ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 125-085 125-095 0-010 0.0% 124-025
High 125-145 126-280 1-135 1.1% 124-300
Low 125-035 124-280 -0-075 -0.2% 123-310
Close 125-070 126-185 1-115 1.1% 124-215
Range 0-110 2-000 1-210 481.8% 0-310
ATR 0-227 0-257 0-029 13.0% 0-000
Volume 8,527 29,861 21,334 250.2% 131,118
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 132-035 131-110 127-217
R3 130-035 129-110 127-041
R2 128-035 128-035 126-302
R1 127-110 127-110 126-244 127-232
PP 126-035 126-035 126-035 126-096
S1 125-110 125-110 126-126 125-232
S2 124-035 124-035 126-068
S3 122-035 123-110 126-009
S4 120-035 121-110 125-153
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-138 127-007 125-066
R3 126-148 126-017 124-300
R2 125-158 125-158 124-272
R1 125-027 125-027 124-243 125-092
PP 124-168 124-168 124-168 124-201
S1 124-037 124-037 124-187 124-102
S2 123-178 123-178 124-158
S3 122-188 123-047 124-130
S4 121-198 122-057 124-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-280 124-050 2-230 2.1% 0-268 0.7% 89% True False 15,281
10 126-280 123-105 3-175 2.8% 0-253 0.6% 92% True False 30,917
20 126-280 123-105 3-175 2.8% 0-240 0.6% 92% True False 605,135
40 127-015 123-105 3-230 2.9% 0-223 0.6% 87% False False 816,798
60 127-100 123-105 3-315 3.1% 0-230 0.6% 82% False False 898,469
80 130-150 123-105 7-045 5.6% 0-247 0.6% 46% False False 1,084,335
100 133-000 123-105 9-215 7.6% 0-232 0.6% 34% False False 877,036
120 133-000 123-105 9-215 7.6% 0-206 0.5% 34% False False 731,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 135-120
2.618 132-036
1.618 130-036
1.000 128-280
0.618 128-036
HIGH 126-280
0.618 126-036
0.500 125-280
0.382 125-204
LOW 124-280
0.618 123-204
1.000 122-280
1.618 121-204
2.618 119-204
4.250 116-120
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 126-110 126-110
PP 126-035 126-035
S1 125-280 125-280

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

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