ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 126-080 126-050 -0-030 -0.1% 124-200
High 126-255 126-195 -0-060 -0.1% 126-255
Low 126-020 125-260 -0-080 -0.2% 124-115
Close 126-030 126-160 0-130 0.3% 126-030
Range 0-235 0-255 0-020 8.5% 2-140
ATR 0-289 0-286 -0-002 -0.8% 0-000
Volume 972,626 762,137 -210,489 -21.6% 5,273,658
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 128-223 128-127 126-300
R3 127-288 127-192 126-230
R2 127-033 127-033 126-207
R1 126-257 126-257 126-183 126-305
PP 126-098 126-098 126-098 126-122
S1 126-002 126-002 126-137 126-050
S2 125-163 125-163 126-113
S3 124-228 125-067 126-090
S4 123-293 124-132 126-020
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 133-020 132-005 127-139
R3 130-200 129-185 126-244
R2 128-060 128-060 126-173
R1 127-045 127-045 126-102 127-212
PP 125-240 125-240 125-240 126-004
S1 124-225 124-225 125-278 125-072
S2 123-100 123-100 125-207
S3 120-280 122-085 125-136
S4 118-140 119-265 124-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-255 125-040 1-215 1.3% 0-207 0.5% 82% False False 997,029
10 127-025 124-115 2-230 2.1% 0-267 0.7% 79% False False 1,030,480
20 129-245 124-115 5-130 4.3% 0-298 0.7% 40% False False 1,301,296
40 131-200 124-115 7-085 5.7% 0-280 0.7% 29% False False 1,241,631
60 133-000 124-115 8-205 6.8% 0-227 0.6% 25% False False 831,567
80 133-000 124-115 8-205 6.8% 0-186 0.5% 25% False False 623,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-319
2.618 128-223
1.618 127-288
1.000 127-130
0.618 127-033
HIGH 126-195
0.618 126-098
0.500 126-068
0.382 126-037
LOW 125-260
0.618 125-102
1.000 125-005
1.618 124-167
2.618 123-232
4.250 122-136
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 126-129 126-139
PP 126-098 126-118
S1 126-068 126-098

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

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