ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 127-065 127-010 -0-055 -0.1% 126-050
High 127-070 127-015 -0-055 -0.1% 127-100
Low 126-250 126-035 -0-215 -0.5% 125-260
Close 126-305 126-135 -0-170 -0.4% 127-030
Range 0-140 0-300 0-160 114.3% 1-160
ATR 0-243 0-247 0-004 1.7% 0-000
Volume 778,470 1,133,171 354,701 45.6% 4,559,687
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 129-108 128-262 126-300
R3 128-128 127-282 126-218
R2 127-148 127-148 126-190
R1 126-302 126-302 126-162 126-235
PP 126-168 126-168 126-168 126-135
S1 126-002 126-002 126-108 125-255
S2 125-188 125-188 126-080
S3 124-208 125-022 126-052
S4 123-228 124-042 125-290
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 131-077 130-213 127-294
R3 129-237 129-053 127-162
R2 128-077 128-077 127-118
R1 127-213 127-213 127-074 127-305
PP 126-237 126-237 126-237 126-282
S1 126-053 126-053 126-306 126-145
S2 125-077 125-077 126-262
S3 123-237 124-213 126-218
S4 122-077 123-053 126-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-100 126-035 1-065 1.0% 0-176 0.4% 26% False True 836,276
10 127-100 125-260 1-160 1.2% 0-202 0.5% 41% False False 932,153
20 127-100 124-115 2-305 2.3% 0-244 0.6% 70% False False 1,038,482
40 130-150 124-115 6-035 4.8% 0-268 0.7% 34% False False 1,349,382
60 133-000 124-115 8-205 6.8% 0-242 0.6% 24% False False 936,035
80 133-000 124-115 8-205 6.8% 0-200 0.5% 24% False False 702,797
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 True
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-010
2.618 129-160
1.618 128-180
1.000 127-315
0.618 127-200
HIGH 127-015
0.618 126-220
0.500 126-185
0.382 126-150
LOW 126-035
0.618 125-170
1.000 125-055
1.618 124-190
2.618 123-210
4.250 122-040
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 126-185 126-228
PP 126-168 126-197
S1 126-152 126-166

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

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