 1-025
ATR 0-234 0-231 -0-004 -1.5% 0-000
Volume 177,881 50,762 -127,119 -71.5% 7,585,284
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 126-020 125-225 124-162
R3 125-155 125-040 124-111
R2 124-290 124-290 124-094
R1 124-175 124-175 124-077 124-140
PP 124-105 124-105 124-105 124-088
S1 123-310 123-310 124-043 123-275
S2 123-240 123-240 124-026
S3 123-055 123-125 124-009
S4 122-190 122-260 123-278
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 128-183 128-012 125-300
R3 127-158 126-307 125-205
R2 126-133 126-133 125-173
R1 125-282 125-282 125-142 126-048
PP 125-108 125-108 125-108 125-151
S1 124-257 124-257 125-078 125-022
S2 124-083 124-083 125-047
S3 123-058 123-232 125-015
S4 122-033 122-207 124-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-270 124-035 1-235 1.4% 0-217 0.5% 5% False True 962,316
10 125-280 124-000 1-280 1.5% 0-226 0.6% 10% False False 1,179,352
20 126-315 124-000 2-315 2.4% 0-206 0.5% 6% False False 1,098,733
40 127-100 124-000 3-100 2.7% 0-207 0.5% 6% False False 1,042,526
60 129-255 124-000 5-255 4.7% 0-239 0.6% 3% False False 1,163,061
80 131-200 124-000 7-200 6.1% 0-242 0.6% 2% False False 1,091,344
100 133-000 124-000 9-000 7.2% 0-213 0.5% 2% False False 874,442
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-046
2.618 126-064
1.618 125-199
1.000 125-085
0.618 125-014
HIGH 124-220
0.618 124-149
0.500 124-128
0.382 124-106
LOW 124-035
0.618 123-241
1.000 123-170
1.618 123-056
2.618 122-191
4.250 121-209
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 124-128 124-270
PP 124-105 124-200
S1 124-082 124-130

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

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